Learning Objectives

• Understand the fundamentals of derivative instruments (options, futures, swaps)

• Learn to price derivatives using various models

• Explore risk management applications of derivatives

• Gain insights into regulatory aspects of derivatives trading

Training Program Engagement

Introduction to Derivatives Markets

• Types of derivatives (options, futures, swaps, forwards)

• The role of derivatives in financial markets

• Differences between exchange-traded and over-the-counter derivatives

• Quiz: Differentiate between various derivative products

Derivative Pricing Techniques

• Pricing of options (Black-Scholes Model, Binomial Tree Model)

• Pricing of futures and swaps

• Valuation of derivative instruments in different market conditions

• Practical case: Calculate the price of a European call option using Black-Scholes

Risk Management with Derivatives

• Hedging strategies using derivatives (futures, options)

• How to use derivatives to manage interest rate and currency risk

• Derivatives in portfolio management

• Practical case: Design a hedging strategy for a company using derivatives

Regulatory Frameworks for Derivatives

• Regulatory requirements in derivatives trading (EMIR, Dodd-Frank)

• Capital requirements for derivatives positions

• Risk disclosures and compliance in derivatives markets

• Quiz: Test your understanding of derivatives regulation in major financial markets

Applications of Derivatives in Banking

• Using derivatives for asset-liability management in banks

• Hedging interest rate risk for banking portfolios

• Practical case: Analyze the use of interest rate swaps in a bank’s portfolio management strategy

Key Points

• Numerous practical examples illustrating the different studied concepts

• Practical cases to draw parallels with the concepts learned

Who is this training for

• Financial analysts and risk managers

• Treasury managers and investment professionals

• Traders and portfolio managers

• Corporate finance professionals dealing with risk management

Prerequisities

• Basic understanding of financial instruments and risk management is recommended

Teaching Methods

• Training structured around skill transfer

• Acquisition of operational skills through practice and experimentation

• Collaborative learning during synchronous sessions

• Multi-stage learning path to allow engagement, learning, and transfer

• Training promoting participant engagement for better anchoring of lessons

Satisfaction and Evaluation

• Skill evaluation will be conducted throughout the training by the participant (self-evaluation) and/or the trainer according to the training methods.

• Online training evaluation on your participant space:

  • Immediate evaluation at the end of the training to measure your satisfaction and perception of skill improvement against training objectives. With your agreement, your overall rating and comments will be published on our site via Verified Reviews.

  • Post-training evaluation 40 days later to validate the transfer of your acquired skills in the workplace

• Attendance tracking and issuance of an individual training certificate or a certificate of completion