Workshops Structure

Sessions include short breaks, case studies, exercises, and Q & A's.
Live Session links are provided for within the eLearning platform.
Webinars are recorded and uploaded to the eLearning platform for further review.
Delegates will have licensed access to these recordings as well as all eLearning material, workbooks & slides.

Course curriculum

    1. How to navigate through this course

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    2. About the ACI FMA Education Programme

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    3. About the ACI Diploma New Version

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    4. The ACI exam structure

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    5. Important dates and times

    6. Course structure and materials

    7. The ACI exam structure

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    1. LIVE | FX || Spot FX | Cross Rates | Forwards | Swaps | Forward Arbitrage | Non Deliverable Forwards

    2. RECORDED SESSION | AM - part 1

    3. RECORDED SESSION | AM - part 2

    4. RECORDED SESSION | PM- part 1

    5. QUIZ | Session 1

    1. LIVE | FX || Broken Dates | MTM | Swaps as funding instruments | Covered interest rate arbitrage | Swaps in action | Forward Forward Swaps | Calculating synthetic FRAs via Swaps | Swap MTM || RATES | Basic interest rate calculations | Yield vs Discount

    2. RECORDED SESSION | AM

    3. RECORDED SESSION | PM

    4. QUIZ | Session 2

    1. LIVE | RATES || Money market products | holding yield vs effective yield | Trading interest rate instruments | Repos | Collateral | Margin | Synthetic Repos | Capital Markets | Bond Pricing

    2. RECORDED SESSION | AM

    3. RECORDED SESSION | PM

    4. QUIZ | Session 3

    1. LIVE || RATES|| Relationship btw price and yield | Bond risks | Macaulay duration | Modified duration | DV01 | Bootstrapping | DERIVATIVES || Forward Forwards | Forward Rate Agreement

    2. RECORDED SESSION | AM Session

    3. RECORDED SESSION | PM Session

    4. QUIZ | Session 4

    1. LIVE || DERIVATIVES || Futures and IMM FRAs | Arbitrage opportunities |Adjusting basis for convergence | Strip and stack hedging | Convexity bias | Interest rate swaps | Pricing interest rate swaps | Valuation of a swap | Cross currency swaps

    2. RECORDED SESSION | AM session | Part 1

    3. QUIZ | Session 5

About this course

  • $1,099.00
  • 32 lessons
  • Live facilitator led sessions
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Pricing options

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Instructor

Niel Le Roux

Course Director

Niel gained international exposure with Credit Suisse, initially in London and later New York and Singapore. He returned to South Africa in 2009 and joined ABSA Capital in Structured FX Sales, where he worked until 2012 when he founded his own financial services advisory firm. Neil is also a registered Dealer in the Equity and Currency Derivatives Markets on the Johannesburg Stock Exchange

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