Workshop Structure

24 hours of live facilitation - 8 live sessions for 3hrs

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.

Who should enrol?

  • Banks, end-users of derivatives, regulators, consultants, software providers 

  • xVA desks

  • Text length of individual points can be shorter or longer depending on your needsDerivatives traders, structurers and salespeople

  • Treasury and Finance departments

  • Regulatory capital and reporting

  • Risk managers (market and credit)

  • IT, product control and legal

  • Quantitative researchers

  • Portfolio managers

  • Operations / Collateral management

Course curriculum

    1. How to navigate through this course

    2. About the course

    3. Important times and dates

    4. Course materials

    1. LIVE WORKSHOP: Week 1 outline

    1. LIVE WORKSHOP: Week 1 outline

    1. LIVE WORKSHOP: Week 3 outline

    1. LIVE WORKSHOP: Week 4 outline

    1. LIVE WORKSHOP: Week 5 Outline

About this course

  • $849.00
  • 14 lessons
  • 24h (8 x 3h) of live facilitator led sessions
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Key Learning Outcomes

  • Understand the need for the application of CVA/DVA/FVA (xVA) techniques and capital charges in a Bank Derivatives business
    Understand the role of the Credit Support Annex (CSA)

  • Analyse the funding issues associated with bilateral CSA mechanisms
    Analyse the mechanics for Single Name and Index Credit Default Swaps

  • Analyse CDS Default Event Trigger Mechanisms
    Analyse pricing of Single Name Credit Default Swaps (Hazard Rate Model)

  • Analyse and model the credit profiles associated with common derivatives products such as FX Forwards, Interest Rate and Cross Currency Swaps
    Analyse and model the credit profiles associated with common derivatives products such as FX Forwards, Interest Rate and Cross Currency Swaps

  • Understand the concepts of Premium, Recovery and Default Risk
    Understand the differences between PFE, EE, EEPE

  • Apply the concepts of Collateral Thresholds (TH), Minimum Transfer Amounts (MTA), Replacement Costs (RC)
    Calculate the capital charges associated with Counterparty Credit Risk


Who you will learn with

Andrew Kinsey

Course Director

Andrew has over 25 years’ experience in financial markets both for international and local (South African) institutions. He was a trader and senior manager in the derivatives and cash-trading environment, and worked as a Derivatives Trader at Nedcor, Standard Bank and Corpcapital Bank, trading foreign exchange, fixed income and equity assets. He was head of the ABN AMRO South Africa Money Market and Foreign Exchange unit. From 2008 to 2014 he was Head of Market and Trading Risk at the Purple Capital Group. This set the basis for the next period as he moved into risk management for hedge funds and in the online trading environment. This allowed him to build on his skills as a market trader to construct risk management systems, which illuminated granular market exposures as well as a communication tool for the business executives. At the same time he began to spend an increasing amount of time training and lecturing both graduates and experienced staff in market products and economics.

Social proof: testimonials

“I strongly recommend very practical with real world examples and insightful. The delivery broke down complex structures or ideas and the foundation setting by the moderator was brilliant . The course exceeded my expectations. Very practical with real world and current scenarios in the market.”

Paul nyaga | ABSA Africa

“It practicalizes the concepts of Fixed Income trading.”

Helena Kemetse |Databank

“The facilitator Andrew Kinsey and moderator Andrew Farrer were really good, and took time with the participants to ensure the material was understood. the training was imparted both the technical and real world practical's . very insightful. look forward to more trainings. Ver Intutitive and educative course!!”

Seidu Abdallah | Calbank

“It is a very good training to obtain a practical understanding of fixed income trading ”

Ronald Mwenesi | ABSA Africa

“This course improved my knowledge on fixed income risk management. We were also able get more clarity even after the workshop once we started to implement the tools learnt. ”

Nadia Mindra | Housing Finance Bank Uganda

“It greatly enhanced my fixed income risk management knowledge and enabled me to implement the a risk management model in the organisation for the first time ”

Robert Nyehangane | Housing Finance Bank Uganda

“I would recommend him/her to enrol to learn and experience. The workshop is very eye opening and good knowledge is delivered. ”

Zakary Kamau | Equity Bank Kenya

Discover your potential, starting today