We are an accredited CPD provider for the Institute of Bankers in South Africa (IOBSA)

By succesfuly completing this program, you will be certified with 21 CPD points.

Workshop Structure

7 live sessions held once a week for 3hrs (21 CPD points))

These sessions will include short breaks, case studies, exercises, and Q & A sessions.
Live webinars will be recorded and uploaded to the eLearning platform.
Delegates will have licensed access to these recordings as well as eLearning material, workbooks & slides.

Who should enrol?

  • 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

      FREE PREVIEW

    2. About the course

    3. Important times and dates

    1. LIVE SESSION 1 | Webinar Invitation

    2. RECORDED SESSION

    3. ASSIGNMENT 1

    4. ASSIGNMENT 1 - SOLUTION

    1. LIVE SESSION 2 | Webinar Invitation

    2. RECORDED SESSION

    3. ASSIGNMENT 2

    1. LIVE SESSION 3 | Webinar Invitation

    2. RECORDED SESSION

    3. ASSIGNMENT 3

    4. ASSIGNMENT 3 - SOLUTION

    1. LIVE SESSION 4 | Webinar Invitation

    2. RECORDED SESSION

    3. ASSIGNMENT 4

    4. ASSIGNMENT 4 - SOLUTION

    1. LIVE SESSION 5 | Webinar Invitation

    2. RECORDED SESSION

    3. ASSIGNMENT 5

    4. ASSIGNMENT 5 - SOLUTION

About this course

  • $849.00
  • 30 lessons
  • 21h (7 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, as well as the role of the Credit Support Annex (CSA)

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

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

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

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

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

Instructor

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

“Very enlightening and eye-opening”

Omolabake Ola | RMB Nigeria

“Met my expectations and more. ”

Mitch Scheiner | DLM Finance

“Value for money workshop, the workshop is important for all bankers. ”

Mambo Emmanuel Chempausha | IZB Zambia

“Worth taking, the delivery is good as it is able to reach more people with challenges more especially now during the covid -19 pandemic ”

Justin Mwenya Musonda | IZB Zambia

“Really interesting, and very well presented. ”

Zelieka Wainwright | Sasfin Bank South Africa

Discover your potential, starting today