The course is appropriate for delegates at management level and heads with responsibility for one or several teams from the following areas:
The course is designed to provide the participants with an understanding of the key areas that will be affected by OIS discounting. Following this training, the participants will:
Session 1: Market Issues
Case Study/Exercise: What are the 10 most important market issues with OIS discounting?
Session 2: Methodological Issues
Case Study/Exercise: What are the key CSA issues to focus on?
Session 3: Liquidity and Collateral Management Issues
Case Study/Exercise: Explain the benefits in collateral currency arbitrage
Session 4: ALM Issues
Case Study/Exercise: What is the source of large NPV jumps?
Session 5: IT Issues
Case Study/Exercise: Find 10 IT systems weak points preventing multiple curve use
Session 6: Accounting Issues
Case Study/Exercise: Dealing with book/market/model value discrepancies
Session 7: Risk Management Issues
Case Study/Exercise: Marking an IRS to market under CSA
Session 8: General Management Issues
Case Study/Exercise: How are you going to roll this 'project' out?
Christian Thornæsis an international specialist in traded markets, derivatives, risk management and operations. He has delivered hundreds of programmes across the world to investment and corporate bankers, fund managers and specialists in the legal and IT sectors needing an insight into the financial markets. He is fluent with audiences from front, middle and back-office and is able to break complex ideas down into smaller, meaningful concepts.
Early in his career, Christian worked as an investment banker and financial engineer in both London and Hong Kong for a UK merchant bank with Scandinavian roots. His main responsibilities were to structure and sell new financial products to clients on both the issuer and the buy side. This included transactions as diverse as the tenth largest UK management buy-out, project finance for a deep-sea container port, long-term export credit to a dairy in China and to a cement plant in Thailand, replication of legacy Finn Marks against a basket of trading partner currencies and pricing swaps into proposals at a time when this was far from the norm. He has worked on the ‘BAT’ leveraged buy-out by the late Sir James Goldsmith (not completed).
He has trained for organizations as diverse as Deutsche Bank, Merrill Lynch, Lehman Brothers, Barclays Capital, Dresdner/Commerzbank, Euroclear, IBM, Genpact, Credit Agricôle/Amundi Asset Management, BNP Private Bank, Morley/Aviva Asset Management and many more.
Christian has delivered training global financial market including London, New York, Tokyo, Singapore, Hong Kong, Frankfurt, Moscow, Zurich, Milan, New Delhi, Manila, Sao Paolo, Dubai, Kuwait, Riyadh, Lagos, Mauritius and Johannesburg.
Inštitút bankového vzdelávania NBS, n.o., Tomášikova 28/a, Bratislava
Vysoko kvalitné a odborné vzdelávacie podujatia pre Vás. Stiahnite si náš kompletný katalóg.
"Veľmi oceňujem organizáciu seminára Solvency II v rámci IBV NBS, ktorý sa konal v dňoch 4. a 5. októbra. Špeciálne oceňujem orientáciu seminára hlavne na pilier II (risk manažment) a výber kvalifikovaného lektora zo zahraničia s mnohoročnými praktickými skúsenosťami v oblasti risk manažmentu a interného auditu..."
Ako vplýva inflácia na ekonomiku?
Inštitút bankového vzdelávania NBS, n.o. priebežne sleduje, pravidelne analyzuje a vyhodnocuje výsledky svojho pôsobenia v oblasti poskytovania vzdelávacích služieb.
Systém kvality v inštitúte potvrdzuje aj certifikát Bureau Veritas podľa normy systému kvality ISO 9001:2008.
Inštitút bankového vzdelávania NBS, n.o.
821 01 Bratislava 2
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