HKIB
Understanding the Treasury Products from Bankers' Perspectives
07Aug2018
語言
Cantonese (supplemented with English materials)
公司
HKIB
時間
19:00 - 22:00
地點
上環
課程費用
3600
CPD 時數
12
Upon completion of the programme, the participants should be able to understand the different types of derivatives products prevalent in the market and the key risk drivers underlying the contracted transactions that will enable them to quantify the risks and reverse engineer some complex derivatives transactions. Common red flags of listed companies (especially Chinese listed companies) engaging in structured derivatives transactions will also be discussed.
Programme Outline:
Session 1 - Overview of FX products for Corporate Borrower
• Insights on different types FX products offered to corporate
• Valuation of FX fotward contract
FX options basics
• Warning signal: embedded loans and wrong way trades
Session 2 & 3 - Interest Rate and Swap Derivatives
• Understanding different types of swaps: plain vanilla vs. structured transaction
• What are the underlying cash flows?
• How swaps are used (including IRS & CCS)
• Swap valuation and pricing
• Common non-standard swap and their risk driver
Session 4 - Documentation Negotiation of Treasury
• Products from Bankers' Perspectives
• Key credit issues to be considered in ISDA documentation negotiation
• Concept of close-out netting & CSA
• Considerations in the event of default
• Various risk mitigation techniques commonly accepted by bankers
Date : 7, 14, 21, 28 August 2018 (Tuesday)
CPA Credit Hour : 12.00 Hours
Fee : HKIB Individual Member: HK$3600 | Staff of Corporate Member: HK$4,320 | Non-member: HK$4,800
More info :http://https://bit.ly/2NDQLni