Training Courses

NEW COURSE - Derivatives Operations Middle Office / Credit Derivatives Derivatives in Fund Management Middle Office / Interest Rate Swaps Advanced Operational Diligence in Hedge Funds Hedge Funds and Prime Brokerage Operations and Hedge Funds An Introduction to Derivatives Advanced Due Diligence for Hedge Funds Accounting for Derivatives in Fund Management Coming Soon

Middle Office / Interest Rate Swaps

Course Title:      Middle Office / Interest Rate Swaps
Duration:
Location:             Central London or Client office
PRICE:                 For tailored price CALL FREE 08000 828684

Objective : For attendees to understanding how Interest Rate Swaps are processed from documentation, to the trade, through settlement, accounting, client reporting, reconciliation to collateral management .

Overview of IRSs

How IRSs work
Basic documentation
Why they are used by Fund Managers

The Trade

Trade Capture –automated v manual input
The role of Static Data
Trade validation and exception reporting
Cash flows – common problems
Confirmations Matching
Resets and Fees

Settlement

Nostro payments
Basic Credits and Debits
Reconciliations
Manual repair of trades

Valuation

PV01 validation checks
Collateral disputes

Collateral Management

Why do we take collateral ?
What will we take as collateral and why ?
Collateral Management

Controlling the Function

Client Reporting
Position control
Leverage
Product Approval Process – Spreadsheets and manual process
Risk Management

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