Training Courses

Training Courses

Accounting for Derivatives in Fund Management

Course Title:      Accounting for Derivatives in Fund Management 
Duration:             2 Days
Location:             Central London or Client office
PRICE:                 For tailored price CALL FREE 08000 828684

 
Derivative Products Overview
 
  • Overview of How Derivative Instruments Works
  • What Affects Pricing !
  • How Derivatives Are Used In Fund Management
  • Background to Instruments – Hedging
  • Basic Valuation
  • Products to include :
        -  Interest Rate Swaps
        -  Total Return Swaps
        -  CDSs
        -  OTC Options
        -  More Complex Products
                      ~ CDOs
                      ~ Embedded Derivatives
 
Case Studies and exercises clearly showing how the derivatives are used in a Fund Management environment.
 
We are happy to include any examples you may have.
Or any specific product types.
 
Derivative Accounting and Controls
 
  • Basic Controls and Procedures .
  • How the Product is Accounted For
  • How Does it Get Booked !
  • Where will I Sees The Entries On a Trial Balance
  • Assets / Liabilities
 
Exercises allowing delegates to consider what accounting entries need to be passed for the various products discussed so far.
 
A discussion on the major differences between Bond Accounting and Derivative Accounting.
 
 
More Complex Derivative Accounting
 
  • FASB 133/ IS 39
  • Capital v Income
  • Dirty v Clean Price Accounting
  • What Instruments Are Derivatives Used to Hedge ?
  • Hedging and Its Significance to Fund Accounting
 
Exercises :
Delegates are asked to consider the affects of hedge accounting 
They are also asked to consider how different derivatives can affect Capital and Income !
 
Accounting Policy Framework
The Derivative Instruments / Products to be included can be tailored to best fit with your present usage. Therefore gaining the maximum benefit from the course !
 
This course can be tailored to show the actual entries you would pass using your systems !


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