Risk Management using Derivatives

A LIVE ONLINE MASTERCLASS PROGRAM

Interactive and practical, this is a practitioner's program on Hedging and Risk

Management using derivatives.A completion certificate will be given by Catalyst
Consulting (managed by FLIP’s promoters) and FLIP, to those who successfully
complete the program. It will be conducted by:
H. Jaishankar: IIMB ’91, Citibank, Deutsche Bank ( Head - Forex and Short Term
Derivatives), FLIP: https://www.linkedin.com/in/hjaishankar/
Enrolment details:
• Each batch is for 10 participants.
• The fee is INR 8475 plus 18% GST, payable to Catalyst Consulting; an adjustable
advance of INR 1000 is required to block your seat.

For queries and to block your seat, you can call 90192.89040
1. Introduction and General Framework
Exposure - cashflow,interest rates,currencies
Risk management/hedging products - building blocks
Exchange Traded/OTC products
2. Equity Derivatives - Exchange Traded
Equity Futures
Equity Options
Trading Strategies
3. Derivative Products - OTC Swaps
FRAs - Features,Examples
Interest Rate Swaps - Features, Examples
Currency Swaps - Features,Examples
Swaps in SriLanka - OIS,MIFOR,INBMK
4. Derivative Arithmetic
Interest rate Arithmetic
Benchmark interest rates and Yield curves
Zero Coupon and Bootstrapping
Bootstrapping exercises
5. Swaps - Pricing
LTFX/Currency swaps
Exercises
6. Derivative Products - OTC Options
Types
Key Terms
Examples
Combinations - spreads,straddles
7. Trading Options- Interbank
Volatilities
Trading Conventions
 Pricing Basic Options - Garmen Kohlagen Model
Pricing Combinations - Risk reversals,Seagull structures
8. Risk management - Hedging Derivatives
OIS - Valuation
Hedging Swaps - PV01
Hedging Options - Delta hedging - Example
Derivative Operations - Back Office
es

Timeline

0.5 hours

1.5 hours

1.5 hours

1.5 hours

1.5 hours

1.5 hours

1.5 hours
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