1. Asset Liability Management (Library of 28 Courses)

1. Scope of ALM
2. Objectives of ALM
3. Growing Relevance of ALM
4. A Nine-part Framework for ALM
5. Strategies of ALM
6. Yield Curve Analysis
7. Interest Rate Gap Analysis - I
8. Interest Rate Gap Analysis - II
9. Interest Rate Gap Analysis - III
10. Simulation and Scenario Analysis - I
11. Simulation and Scenario Analysis - II
12. Duration I
13. Duration II
14. Duration III
15. Duration IV
16. Strategies for Interest Risk Management
17. Basis Point Value
18. Convexity
19. Review of Statistical Concepts
20. Value at Risk - I
21. Value at Risk - II
22. Application of Analytical Techniques
23. AL Organization
24. ALCO Meetings
25. ALM Policies and Procedures
26. Funds Transfer Pricing-Practices
27. Funds Transfer Pricing
28. Audit of ALM

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  
• Policy Templates
  

Calculators in Asset Liability Management

• Standard Deviation for a given Confidence Level
  
• Confidence Level for a given Standard Deviation
  
• Duration
  
• Duration of a Portfolio
  
• Duration using Zero Coupon Yield Curve
  
• Duration of Amortizing Assets
  
• Duration of uneven cash flows
  
• Duration of Equity
  
• Convexity
  
• Convexity of uneven cash flow
  
• BPV of a Bond
  
• BPV of a Forward Rate Agreement (FRA)
  
• BPV of a Portfolio
  
• BPV of a Coupon Paying Bond
  
• Value at Risk - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Gap Income Impact
  
• Forward Rate Calculator
  
• Zero Coupon Yield Calculator
  
• VaR for required period and confidence level
  

2. Liquidity Management & Contingency Funding Plan (Library of 14 Courses)

1. Role of Liquidity In ALM
2. Liquidity Crises - Case Studies
3. Liquidity Measurement Systems – 1
4. Liquidity Measurement Systems - 2
5. Liquidity Measurement Systems – 3
6. Practical Tools and Techniques
7. Liquidity Strategies – 1
8. Liquidity Strategies – 2
9. Trading Liquidity Risk – 1
10. Trading Liquidity Risk – 2
11. Trading Liquidity Risk – 3
12. Trading Liquidity Risk – 4
13. Contingency Funding Plan – 1
14. Contingency Funding Plan - 2

Job Aids

• Measurement Tools
  
• Liquidity Disclosures
  
• Liquidity Regulations
  
• Global Best Practices
  
• Benchmarking Data
  
• Policy Templates

Calculators in Liquidity Management & Contingency Funding Plan

• Ratio Tool
• Gap Tool
  

3. Financial Institutions Analysis - CAMELS Approach (Library of 8 Courses)

1. Overview of CAMELS
2. Earnings Ability
3. Capital Adequacy
4. Asset Quality
5. Management Competence
6. Liquidity Risk
7. Sensitivity to Market Risk
8. Composite Rating

Job Aids

• Measurement Tools
  
• Benchmarking Data
  

Calculators in Financial Institutions Analysis - CAMELS Approach

• Bank Ratio Analysis

4. Financial Mathematics (Library of 8 Courses)

1. Basic Financial Measures
2. Time Value of Money
3. Bond Pricing
4. Yield Curve Analysis
5. Probability Distributions and their Properties
6. Measuring Volatility
7. Correlation and Regression Analysis
8. Mathematical Foundation

Job Aids

• Measurement Tools
  

Calculators in Financial Mathematics

• Amortization
  
• Convexity
  
• Basis Point Value
  
• Current Yield
  
• Duration of Bond
  
• Net Present Value
  
• Present Value of uneven series
  
• Simple Linear Regression
  
• Time Value of Money
  
• Total Return
  
• Yield-to-Call
  
• Yield-to-Maturity
  
• Price of Option-free Bond
  
• Future Value of uneven series
  
• Dirty Price and Clean Price
  
• Internal Rate of Return
  
• Payment Calculator

5. Global Banking Supervision (Library of 15 Courses)

1. Core Principles and Methodology
2. Supervisory Self-Assessment
3. Corporate Governance in Banks
4. Internal Control System
5. Internal Audit in Banks
6. Supervisors and External Auditors
7. Operational Risk Management
8. Liquidity Management
9. Credit Risk Management
10. Management of Settlement Risk in Foreign Exchange
11. Trading and Derivatives Activities
12. Risk Management Principles for E-banking
13. Loan Accounting and Disclosure
14. Highly Leveraged Institutions
15. Dealing with weak banks

Job Aids

• Core Principles and Methodology
• Corporate Governance in Banks
• Credit Risk Management
• Dealing with weak banks
• Highly leveraged institutions
• Internal Control Systems
• Loan Accounting and Disclosure
• Management and Supervision of Operational Risk
• Sound International Banking Supervision
• Risk Management for E-banking
• Settlement risk in foreign exchange transactions
• Sound practices for managing liquidity
• Supervisors and External Auditors
• Supervisors and Internal Auditors
• Supervisory Self-Assessment
• Trading and Derivatives Activities
• Sound International Banking Supervision
  

1. Overview
2. Credit Risk – I
3. Credit Risk – II
4. Internal ratings based approach
5. Market Risk Capital: Overview
6. Standardized measurement method
7. RAROC

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  

Calculators in Capital Adequacy Planning

• Capital Ratio
  
• General Market Risk for Interest Rate Related Instruments
  
• Maturity ladder approach for Commodities Risk
  
• Delta-Plus method for Options

7. Sarbanes-Oxley Act (Library of 12 Courses)

1. Overview of Sarbanes-Oxley Act
2. Public Company Accounting Oversight Board
3. Auditor Independence
4. Corporate Responsibility
5. Enhanced Financial Disclosures
6. Analyst Conflicts of Interest
7. Commission Resources and Authority
8. Studies and Reports
9. Corporate and Criminal Fraud Accountability
10. White-Collar Crime Penalty Enhancements
11. Corporate Tax Returns
12. Corporate Fraud and Accountability

Job Aids

• Legislations
• Case Studies

8. Futures and Forwards (Library of 7 Courses)

1. Futures Fundamentals
2. Pricing of Futures
3. Commodity and Equity Futures
4. Currency Futures
5. Short-term Interest Rate Futures- Euro Dollar and T-bill Futures
6. Long-term Interest Rate Futures- T-bond Futures
7. Forward Rate Agreements

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  

Calculators in Futures and Forwards

• Calculation of Forward Rate Agreement Settlement
  
• Calculation of Forward/Forward Rate
  
• Calculation of FRA Rate using FRA strips
  
• Pricing Stock Futures Calculator
  
• Pricing Index Futures Calculator
  
• Pricing Currency Futures Calculator
  
• Pricing T-Bond Futures Calculator

9. Swaps (Library of 7 Courses)

1. Swaps – Fundamentals
2. Interest Rate Swaps
3. Currency Swaps
4. Commodity Swaps
5. Equity Swaps
6. Interest Rate Swap Variants
7. Swaptions

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  

Calculators in Swaps

• Amortizing swaps
  
• Commodity swaps
  
• Currency swaps
  
• Drawdown swaps
  
• Forward swaps
  
• Pricing Interest rate swaps
  
• Daycount calculator
  
• Currency Swaps Valuation Calculator
  
• Swaptions

1. Options-Fundamentals
2. European Option Pricing
3. Options-The Greeks
4. Options-American Style
5. Trading Strategies
6. Interest Rate Options
7. Currency Options
8. Swaptions
9. Options on Futures
10. Exotic Options

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  

Calculators in Options

• Historical volatility
  
• Implied volatility
  
• Risk-free rate of interest
  
• Single-period Binomial Option pricing model
  
• Multi-period Binomial Option pricing model
  
• Multi-period Binomial Option pricing model –dividends
  
• Unit Normal Cumulative Probabilities
  
• Black-Scholes Option Pricing Model
  
• Black-Scholes-Merton Option Pricing Model
  
• Calculating Delta
  
• Calculating Gamma
  
• Calculating Rho
  
• Calculating Theta
  
• Calculating Vega
  
• A Comprehensive Calculator for Option Pricing and also for Greeks
  
• Bivariate Normal Cumulative Probabilities
  
• Binomial Approximation with a continuous dividend yield
  
• Binomial Approximation with a known dividend yield
  
• Binomial Approximation with a known dollar dividend
  
• Pseudo American call option pricing
  
• Analytic approximation of American stock option prices
  
• Chooser Options
  
• Forward Start Options
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Currency Options Calculator - Binomial Model

11. Market Risk: Basic Level (Library of 8 Courses)

1. Interest Rate Risk
2. Liquidity Risk
3. Equity Risk
4. Portfolio Risk
5. Foreign Exchange Risk
6. Commodity Risk
7. Regulatory Issues
8. Value at Risk

Job Aids

• Disclosures
  
• Benchmarking Data
  
• Policy Templates
  
• Global Best Practices
  
• Measurement Tools

Calculators in Market Risk: Basic Level

• Undiversified and Diversified VaR
  
• VaR of an Equity
  
• VaR of an FRA
  
• Variance Covariance

12. Market Risk: Intermediate Level (Library of 8 Courses)

1. Emerging Market Risk
2. Market Risk Models
3. Stress Testing
4. Supervisory Requirements
5. Risk Management Systems
6. Case Study – Orange County
7. Case Study – Barings Bank
8. Case Study – Metallgesellshaft

Job Aids

• Measurement Tools
  
• Disclosures
  
• Global Best Practices
  
• Benchmarking Data
  
• Policy Templates
  

Calculators in Market Risk: Intermediate Level

• Undiversified and Diversified VaR
  
• VaR of an Equity
  
• VaR of an FRA
  
• Variance Covariance
  

13. Market Risk: Advanced Level (Library of 4 Courses)

1. Description of Advanced VaR models
2. Advanced Measuring Volatility and Correlation
3. Advanced Scenario Analysis and Stress Tests
4. Risk Adjusted Performance Measurement

Job Aids

• Measurement Tools
  
• Disclosures
  
• Global Best Practices
  
• Benchmarking Data
  
• Policy Templates

Calculators in Market Risk: Advanced Level

• Jensen's Measure
  
• Sharpe's Measure
  
• Treynor's Measure

1. Review of Statistical Concepts
2. Value at Risk-I
3. Value at Risk-II
4. Application of Analytical Techniques
5. Regulatory Issues
6. VaR Models
7. Stress Testing
8. Back Testing
9. Risk Management Systems
10. Case Study - Orange County
11. Case Study - Barings Bank
12. Case Study - Metallgesellshaft
13. Description of Advanced VaR Models
14. Advanced Measuring Volatility and Correlation
15. Advanced Scenario Analysis and Stress Tests
16. Risk Adjusted Performance Measurement

Job Aids

• Measurement Tools
  
• Disclosures
  
• Global Best Practices
  
• Benchmarking Data
  
• Policy Templates

Calculators in Value at Risk

• Duration
  
• Confidence Level for a Given Standard Deviation
  
• Standard Deviation for a Given Confidence Level
  
• Value at Risk Variance –two asset portfolio
  
• VaR for Required Period and Confidence Level
  
• Undiversified and Diversified VaR
  
• VaR of Equities
  
• VaR of an FRA
  
• Jensen’s Measure
  
• Sharpe's Measure
  
• Treynor's Measure
  
• Variance Co-variance

15. Credit Analysis (Library of 13 Courses)

1. Overview to Credit Analysis
2. Lending Process
3. Financial Statement Analysis-I
4. Financial Statement Analysis-II
5. Non-Financial Analysis
6. Asset Classification and Loan Loss Provisioning
7. Borrowing Causes and Sources of Repayment
8. Problem Loans
9. Consumer Installment Lending
10. Floor Plan Lending
11. Accounts receivables and inventory lending
12. Participation Lending
13. Letter of Credit and loan commitments

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  

Calculators in Credit Analysis

• Asset Quality
  
• Cash Flow Statement
  
• Generating Cash Flow Statement
  
• Ratio Analysis
  
• Calculating Desired Ratios
  
• Loan Pricing
  
• Borrowing Causes
  
• Floor Plan-Curtailment Program

1. Internal Rating Systems
2. Internal Ratings-Based Approach
3. External Ratings

Job Aids

• Regulations
  
• References
  
• Disclosures

17. Counterparty Credit Risk (Library of 9 Courses)

1. Overview to Derivative Products-I
2. Overview to Derivative Products-II
3. Credit Exposure
4. Credit Risk in Derivative Products
5. Pre-settlement & Settlement Risk
6. Netting
7. Margin and Collateral Requirements
8. Monte Carlo Simulation
9. Case Studies

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  
• References
  

Calculators in Counterparty Credit Risk

• Margin Call
  
• Margin Cost
  
• Credit Exposure in an FRA
  
• NPV
  
• FRA
  

18. Credit Risk Modeling (Library of 6 Courses)

1. Conceptual Approach to Credit Risk Modeling
2. JP Morgan’s Credit Metrics
3. CSFB’s Credit Risk+
4. KMV Portfolio Manager
5. Credit Portfolio View
6. Credit Portfolio Management

Job Aids

• Regulations
  
• References
  

19. Credit Derivatives (Library of 23 Courses)

1. Overview to Credit Derivatives
2. Credit Risk
3. Credit Rating Dynamics
4. Emerging Markets
5. Classic Credit Derivatives
6. Structured Notes
7. Total Return Swaps
8. Repackaged Notes
9. Credit Portfolio Securitization Structures
10. Case Studies for CPSS
11. Credit Default Swaps
12. Case Studies for Credit Default Swaps
13. Credit Spread Options
14. Bank and Institutional Applications
15. Investor Applications
16. Corporate Applications
17. Pricing Credit Derivative Instruments
18. Risks Involved In Credit Derivatives
19. Documentation
20. Regulations
21. Legal Issues
22. Accounting
23. Taxation

Job Aids

• Financial Calculators
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Policy Templates
  
• Credit Derivatives Benchmarking Data
  

Calculators in Credit Derivatives

• Enhancing return on Regulatory Capital
  
• Credit Spread Options
  
• Total Return Swaps
  
• Option Pricing Model
  
• Asset Swap approach to pricing
  
• Pricing default swap using term structure

20. Operational Risk Management (Library of 21 Courses)

1. Introduction to Operational Risk
2. Basic Concepts
3. Regulatory Treatment of Operational Risk under Basel-II
4. Operational Risk in Various Banking Sectors
5. Operational Risk in insurance
6. Developing objectives and identifying risks
7. Estimating potential losses – Data
8. Estimating potential losses – Loss distributions
9. Analyzing risks
10. Loss prediction and prevention
11. Loss control
12. Loss reduction and risk avoidance
13. Risk financing
14. Measurement framework
15. ORM in practice
16. Enterprise-wide Risk Management (ERM)
17. Basic and causal models
18. Legal risk and taxation rules
19. E-banking
20. Systems and software
21. Case study - Barings Bank

Job Aids

• Measurement Tools
  
• Disclosures
  
• Global Best Practices
  
• Policy Templates

Calculators in Operational Risk Management

• Probability Distributions
  
• Capital Charge Under the Basic Indicator Approach
• Capital Charge Under the Standardized Approach
• Internal Measurement Approach

21. Asset Securitization (Library of 28 Courses)

1. Overview
2. Credit Enhancement
3. Ratings Approach to Asset Securitization
4. Residential Mortgage Backed Securities-Basics
5. Residential Mortgage Backed Securities-Prepayments
6. Residential Mortgage Backed Securities-Basic Structures
7. Residential Mortgage Backed Securities-Complex Structures
8. Mortgage-backed Securitization (Commercial)
9. Auto Loan Receivables Securitization
10. Credit Card Receivables Securitization
11. Collateralized Debt Obligations (CDOs)
12. Case Studies (CDOs,CLOs,CBOs)
13. Future Flow Receivables Securitization
14.Home Equity Loans
15. Insurance Risk Securitization-I
16. Insurance Risk Securitization-II
17. Case Studies (Non-Performing Loans)
18. Case Studies (Different Products)
19. Case Studies (Asia & Australia)
20. Case Studies (North America & Europe)
21. Healthcare Receivable Securitization
22. Asset-backed Commercial Paper
23.Project Management
24. Risk Management
25. Legal Aspects
26. Accounting
27. Tax
28. Supervision

Job Aids

• Measurement Tools
  
• Disclosures
  
• Regulations
  
• Global Best Practices
  
• Benchmarking Data
  
• Policy Templates
  
• Prospectuses

Calculators in Asset Securitization

• Early Amortization
  
• Calculating Return on Assets (ROA)
  
• Conversion of Prepayment Rates
  
• Convexity
  
• CDO Cash Flows
  
• Changes in Subordination Levels after Default
  
• Default Loss
  
• Loss Curves
  
• Repossession
  
• Loan to Value Ratio
  
• Pass-throughs
  
• Pay-throughs
  
• Calculation of Credit Enhancement
  
• Diversity Score Calculation
  
• Accounting
  
• Debt Service Coverage Ratio
  
• Average Collateral Rating
  
• Pricing reinsurance contract using CAT bonds
  
• Risk-based capital
  
• Credit Cards - Cash Flow Structures

22. Asset Liability Management for Insurance Companies (Library of 29 Courses)

1. Scope of ALM
2. Overview of ALM in Insurance Companies
3. A 9 part Framework of ALM
4. Strategies for ALM
5. Overview of Life and Property and Casualty Industry
6. Annuities
7. Actuarial Principles
8. Reinsurance
9. Insurance- linked Securitization
10. Yield Curve Analysis
11. Interest Rate Gap I
12. Interest Rate Gap II
13. Simulation and Scenario Analysis –I
14. Simulation and Scenario Analysis –II
15. Duration I
16. Duration II
17. Duration III
18. Convexity
19. Basis Point Value
20. Value at Risk – I
21. Value at Risk – II
22. Application of Analytical Techniques
23. AL Organization
24. ALCO Meetings
25. ALM Policies and Procedures
26. Audit of ALM
27. Regulations in Insurance Industry
28. Software Applications
29. Case Study – Confederation Life Insurance

Job Aids

• Disclosures
• Regulations
• Policy Templates
• Measurement Tools
• Global Best Practices
• Crossword
  
  

Calculators in Asset Liability Management for Insurance Companies

• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• Duration
  
• Duration of a Portfolio
  
• Duration using Zero Coupon Yield Curve
  
• Duration of Amortizing Assets
  
• Duration of uneven cash flows
  
• Duration of Equity
  
• Convexity
  
• Convexity of uneven cash flow
  
• BPV of a Bond
  
• BPV of a Forward Rate Agreement (FRA)
  
• BPV of a Portfolio
  
• BPV of a Coupon Paying Bond
  
• Value at Risk - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Gap Income Impact
  
• Forward Rate Calculator
  
• Zero Coupon Yield Calculator
  
• VaR for required period and confidence level
  

23. Anti-Money Laundering (Library of 6 Courses)

1. What Is Money Laundering
2. International Initiatives
3. Customer Identification Program
4. USA Patriot Act
5. Wolfberg’s Principles on Correspondent Banking
6. Terrorist Related Issues

Job Aids

• Exercises
  
• Legislations
  
• Case studies
  

24. Financial Privacy (Library of 6 Courses)

1. Financial Privacy Regulation
2. Privacy Notices and their content
3. Exceptions and Reuse of Information
4. Exam Procedures
5. Security Guidelines
6. Section 501(b) of the GLB Act and the Management

Job Aids

• Privacy Acts Regulations Policies

1. Overview
2. Models and Mechanisms
3. Shareholders and Stakeholders
4. Board of Directors
5. Audit Committee
6. Banking Corporate Governance
7. Corporate Scandals
8. Best Practices
9. Corporate Responsibility

Job Aids

• Corporate Governance Principles & Recommendations
  
• Legislations and Regulations
  

1. Overview to Money Markets
2. Instruments of Money Markets
3. Arithmetic for Money Markets
4. Money Market Deposits
5. Certificates of Deposit
6. Repurchase Agreements (Repos)
7. Treasury Bills
8. Bills of Exchange
9. Commercial Paper

Job Aids

• Disclosures
  
• Mutual fund Prospectus
• Measurement Tools
  

Calculators in Money Markets

• Accrued Interest
  
• Day Count Conversions
  
• Day Count
  
• 30/360 Basis
  
• Discount and Price
  
• Effective Rates
  
• Equivalent
  
• Fair Value in Secondary market
  
• Forward-Forward Rate
  
• Holding Yield Period
  
• Maturity Proceeds and Price of a Coupon Bearing Instrument
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market Yield of Commercial Paper
  
• Calculating the Money Market yield / Cash Price of CD
  
• Present Value / Future Value Calculations in the Money Market
  
• Time value of Money
  
• Yield - Bill of Exchange

27. Fixed Income Markets (Library of 19 courses)

1. Fixed Income Markets – Overview
2. Bond Pricing and Yield Measures
3. Treasury Securities
4. Corporate Bonds
5. Global Bonds – I
6. Global Bonds
7. Treasury Inflation Protected Securities (TIPS) – II
8. Duration
9. Convexity
10. Basis Point Value
11. High Yield Bonds
12. Brady Bonds
13. Option Embedded Bonds
14. Collateralized Mortgage Obligations
15. Interest rate Swaps
16. Caps, Floors, Collars and Captions
17. Forward Rate Agreements
18. Bond Trading Strategies
19. Municipal Bonds

Job Aids

• Measurement Tools

Calculators in Fixed Income Markets

• Calculation of FRA settlement
  
• Duration
  
• Duration of Portfolio
  
• Options strategies
  
• Options on LIBOR
  
• Options on Futures
  
• Future and Forward
  
• Dirty Price/ Clean Price
  
• Option Free Bond
  
• Yield to Maturity
  
• Yield to Call
  
• Time value of money
  
• BPV of a Coupon Paying Bond
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• Zero Coupon Rate
  
• Pass Through Structure
  
• Pay Through Structure
  
• Conversion of prepayment rates

1. Global Equity Markets
2. Equity Valuation Models- I
3. Equity Valuation Models- II
4. Stock Index Futures
5. Equity Swaps
6. Equity Options
7. Convertibles
8. Warrants
9. Portfolio Management
10. Equity Structured Products

Job Aids

• Measurement Tools
  
• Disclosures
  

Calculators in Equity Markets

• Equity Valuation – Dividend Discount Models
  
• Equity Valuation - Ratio Approach
  
• Capital Asset Pricing Model
  
• Stock Index Futures – Fair Value
  
• Equity Swaps
  
• Black-Scholes Option Pricing Model
  
• Black-Scholes-Merton Option Pricing Model
  
• Option Strategies
  
• Treynor’s Measure
  
• Jensen’s Measure
  
• Sharpe’s Measure
  
• Warrants Calculator
  
• Convertible Bonds Calculator
  

1. Treasury Management – Scope and Importance
2. Overview of Risk Management
3. Overview of Foreign Exchange Market
4. Spot Market
5. Forward Market
6. Determination of Exchange Rates
7. Currency Futures
8. Currency Options
9. Currency Swaps
10. Second Generation Forward Contracts
11. FX Trading Controls

Job Aids

• Disclosures
• Policy Templates
• Measurement Tools
• Global Best Practices
• Regulations
• Benchmarking Data
• Scope and Structure of FX and Derivatives Markets

Calculators in Foreign Exchange Markets

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a
  
• Swap Break Forward
  
• Range Forward
  
• Participate Forward
  
• Options strategies (Excel)
  
• Currency Converter

1. Treasury Management – Scope and Importance
2. Overview of Risk Management
3. Translation Exposure
4. Transaction Exposure
5. Economic Exposure
6. Case Studies- Foreign Exchange Exposure
7. Currency Risk Sharing Agreement

Job Aids

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations
  

Calculators in Foreign Exchange Management - Treasury Management

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate
  
• Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a Swap
  
• Options strategies (Excel)
  
• Operating Exposure
  
• Current / Non-current Method
  
• Monetary/Non-monetary Method
  
• Temporal Method
  
• Current Rate Method
  
• Money Market Hedge
  
• Forward Market Hedge
  
• Break Forward
  
• Range Forward
  
• Participate Forward
  
• Duration
  
• Duration of Portfolio
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• BPV of a Coupon Paying Bond
  
• Yield Curve Interpolation
  
• Calculation of FRA settlement
  
• Pricing T-Bond futures contract
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Pricing interest rate swap
  
• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• VaR Moving from one Confidence Level to Another (required period and Confidence level)
  
• VaR - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Calculation of discount and price -bill of exchange
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market yield / Cash Price of CD
  
• Yield - Bill of Exchange
  
• Portfolio Risk and Return (when covariance and returns of assets NOT given)
  
• Portfolio Risk and Return (when covariance and returns of assets is given)

31. CTM – Treasury Analytics (Library of 5 courses)

1. Yield Curve Analysis
2. Duration
3. Basis Point Value (BPV)
4. Convexity
5. Value-at-Risk

Job Aids

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations

Calculators in Treasury Analytics – Treasury Management

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate
  
• Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a Swap
  
• Options strategies (Excel)
  
• Operating Exposure
  
• Current / Non-current Method
  
• Monetary/Non-monetary Method
  
• Temporal Method
  
• Current Rate Method
  
• Money Market Hedge
  
• Forward Market Hedge
  
• Break Forward
  
• Range Forward
  
• Participate Forward
  
• Duration
  
• Duration of Portfolio
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• BPV of a Coupon Paying Bond
  
• Yield Curve Interpolation
  
• Calculation of FRA settlement
  
• Pricing T-Bond futures contract
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Pricing interest rate swap
  
• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• VaR Moving from one Confidence Level to Another (required period and Confidence level)
  
• VaR - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Calculation of discount and price -bill of exchange
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market yield / Cash Price of CD
  
• Yield - Bill of Exchange
  
• Portfolio Risk and Return (when covariance and returns of assets NOT given)
  
• Portfolio Risk and Return (when covariance and returns of assets is given)

1. Interest Rate Futures
2. Interest Rate Options
3. Interest Rate Swaps
4. Case Studies – Applications of Interest Rate Derivatives

Job Aids

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations
  

Calculators in Interest Rate Risk Management - Treasury Management

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate
  
• Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a Swap
  
• Options strategies (Excel)
  
• Operating Exposure
  
• Current / Non-current Method
  
• Monetary/Non-monetary Method
  
• Temporal Method
  
• Current Rate Method
  
• Money Market Hedge
  
• Forward Market Hedge
  
• Break Forward
  
• Range Forward
  
• Participate Forward
  
• Duration
  
• Duration of Portfolio
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• BPV of a Coupon Paying Bond
  
• Yield Curve Interpolation
  
• Calculation of FRA settlement
  
• Pricing T-Bond futures contract
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Pricing interest rate swap
  
• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• VaR Moving from one Confidence Level to Another (required period and Confidence level)
  
• VaR - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Calculation of discount and price -bill of exchange
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market yield / Cash Price of CD
  
• Yield - Bill of Exchange
  
• Portfolio Risk and Return (when covariance and returns of assets NOT given)
  
• Portfolio Risk and Return (when covariance and returns of assets is given)

1. Short-term Financing
2. Long-Term Financing
3. Money Markets
4. Capital Markets
5. Portfolio Management

Job Aids

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations

Calculators in Funding and Investments – Treasury Management

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate
  
• Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a Swap
  
• Options strategies (Excel)
  
• Operating Exposure
  
• Current / Non-current Method
  
• Monetary/Non-monetary Method
  
• Temporal Method
  
• Current Rate Method
  
• Money Market Hedge
  
• Forward Market Hedge
  
• Break Forward
  
• Range Forward
  
• Participate Forward
  
• Duration
  
• Duration of Portfolio
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• BPV of a Coupon Paying Bond
  
• Yield Curve Interpolation
  
• Calculation of FRA settlement
  
• Pricing T-Bond futures contract
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Pricing interest rate swap
  
• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• VaR Moving from one Confidence Level to Another (required period and Confidence level)
  
• VaR - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Calculation of discount and price -bill of exchange
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market yield / Cash Price of CD
  
• Yield - Bill of Exchange
  
• Portfolio Risk and Return (when covariance and returns of assets NOT given)
  
• Portfolio Risk and Return (when covariance and returns of assets is given)

1. Treasury Management Systems
2. Treasury Policy
3. Treasury Controls
4. Accounting for Derivatives

Job Aids

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations

Calculators in Implementation – Treasury Management

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate
  
• Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a Swap
  
• Options strategies (Excel)
  
• Operating Exposure
  
• Current / Non-current Method
  
• Monetary/Non-monetary Method
  
• Temporal Method
  
• Current Rate Method
  
• Money Market Hedge
  
• Forward Market Hedge
  
• Break Forward
  
• Range Forward
  
• Participate Forward
  
• Duration
  
• Duration of Portfolio
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• BPV of a Coupon Paying Bond
  
• Yield Curve Interpolation
  
• Calculation of FRA settlement
  
• Pricing T-Bond futures contract
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Pricing interest rate swap
  
• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• VaR Moving from one Confidence Level to Another (required period and Confidence level)
  
• VaR - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Calculation of discount and price -bill of exchange
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market yield / Cash Price of CD
  
• Yield - Bill of Exchange
  
• Portfolio Risk and Return (when covariance and returns of assets NOT given)
  
• Portfolio Risk and Return (when covariance and returns of assets is given)
  

1.Sumitomo
2. Lufthansa
3. Allied Irish Banks
4. P&G
5. Gibson Greetings

Job Aids

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations
  

Calculators in Case Studies – Treasury Management

• American / European Quotes
• Spot Cross Rates
  
• Calculating Forward Rate
  
• Forward Cross Rates
  
• Pricing Currency Futures - Continuous Compounding
  
• Pricing Currency Futures - Daily Basis
  
• Valuation of Generic Currency Swaps
  
• NPV of Currency Cash Flow in a Swap
  
• Options strategies (Excel)
  
• Operating Exposure
  
• Current / Non-current Method
  
• Monetary/Non-monetary Method
  
• Temporal Method
  
• Current Rate Method
  
• Money Market Hedge
  
• Forward Market Hedge
  
• Break Forward
  
• Range Forward
  
• Participate Forward
  
• Duration
  
• Duration of Portfolio
  
• Convexity
  
• BPV of a Bond
  
• BPV of a Portfolio
  
• BPV of a Forward Rate Agreement
  
• BPV of a Coupon Paying Bond
  
• Yield Curve Interpolation
  
• Calculation of FRA settlement
  
• Pricing T-Bond futures contract
  
• Options on Futures
  
• Options on LIBOR
  
• Swaptions
  
• Pricing interest rate swap
  
• Confidence Level for a given Standard Deviation
  
• Standard Deviation for a given Confidence Level
  
• VaR Moving from one Confidence Level to Another (required period and Confidence level)
  
• VaR - Variance Covariance Method
  
• Value at Risk for Different Weights
  
• Calculation of discount and price -bill of exchange
  
• Price of a Discount Instrument
  
• Price of a Commercial Paper
  
• Money Market yield / Cash Price of CD
  
• Yield - Bill of Exchange
  
• Portfolio Risk and Return (when covariance and returns of assets NOT given)
  
• Portfolio Risk and Return (when covariance and returns of assets is given)

36. Understanding Financial Statements (Library of 6 courses)

1. Financial Statements – A Preview
2. Fundamentals of Financial Statements
3. Introduction to Financial Statement Analysis
4. Understanding the Income Statement
5. Understanding the Balance Sheet
6. Understanding the Cash Flow Statement

Job Aids

• Disclosures
  

37. Budgeting (Library of 5 courses)

1.Overview of budgeting
2. Types of budgets
3. Approaches to budgeting
4. Preparing a budget
5. Budgetary control

Job Aids

• Measurement Tools

Calculators in Budgeting

• Flexible Budget Calculator
• Sensitivity Analysis Calculator
  
• Cash flow Calculator
  

1. Management of Cash
2. Management of Accounts Receivables
3. Management of Inventory
4. Overview of Working Capital
5. Financing Working Capital-I
6. Financing Working Capital-II
7. Estimation of Working Capital Requirements

Job Aids

• Measurement Tools- Calculators in Excel & Java
• A Case Study on Receivables Management

1. Introduction to Accounting
2. The Accounting Process
3. Finalization of Accounts
4. Financial Statement Analysis-1
5. Financial Statement Analysis-2
6. Reconciliation of Books
7. Depreciation Accounting
8. Inventory Accounting
9. Petty Cash Accounting
10. Long-Lived Assets - The Capitalization Decision
11. Analysis of Financing Liabilities
12. Leases and Off-Balance-Sheet Debt
13. Analysis of Income Taxes
14. Financial Reporting Standards
15. International Standards Convergence

Job Aids

• Disclosures
• Measurement Tools
  
• Case Study
  

Calculators in Financial Accounting

• Cash Flow Calculator
• Corporate Performance – Dashboard
• Ratio Calculator
• Petty Cash Calculator
  
• Bank Reconciliation Calculator

40. Basel II - University (Library of 39 courses)

1. Basel II - An Overview
2. Scope of Application
3. Credit Risk - Standardized Approach
4. Standardized Approach – Credit Risk Mitigation
5. Simplified Standardized Approach
6. IRB Approach – Overview
7. IRB Approach – Rules for Exposures
8. IRB Approach – Minimum Requirements
9. Credit Risk - Securitisation Framework
10. Operational Risk Measurement Approaches
11. Qualifying Criteria for Operational Risk
12. Market Risk Measurement Framework
13. Market Risk - Standardized Measurement Approach
14. Market Risk – Internal Models Approach
15. Key Principles
16. Specific Issues
17. Supervisory Review Process for Securitization
18. Market Discipline
19. IRB systems for Corporate Credit – Overview
20. Ratings for IRB systems
21. Quantification of IRB Systems-PD
22. Quantification of IRB Systems-LGD
23. Quantification of IRB Systems-EAD and Maturity
24. Data Maintenance Framework
25. Control and Oversight Mechanisms
26. IRB-Retail – Introduction
27. Retail Risk Segmentation systems for IRB
28. Quantification of IRB Systems-PD
29. Quantification of IRB Systems-LGD
30. Quantification of IRB Systems-EAD and Maturity
31. Quantification: Special cases
32. Validation
33. Data Maintenance
34. Control and Oversight Mechanisms
35. Operational Risk-Introduction and Corporate Governance
36. Operational Risk Management Elements
37. Elements of an AMA Framework
38. Risk Quantification and Mitigation
39. Data Maintenance and Testing

Job Aids

• Benchmarking Template
• Disclosure
• Global Best Practices
• Measurement Tools
• Regulations

Calculators in Basel II University

• Capital Ratio
• Basic Indicator Approach
• Credit Enhancement Level
• CDD - Comprehensive Basel II Calculator
• CDD-Retail Exposures
• Corporate Exposures - IRB Approach
• Comprehensive Approach
• Standardized Approach
• Effective Maturity
• Currency and Maturity Mismatch
• Credit Risk-Stadardized Approach
• Capital Charge For Operational Risk- Alternative Standardized Approach
• Capital Charge Basic Indicator Approach(ORM)
• Standardized Approach (ORM)
• Internal Measurement Approach
• Maturity Ladder Approach For Commodities Risk
• Delta-Plus Method For Options

41. Mutual Funds (Library of 9 courses)

1. Mutual Funds - The Concept
2. Structure and Constituents of Mutual Funds
3. Various Types of Mutual Fund Products
4. Management of Bond Fund Portfolio
5. Management of Equity Fund Portfolio
6. Accounting and Valuation
7. Evaluation of Performance of Mutual Funds
8. Prospectus and Annual Reports of Mutual Fund
9. Regulations of Mutual Funds Industry

Job Aids

• Annual Reports of Mutual Fund Companies

42. Financial Planning (Library of 9 courses)

1. Introduction to Financial Planning
2. Analyzing the Resources of the Person
3. Basic Concepts in Financial Planning
4. Financial Products for Savers
5. Financial Products for Investors
6. The Psychographics and Life Cycle of the Investor
7. Goals and Investment Objectives
8. Tax Planning
9. Building a Model Portfolio

Job Aids

• Financial Planning Calculators

43. Project Valuation (Library of 3 Courses)

1. Overview of Project valuationning
2. Project Valuation Methods
3. Special Situations

Job Aids

• Project valuation Calculators

44. Governance, Risk and Compliance (Library of 7 Courses)

1. Classification of Risks
2. Introduction to ERM and its Frameworks
3. Regulatory Landscape
4. Governance, Risk and Compliance - Demystified
5. COSO and CobiT in Support of GRC Needs
6. Operational Risk Management - Primer
7. GRC - Case Study

Value added Features:

Audio Clips: Voice over of the concepts providing a classroom atmosphere.

45. Bank Branch Management - Deposits (Library of 4 Courses)

1. Overview of Deposit Function
2. Demand Deposits
3. Time Deposits
4. Types of Deposits - Advantages and Disadvantages

46. Bank Branch Management - Advances (Library of 7 Courses)

1. Overview of Credit Function
2. Principles and Practice of Lending
3. Financial Analysis for Lending
4. Securities for Lending
5. Credit Documentation and Sanctioning
6. Credit Monitoring and Loan Recovery
7. Asset Categorization

47. Bank Branch Management - Marketing (Library of 6 Courses)

1. Introduction to Marketing
2. Marketing of Bank Services
3. Customer Relationship Management
4. Bank Distribution
5. Pricing Strategy and its Application in Banking
6. Product Strategy and Product Delivery

48. Bank Branch Management - Payment and Settlement System
(Library of 2 Courses)

1. Payment and Settlement System
2. Electronic Transfer of Funds

49. Bank Branch Management - Bookkeeping and Accounting
(Library of 3 Courses)

1. Principles of Bookkeeping
2. Practice of Bookkeeping in Banks
3. Final Statements of Accounts of Banks

50. Bank Branch Management - HRM & CSR (Library of 2 Courses)

1. HRM in Bank Branches
2. Corporate Social Responsibility

51. Bank Branch Management - Retail Banking (Library of 4 Courses)

1. Credit card operations
2. Mortgage Loans
3. Auto Loans
4. Teller Functions

52. Bank Branch Management - Risk Management (Library of 3 Courses)

1. Risk Management Principles
2. Credit Risk Management
3. Operational Risk Management

53. Bank Branch Management - Technology and Security (Library of 4 Courses)

1. Internal Controls in Banks
2. Banking Technology
3. Branch Security Management
4. Branch Security - Fraud Aspects

54. Flotation (Library of 4 Courses)

1. Flotation - Introduction
2. Flotation - Methods
3. Flotation - Special Mention
4. Flotation - Subsequent Issue of Shares

55. Commodity and Energy Markets (Library of 3 Courses)

1. Commodity Markets
2. Energy Markets
3. Commodity Derivatives

56. Introduction to Bank Lending Environment (Library of 7 Courses)

1. Credit and Economic Growth
2. Commercial Lending
3. Working Capital
4. Bills and Letters of Credit
5. Lending Against Shares
6. Lending Against Real Estate
7. Term Loan

57. Trading Operation Controls (Library of 4 Courses)

1. Trade Life Cycle
2. Front Office Controls
3. Middle Office Controls
4. Back Office Controls

58. Operational Risk Management - Basel II (Library of 9 Courses)

1. The Operational Risk Management Framework
2. Risk Identification
3. Loss Data Collection Methodology
4. Risk Self-Assessment
5. Key Risk Indicators
6. Risk Quantification - 1
7. Risk Quantification - 2
8. Management Applications
9. Realization Challenges and Deployment Strategy

Job Aids

• Exercise - Risk Inventory
• Exercise - Loss Data Collection
• Exercise - Risk Control Self-Assessment Creation
• Exercise - KRI Development

59. Basics of Banking (Library of 13 Courses)

1. Overview of Financial Markets
2. Introduction to Banking
3. Banking Regulation
4. Banker - Customer Relationship
5. Types of Customer and their Accounts
6. Deposit Accounts
7. Negotiable Instruments
8. Loans and Advances
9. Fee Based Banking Services
10. Electronic Banking
11. Basics of Accounting
12. Basics of Bank Marketing
13. KYC Guidelines

60. UCP 600 (Library of 7 Courses)

1. UCP600: An Overview
2. UCP600: Part 1
3. UCP600: Part 2
4. UCP600: Part 3
5. UCP600: Part 4
6. UCP600: Part 5
7. UCP600: Part 6

Value added Features:

Audio Clips: Voice over of the concepts providing a classroom atmosphere.

61. International Trade Services (Library of 9 Courses)

1. Fundamentals of International Trade and Banking
2. Import Letters of Credit
3. Export Letters of Credit
4. How Letters of Credit Work
5. Monitoring Trade Loans
6. Standby Letters of Credit
7. Structuring Trade Loans
8. Draft and Direct Collections
9. International Payment Terms

62. Economics (Library of 16 Courses)

1. Elasticity
2. Efficiency and Equity
3. Markets in Action
4. Organizing Production
5. Output and Costs
6. Perfect Competition
7. Monopoly
8. Monopolistic Competition and Oligopoly
9. Demand and Supply in Factor Markets
10. Monitoring Cycles, Jobs, and the Price Level
11. Aggregate Supply and Aggregate Demand
12. Money, Banks, and the Federal Reserve
13. Money, Interest, Real GDP, and the Price Level
14. Inflation
15. Fiscal Policy
16. Monetary Policy

63. Estate Planning (Library of 4 Courses)

1. Estate Planning - An Overview
2. Transfer of Property
3. Estate Planning - Wills
4. Gift and Gift Tax

64. Global Economic Crisis - Liquidity Management (Library of 7 Courses)

1. Asset-Backed Commercial Paper Money Market Mutual Fund Facility (AMLF)
2. Commercial Paper Funding Facility (CPFF)
3. Money Market Investor Funding Facility (MMIFF)
4. Term Asset-Backed Securities Loan Facility (TALF)
5. Term Securities Lending Facility (TSLF)
6. Temporary Liquidity Guarantee Program (TLGP)
7. Temporary Guarantee Program for Money Market Mutual Funds

65. Brokerage Operations (Library of 1 Course)

1. Prime Brokerage

66. Risk Analysis (Library of 5 Courses)

1. Industry Risk
2. Business Risks
3. Financial Risks
4. Management Risks
5. Project Risks

67. Retirement Planning (Library of 4 Courses)

1. Analysis of Retirement Needs
2. Retirement Planning -Investment Considerations
3. Retirement Planning - Social Security
4. Retirement Planning –Types

68. Insurance Concept (Library of 10 courses)

1. Principles of Insurance
2. Analysis and Evaluation of Risk Exposures
3. Life Insurance
4. Underwriting and Claims
5. General Insurance - Individuals
6. Health, Long-term Care and Disability Insurance
7. Actuarial Principles
8. Group Insurance
9. Reinsurance
10. Annuities

69. Hull on Derivatives (Library of 6 courses)

1. Derivative Instruments

• Introduce two common derivatives
• Forward Contracts
• Option Contracts
• Describe significant features of forward and option payoffs
• Describe how forwards and options are used by market participants

70. Dodd-Frank Act (Library of 1 Course)

1. Overview of Dodd-Frank Act

71. Bank Teller Training (Library of 13 courses)

1. Role of the Teller
2. Checks and Check Handling- Part 1
3. Checks and Check Handling- Part 2
4. Processing Transactions - Part 1
5. Processing Transactions - Part 2
6. Handling Cash
7. Cash Balancing
8. Overview of Bank Services
9. Bank Security
10. Customer Service
11. Marketing of Bank Services
12. Electronic Banking
13. Know Your Customer Guidelines

72. Basel III - Liquidity Risk Management (Library of 5 courses)

1. An Overview
2. Principles for Sound Liquidity Risk Management and Supervision
3. Liquidity Risk Measurement and Standards
4. Monitoring Tools
5. Application Issues for Liquidity Standards

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Drawing on proprietary risk management resources, KESDEE, with its expertise in developing Online Tutorials for Certification Exams, has developed acomprehensive self-study guide eFRM Coach Complete for the two parts of FRM exam i.e., FRM Part I Exam and FRM Part II Exam.

eFRM Coach for Part I Exam

Foundations of Risk Management

1. Overview of Risk Management
2. Classification of Risks
3. Capital Allocation
4. CAPM and Multifactor Models
5. Case Study - Metallgesellschaft
6. Case Study - Sumitomo
7. Case Study - LTCM
8. Case Study - Barings Bank

Quantitative Analysis

9. Time Value of Money
10. Descriptive Statistics
11. Probability Distribution
12. Fundamentals of Statistics - I
13. Fundamentals of Statistics - II
14. Forecasting correlation and Volatility
15. Extreme Value Theory - Basic Principles
16. Monte Carlo Methods

Financial Markets and Products

17. Derivative Markets and Instruments
18. The Futures Market
19. Fixed Income Derivatives
20. Valuing Futures and Forwards
21. Swaps
22. Options
23. Bond Markets
24. Corporate Bonds
25. Currency Risk and Currency Markets
26. Commodity Risk and Commodity Markets

Valuation and Risk Models

27. Value-at-Risk
28. VaR Methods
29. Yield Measures
30. Yield Curve Analysis
31. Bond Pricing
32. Bond Price Volatility
33. Principles of Options Pricing
34. Stress Testing
35. Overview of Credit Risk
36. Rating Agencies and Their Grades
37. Transition Matrix and Correlated Migration

eFRM Level I Exam

Market Risk Measurement and Management

1. Volatility Smile and Volatility Term Structure
2. Exotic Options
3. Duration and Convexity of Fixed Income Securities
4. Key Rate and Bucket Exposures
5. The Science of Term Structure Models
6. Mortgage-Backed Securities
7. Pre-payment Models
8. Mortgage-Backed Securities - Structures
9. Backtesting VaR
10. VaR Mapping
11. Extreme Value Theory
12. An Overview of Mortgages and the Mortgage Market
13. Valuation of Mortgage-Backed Securities

eFRM Coach for Part II Exam

Credit Risk Measurement and Management

14. Counterparty Risks
15. Credit Risk Transfer
16. Credit Derivatives
17. The Structuring Process
18. Securitization
19. Collateralized Debt Obligations
20. Overview of Credit Risk
21. Default Risk
22. Loss Given Default
23. Approaches to Measuring Credit Risk
24. Actuarial Approach and Credit Risk\+
25. Contingent Claim Approach and the KMV Model
26. Credit Migration, Transition Matrices and Credit Metrics
27. McKinsey Credit Portfolio View
28. Credit Risk Mitigation - Netting
29. Credit Risk Mitigation - Margin and Collateral Requirements

Operational and Integrated Risk Management

30. Risk Capital
31. Estimating Liquidity Risk
32. Model Risk
33. Aligning Basel II Operational Risk and Sarbanes-Oxley 404
34. Risk and Capital Adequacy
35. Enterprise Risk Management
36. Loss Distribution Approach
37. Principles for Sound Liquidity Risk Management and Supervision
38. Basel II-An Overview
39. Basel II-Risks and Measurement
40. Basel's Supervisory Guidance for Fair Value Practices
41. Guidelines for Computing Incremental Risk Charge
42. Basel II - Market Risk Amendment

Risk Management and Investment Management

43. Risk Budgeting and Setting Risk Limits
44. Hedge Fund Risk Management - I
45. Hedge Fund Risk Management - II
46. Pension Fund Risk Management

Exam Section

• eFRM Level II Exam

The ePRM Coach Complete prepares the learners to pass the four exams as a part of the PRM Certification. It contains all the study material and practice questions you need to pass the four exams.

Exam I: Finance Theory, Finance Instruments and Markets

Finance Theory

1. Risk and Risk Aversion
2. Portfolio Mathematics
3. Capital Allocation
4. CAPM and Multifactor Models
5. Basics of Capital Structure
6. The Term Structure of Interest Rates
7. Valuing Futures and Forwards
8. Principles of Option Pricing

Financial Instruments

Section A

1. Overview of Risk Management
2. A Primer in Corporate Risk Management
3. A Non-Quantitative Guide to Theory of Risk and Return

Section B

4. The Role of Governance in Risk Management
5. The PRMIA Standards of Best Practice, Conduct and Ethics
6. The PRMIA Bylaws
7. The PRMIA Governance Principles
8. Introduction to Financial Markets – I

Section C

9. Introduction to Financial Markets - II
10. Interest Rate Risk Analysis

Section D

11. Hedging Interest Rate Risk
12. Overview of Market Risk Management

Section E

13. Value at Risk
14. Stress Testing, Scenarios and Other Market Risk Measures
15. Asset Liability Management
16. Retail Credit Risk Management

Section F

17. Commercial Credit Risk Management
18. Securitization
19. Credit Modelling
20. Credit Derivatives
21. Operational Risk Management

Section G

22. Performance Measures
23. Case Study: Metallgesellschaft

Section H

24. Case Study: Orange County
25. Case Study: Riggs Bank
26. Group of Thirty Derivatives Best Practices
27. Case Study: LTCM
28. Case Study: Continental / Penn Square
29. Case Study: Bankgesellschaft Berlin
30. Case Study: Credit Lyonnais
31. Case Study: Barings
32. Case Study: NAB F/X Options
33. Case Study: World Com
34. Case Study: Bankers' Trust
35. Case Study: Daiwa

Exam

• Diagnostic Exam

Ethical and Professional Standards

1. Code of Ethics and Standards of Professional Conduct
2. Guidance for Standards I-VII
3. Introduction to the Global Investment Performance Standards (GIPS)
4. Global Investment Performance Standards (GIPS)

Quantitative Methods

5. The Time Value of Money
6. Discounted Cash Flow Applications
7. Statistical Concepts and Market Returns
8. Probability Concepts
9. Common Probability Distributions
10. Sampling and Estimation
11. Hypothesis Testing
12. Technical Analysis Economics
13. Demand and Supply Analysis: Introduction
14. Demand and Supply Analysis: Consumer Demand
15. Demand and Supply Analysis: The Firm
16. The Firm and Market Structures
17. Aggregate Output, Prices, and Economic Growth
18. Understanding Business Cycles
19. Monetary and Fiscal Policy
20. International Trade and Capital Flows
21. Currency Exchange Rates

Financial Reporting and Analysis

22. Financial Statement Analysis: An Introduction
23. Financial Reporting Mechanics
24. Financial Reporting Standards
25. Understanding Income Statements
26. Understanding Balance Sheets
27. Understanding Cash Flow Statements
28. Financial Analysis Techniques
29. Inventories
30. Long-lived Assets
31. Income Taxes
32. Non-current (Long-term) Liabilities
33. Financial Reporting Quality: Red Flags and Accounting Warning Signs
34. Accounting Shenanigans on the Cash Flow Statement
35. Financial Statement Analysis: Applications

Corporate Finance

36. Capital Budgeting
37. Cost of Capital
38. Measures of Leverage 39. Dividends and Share Repurchases: Basics
40. Working Capital Management
41. Financial Statement Analysis
42. The Corporate Governance of Listed Companies: A Manual for Investors

Portfolio Management

1. The Investment Industry: A Top-Down View
2. Ethics and Investment Professionalism
3. Regulation and Supervision
4. Financial Statements
5. Quantitative Concepts
6. Microeconomics
7. Macroeconomics
8. International Trade and Foreign Exchange
9. Equity Securities
10. Debt Securities
11. Derivatives
12. Alternative Investments
13. Structure of the Investment Industry
14. Investment Vehicles and Structures
15. Investment Market Characteristics
16. Investment Industry Documentation
17. Risk Management
18. Performance Evaluation
19. Investor Needs and Investment Policy
20. Asset Allocation
21. Active and Passive Investment Management