Modules

• Introduction to equity and equity related instruments at global level, various market players and equity strategies (e.g. long short, value oriented vis a vis growth oriented etc.)
• Equity Linked Derivatives – Single stock / index futures and options, equity swaps, equity basket derivatives and various other derivatives products prevalent in the market
• Performance Mechanism and Portfolio Analytics – Investment processes like investment research, appraisal, performance management, equity portfolio optimization and various portfolio risk management techniques
• Investment Models – Factor model for asset allocation, recent advances in behavioural finance, capital market expectation and asset allocation

Duration

2 Day Classroom

Faculty

Sanjoy Choudhury is FRM and MBA (Finance) with more than 20 years of experience in treasury and risk management functions including research, product management and valuations. He has been associated with GlobeOp Financial Services as Director - Valuations, Credence Analytics as Head - Research and ICICI Bank as Chief Manager - Risk Analytics. He has been instrumental in developing pricing, valuation and risk models for all asset classes viz., Interest Rate, Forex, Equity, Commodity and Credit including both cash and derivatives products.

Who should Attend

This program has been designed for dealers, traders and analysts with the banks, asset management companies, insurance companies, fund houses and fund administration companies to provide an overview of the various cash and derivatives traded in the equity market, their trading and settlement mechanism and performance mechanism and portfolio analytics related to such products

Modules

• Understanding of interest rate parity between sport and forward rates
• Understanding of nominal exchange, real exchange and effective exchange rates & Currency trading and hedging strategies
• Understanding of Forex swap products and various other complex / structured products & Valuation approach of Forex swap
• FX option strategies - Butterfly spreads, synthetic forward, straddle strangle Seagull, risk reversal etc. & Black Scholes option pricing models including application of greeks for option portfolio management

Duration

2 Day Classroom

Faculty

Sanjoy Choudhury is FRM and MBA (Finance) with more than 20 years of experience in treasury and risk management functions including research, product management and valuations. He has been associated with GlobeOp Financial Services as Director - Valuations, Credence Analytics as Head - Research and ICICI Bank as Chief Manager - Risk Analytics. He has been instrumental in developing pricing, valuation and risk models for all asset classes viz., Interest Rate, Forex, Equity, Commodity and Credit including both cash and derivatives products.

Who should Attend

This program has been designed for dealers, traders and analysts with the banks, financial institutions, hedge funds, broker dealer, investment banks and corporate houses to provide comprehensive understanding about forex markets, derivatives traded in FX market, option strategies, portfolio management and risk analytics by analysis of cash positions, swap positions and delta equivalent option positions

Modules

• Introduction to various fixed income products traded in money and bond markets & Pricing of fixed income instruments
• Impact of economic indicators on bond market & Yield curve analytics – normal, spot (zero coupon) and forward yield curve
• Bond portfolio management – Buy and hold strategy, investment maturity strategies, active and passive bond portfolio management
• Introduction to interest rate future, swap and option

Duration

2 Day Classroom

Faculty

Sanjoy Choudhury is FRM and MBA (Finance) with more than 20 years of experience in treasury and risk management functions including research, product management and valuations. He has been associated with GlobeOp Financial Services as Director - Valuations, Credence Analytics as Head - Research and ICICI Bank as Chief Manager - Risk Analytics. He has been instrumental in developing pricing, valuation and risk models for all asset classes viz., Interest Rate, Forex, Equity, Commodity and Credit including both cash and derivatives products.

Who should Attend

This program has been designed for treasury management professionals associated with banks, financial institutions, various financial services companies, primary dealers, asset management companies, brokers, fund houses and corporate entities to provide them comprehensive knowledge on fixed income market, various products dealt in the market, pricing mechanism of these products and portfolio risk analytics for fixed income products