Modules

• Duration gap analysis for interest rate risk management under Net Interest Income and Economic Value of Portfolio Equity Approach
• Estimating the behavioral pattern of assets and liabilities where the maturity is not defined for liquidity risk management
• Matched maturity fund transfer pricing mechanism
• Relationship among liquidity risk, credit risk, market risk and operational risk and Implication of Basel III guidelines on ALM framework for commercial banks

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 Risk Managers, Treasury Professionals, Internal Auditors etc. from banks and other financial institutions to gain comprehensive understanding of ALM processes which would include liquidity management, interest rate risk management, fund transfer pricing mechanism including implication of Basel III guidelines in current scenario

Modules

• Introduction to Technical Analysis – Background, Trend Lines, Support and Resistance
• Classical Technical Analysis - Elliot Wave Theory, Fibonacci Series, Fibonacci Retracements, Gann Charts
• Candle Sticks - Basic Candle Stick Shapes, Continuation Patterns, Reversal Patterns, Dojis and Moving Average - MACD, Bollinger Bands, Relative Strength Index, Stochastic
• Technical Divergence and Market Dissonance – Divergence between price and volume and price and momentum, explanation of psychology of positive and negative divergence on behavioral finance theory

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 fund managers, traders, fund administrators, risk managers and middle and back office professionals engaged with banks, financial institutions, primary dealers, asset management companies, brokers, insurance companies and corporate houses to provide them overview of application of quantitative techniques for performance enhancement, price behaviour of individual securities, algorithmic trading and anticipating overall market inflection point

Modules

• Treasury functions and operations & Risk Management and Analytical Framework
• Financial Markets & Products including cash and derivatives - Interest Rate, Forex, Equity, Credit & Commodities
• Trade Life Cycle - Trade Entry, Reconciliation, Clearing, Settlement, Collateral Management, Documentation
• Treasury Regulations

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 Managers, Asset Liability Managers, Traders and Dealers, Operations Managers, Internal Auditors, Finance Regulators and Back Office Managers from banks, financial institutions, BPOs, KPOs and Administrators to gain comprehensive understanding of treasury management and operations including front office, mid office, back office and risk functions