Modules

• Introduction
• Treasury Products Pricing, Valuation, Risk, Hedging Implementation
• Asset Liability Management Implementation
• Risk Management Implementation including Murex Limits Controller

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 and Risk professionals associated with the implementation of Murex systems for treasury and risk management functions including front office, mid office, back office and risk management groups. Emphasis is given to functional and techno-functional domain including pricing, valuation, risk and hedging of financial market products