Smart About Risk  


Seminar application IRRBB Audit Bank Strategy Management Course Banking Regulations in a Nutshell Basel II CRD IV: Basel III Implementation in the EU CCR and CVA Securities and Derivatives Controlling in Practice Control for Financial Institutions Credit Scoring CRR 3 / CRD 6 and Other News in Banking Regulation CRR 3 / CRD 6 in Detail CVA (Credit Valuation Adjustment) Impacts of Climate Change and their Solutions Effective Reporting ESG and Green Finance ESG Risks and their Audit Finance for Non-Financial Managers Financial Derivatives Financial Mathematics Fraud Management in Today's On-line World Fundamental Review of Trading Book Guidelines on Loan Origination and Monitoring ICAAP, ILAAP, Pilar 2 and Stress Testing IFRS 9 – Impairments under the New Standard IRB in Practice Internal Rating Based (IRB) Approach Commodity Derivatives Credit Derivatives Credit Value at Risk Creation of the Qualitative Future Scenarios GHG Emissions Measurement and Carbon Footprint Calculation Environmental Risk Measurement in Financial Institutions Credit Risk Measurement Model Risk Non-Financial Reporting According to CSRD, ESRS and GAR Option Pricing Operational Risk Operational Risk in Practice Preparation for SREP alias Supervision in Practice Rating and Scoring Risk-Based Pricing Concentration risk Liquidity Risk Weather Risk Risk appetite Assets and Liabilities Management - ALM ESG Risk Management: Executive Summary Financial Risks Management Credit Risk Management Project Risk Management Enterprise Risk Management – ERM Securitization Silicon Valley Bank Solvency II: Executive Summary Stress Testing Market Risk Interest Rate Risk in the Banking Book – IRRBB Value at Risk Workout in Banking Practice (non-retail) Rise and fall of Lehman Brothers
Securities and Derivatives

Securities and Derivatives

The seminar Securities and Derivatives is organized as an in-house seminar for employees of clients with tailor made requirements.

Objectives of the seminar

The seminar focuses on practical issues related to the use of securities and derivatives. In the introductory part, we discuss common principles of valuation, then we look in detail at selected types of securities and derivatives and explain the nature and proper use of each instrument. Using practical examples, we demonstrate specific calculations and trades, the proper use and special situations associated with the instrument.

For whom it is intended

The seminar is primarily intended for specialists in the financial department, risk management and treasury.


Seminar content

A. Common principles

  • Investment instruments and their substance
  • Securities
  • Derivatives
  • Valuation principles and relevant accounting principles 
  • Trading in securities and derivatives
  • Interest rates
  • Principles of forward pricing

B. Selected CPs and derivatives

  • Bonds
  • Shares
  • ETFs and share certificates
  • FX forward
  • FX swap
  • IRS
  • REPO
  • Other

If you are interested in this topic please contact us and we will be delighted to prepare an in-house seminar for you.