Treasury Consulting Pte Ltd – Regulatory Trainings

Regulatory ::

• Markets in Financial Instruments Directive (MiFID II)

  • Transparency - Large in Scale Waiver
  • Transparency - Double Volume Cap
  • MiFID II - Trading of Bonds in European Union (EU)
  • MiFID II - Algorithmic Trading (AT) vs High Frequency Trading (HFT)
  • MiFID II - Post Trade Data Analytics (DA) by Trading Desk
  • MiFID II - Position Limits by an Interbank Desk (IB) vs Interbank Dealers (IBD)
  • Market Making by Banks under MiFID II - Deliverable Currencies
  • MiFID II - Commodities Trading Desk
  • Benchmark Trading vs Trading of Benchmarks
  • Best Execution Platform - Global Financial Centers (GFC) vs European Union (EU)

• Capital Reforms Directive (CRD V)

• Certified Corporate Governance Professional (CCGP)

  • Compliance – Laws & Regualtions, Risk Management
  • The Frameworks
  • Sarbanes Oxley Act (SOX)
  • Basel III – Compliance for Banks
  • Designing & Implementing – Risk & Compliance Program

• Internal Audit & Investigations

• Implementation of IND-AS for Banks/Financial Institutions (FI) - Trading Desk

  • Investments in Equity Shares (ES) by Prop Desk
  • Investments in Foreign Currency - Bonds & Debentures
  • G-Sec Trading Desk by a Bank/Financial Institution (FI)
  • Interplay between IND-AS 28 r/w IND-AS 109
  • Interplay between IND-AS 32 r/w IND-AS 109
  • Embedded Derivatives - Including the Impact of Quanto and Reverse Quanto
  • Financial Instruments:- Contract/Contractual Obligations r/w ISDA Agreements
  • IND-AS 109 - Foreign Currency Business Combinations Agreements
  • Trading Desk - " In-Substance " vs " Synthetic Forward Contracts "
  • IND-AS 109 - Overnight Index Swaps (OIS) vs Call Rate Hedging Desk

Financial Technologies (FinTech) ::

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Regulatory Technologies (RegTech) - Master Series ::

• Regulatory Technologies (RegTech) - Basic Series

  • Overview of Regulatory Technologies (RegTech)
  • Basel III
  • Internal Capital Adequacy & Capital Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • BCBS 2329
  • Dodd Frank (DF)

• Regulatory Technologies (RegTech) - Moderate Series

  • Overview of Regulatory Technologies (RegTech)
  • Basel III
  • Internal Capital Adequacy & Capital Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • BCBS 2329
  • Dodd Frank (DF)
  • European Markets Infrastructure Regulation (EMIR) II
  • Capital Reforms Directive V (CRD V)
  • Fundamental Review of Trading Book (FRTB)
  • Global Data Prevention Regulation (GDPR) - Introduction

• Regulatory Technologies (RegTech) - Advanced Series

  • Overview of Regulatory Technologies (RegTech)
  • Basel III
  • Internal Capital Adequacy & Capital Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • BCBS 2329
  • Dodd Frank (DF)
  • Fundamental Review of Trading Book (FRTB)
  • Global Data Prevention Regulation (GDPR)
  • Fundamental Review of Trading Book (FRTB) - Bank Trading Book
  • Markets In Financial Instruments Regulation (MiFIR)
  • Securities Financing Transaction Regulation (SFTR)
  • The Comprehensive Capital Analysis & Review (CCAR) - Introduction

• Regulatory Technologies (RegTech) - International Series

  • Overview of Regulatory Technologies (RegTech)
  • Basel III
  • Internal Capital Adequacy & Capital Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • BCBS 2329
  • Dodd Frank (DF)
  • Fundamental Review of Trading Book (FRTB)
  • Global Data Prevention Regulation (GDPR)
  • Markets In Financial Instruments Regulation (MiFIR)
  • Securities Financing Transaction Regulation (SFTR)
  • The Comprehensive Capital Analysis & Review (CCAR)
  • Benchmark Regulation
  • Markets in Financial Instruments Directive II (MiFID) II
  • The Foreign Account Tax Compliance Act (FATCA) - Introduction
  • The Alternative Fund Investment Management Directive (AIFMD)

• Regulatory Technologies (RegTech) - Exotic Series

  • Overview of Regulatory Technologies (RegTech)
  • Basel III
  • Internal Capital Adequacy & Capital Assessment Process (ICAAP)
  • Internal Liquidity Adequacy Assessment Process (ILAAP)
  • BCBS 2329
  • Dodd Frank (DF)
  • Fundamental Review of Trading Book (FRTB)
  • Fundamental Review of Trading Book (FRTB) - Bank Trading Book
  • Global Data Prevention Regulation (GDPR)
  • Markets In Financial Instruments Regulation (MiFIR)
  • Securities Financing Transaction Regulation (SFTR)
  • The Comprehensive Capital Analysis & Review (CCAR)
  • Benchmark Regulation
  • Markets In Financial Instruments Directive II (MiFID) II
  • The Foreign Account Tax Compliance Act (FATCA)
  • Financial Reporting (FinRep)
  • Market Abuse Regulation (MAR)
  • Market Abuse Directive (MAD)

OTC Derivatives & Margining Course ::

• Regulatory Reforms of OTC Derivatives

• Regulatory Landscape in central Clearing

• Central Clearing & Collateral Demand

• Initial Margin Requirements for Uncleared Derivatives

• Collateral Optimization & Transformation Strategies

• Margin Valuation Adjustment (MVA)

• Variation Margin (VM) Rules & Requirements

• ISDA SIMM Models

• ISDA SIMM Models Computation

• Understanding ISDA Compliances

• Legal Requirements, Documentation, Repapering of CSA

• Challenges for Regulators

European Union (EU) Benchmark Regulation ::

• European Union (EU) Benchmark Regulation - Exotic Series

  • Types of Regulations
  • Cycle of Benchmarks
  • Principle of Financial Benchmarks
  • Interest Rate Benchmarks
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Deliverable
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Non-Deliverable
  • Financial Benchmarks – Interest Rate Shock Scenarios
  • Principles for Financial Benchmarks
  • ASIC - Principles for Financial Benchmarks
  • United States (US) - Secured Overnight Financing Rate (SOFR) Swaps
  • Reference Indexes – Types of Contributors

• European Union (EU) Benchmark Regulation - International Series

  • Types of Regulations
  • Cycle of Benchmark
  • Principle of Financial Benchmarks
  • Interest Rate Benchmarks
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Deliverable
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Non-Deliverable
  • Financial Benchmarks – Interest Rate Shock Scenarios
  • Principles for Financial Benchmarks
  • ASIC - Principles for Financial Benchmarks

• European Union (EU) Benchmark Regulation - Advanced Series

  • Types of Regulations
  • Cycle of Benchmark
  • Principle of Financial Benchmarks
  • Interest Rate Benchmarks
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Deliverable
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Non-Deliverable
  • Financial Benchmarks – Interest Rate Shock Scenarios

• European Union (EU) Benchmark Regulation - Basic Series

  • Types of Regulations
  • Cycle of Benchmark
  • Principle of Financial Benchmarks
  • Interest Rate Benchmarks
  • Hedging of Interest Rates Benchmark – LIBOR, Euribor – Deliverable

Treasury Auditing ::

• Treasury Auditing for Banks - Beginner Series

  • Types of Hedging Programs
  • Types of Options Derivatives
  • Options Pricing - Black Scholes (BS) Model
  • Interest Rate Derivatives (IRD)
  • Exotic - Interest Rate Derivatives (IRD)
  • Interest Rate Risk Management
  • Credit Risk Management (CRM)
  • Global Central Banks Master Circulars
  • Designing of Treasury Auditing Documentation

• Treasury Auditing for Banks - Advanced Series

• Treasury Auditing for Banks - Exotic Series

• Treasury Auditing for Banks - International Series

MAS 610 - Risk Aggregation & Statistics Reporting ::

• MAS 610 - Risk Aggregation & Statistics Reporting - International Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • MAS 610 – Counterparties Reporting
  • MAS 610 – Tenor Reporting
  • Hedging Strategies – Types & Rollovers
  • Capital Funds vs Adjusted Capital Funds
  • MAS 610 – Reporting of Contingent Liabilities
  • MAS 610 – Repurchase, Reverse Repurchase Obligations
  • MAS 610 – Reporting of Derivatives Contracts
  • MAS 610 – Finance
  • MAS 610 – Reporting of Credit Derivatives
  • MAS 610 – Reporting of Financial Derivatives
  • Immediate Borrower Basis vs Ultimate Borrower Basis
  • MAS 610 – Interest Rate Repricing
  • MAS 610 – Reporting Annexures

• MAS 610 - Risk Aggregation & Statistics Reporting - Exotic Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • MAS 610 – Counterparties Reporting
  • MAS 610 – Tenor Reporting
  • Hedging Strategies – Types & Rollovers
  • Capital Funds vs Adjusted Capital Funds
  • MAS 610 – Reporting of Contingent Liabilities
  • MAS 610 – Reporting of Contingent Liabilities
  • MAS 610 – Repurchase, Reverse Repurchase Obligations
  • MAS 610 – Reporting of Derivatives Contracts
  • MAS 610 – Finance
  • MAS 610 – Reporting of Credit Derivatives
  • MAS 610 – Reporting of Financial Derivatives
  • MAS 610 – Reporting Annexures

• MAS 610 - Risk Aggregation & Statistics Reporting - Advanced Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • MAS 610 – Counterparties Reporting
  • MAS 610 – Tenor Reporting
  • Hedging Strategies – Types & Rollovers
  • Capital Funds vs Adjusted Capital Funds
  • MAS 610 – Reporting of Contingent Liabilities
  • MAS 610 – Repurchase, Reverse Repurchase Obligations
  • MAS 610 – Reporting of Derivatives Contracts
  • MAS 610 – Finance
  • MAS 610 – Reporting Annexures

• MAS 610 - Risk Aggregation & Statistics Reporting - Moderate Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • MAS 610 – Counterparties Reporting
  • MAS 610 – Tenor Reporting
  • Hedging Strategies – Types & Rollovers
  • Capital Funds vs Adjusted Capital Funds
  • MAS 610 – Reporting of Contingent Liabilities
  • MAS 610 – Reporting Annexures

• MAS 610 - Risk Aggregation & Statistics Reporting - Functional Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • MAS 610 – Counterparties Reporting
  • MAS 610 – Tenor Reporting
  • Hedging Strategies – Types & Rollovers
  • MAS 610 – Reporting Annexures

• MAS 610 - Risk Aggregation & Statistics Reporting - Basic Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • MAS 610 – Counterparties Reporting
  • MAS 610 – Reporting Annexures

• MAS 610 - Risk Aggregation & Statistics Reporting - Reporting Series

  • Introduction to Bank Balance Sheets
  • Introduction to MAS 610 – Reporting Architecture
  • MAS 610 – Reporting Annexures

• MAS 610 - Treasury Management Systems (TMS) Trainings

  • Introduction to Treasury Management Systems (TMS)
  • Introduction of TMS Architecture
  • Trade , Settlement - Life Cycle Management
  • Assets Classes in TMS
  • Scope of Treasury Management Systems (TMS)
  • Treasury Management Systems (TMS) Reporting
  • Assets Management in TMS
  • Contract for Differences (CFD)
  • Credit Valuation Adjustment (CVA)
  • Zero Yields Curves (ZYC)
  • Equity Derivatives in TMS
  • Exotic , Structure Window in TMS
  • Repo Trading
  • Money Market
  • Fixed Income Trading
  • TMS Pricing Environment
  • Warrants Pricing – Treasury Management Systems (TMS)

Bank Audits ::

• Bank Audits - International Series

  • Introduction to Bank Balance Sheets
  • Trade Finance – Risk Participation Limits
  • Trade Finance – Risk Participation Limits - Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • Audits of Counterparties Reporting
  • Audits of Tenor Reporting
  • Audits of Hedging Strategies
  • Audits of Contingent Liabilities
  • Audits of Repurchase, Reverse Repurchase Obligations
  • Reporting of Derivatives Contracts
  • Finance
  • Audits of Reporting of Credit Derivatives
  • Reporting of Financial Derivatives
  • Immunization Risk – Interest Rate Repricing
  • IFRS 13 – Fair Value Measurement (Valuation Hierarchy)
  • Hedge Accounting Methods – Qualitative vs Quantitative Hedge Accounting
  • Consolidation as per Hedge Accounting

• Bank Audits - Exotic Series

  • Introduction to Bank Balance Sheets
  • Trade Finance – Risk Participation Limits
  • Trade Finance – Risk Participation Limits - Architecture
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • Foreign Exchange, Interest Rate Derivatives
  • Audits of Counterparties Reporting
  • Audits of Tenor Reporting
  • Audits of Hedging Strategies
  • Audits of Contingent Liabilities
  • Audits of Repurchase, Reverse Repurchase Obligations
  • Reporting of Derivatives Contracts
  • Finance
  • Audits of Reporting of Credit Derivatives
  • IFRS 13 – Fair Value Measurement (Valuation Hierarchy)
  • Hedge Accounting Methods – Qualitative vs Quantitative Hedge Accounting
  • Consolidation as per Hedge Accounting

• Bank Audits - Advanced Series

  • Introduction to Bank Balance Sheets
  • Trade Finance – Risk Participation Limits
  • Trade Finance – Risk Participation Limits - Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • Audits of Counterparties Reporting
  • Audits of Tenor Reporting
  • Audits of Hedging Strategies
  • Audits of Contingent Liabilities
  • Audits of Repurchase, Reverse Repurchase Obligations
  • Reporting of Derivatives Contracts
  • Fair Value Measurement (Valuation Hierarchy)
  • Hedge Accounting Methods – Qualitative vs Quantitative Hedge Accounting
  • Consolidation as per Hedge Accounting

• Bank Audits - Functional Series

  • Introduction to Bank Balance Sheets
  • Trade Finance – Risk Participation Limits
  • Trade Finance – Risk Participation Limits - Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • Audits of Counterparties Reporting
  • Audits of Tenor Reporting
  • Audits of Hedging Strategies
  • Audits of Contingent Liabilities

• Bank Audits - Basic Series

  • Introduction to Bank Balance Sheets
  • Trade Finance – Risk Participation Limits
  • Trade Finance – Risk Participation Limits - Architecture
  • Foreign Exchange, Interest Rate Derivatives
  • Foreign Exchange, Interest Rate Derivatives – Methods
  • Audits of Counterparties Reporting

Contract Management ::

• Contract Management Series - Exotic Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Collateral Arrangements
  • Engineering Procurement Contracts (EPC)
  • Power Purchase Agreements (PPA)
  • Liability & Indemnification
  • Cyber Security Contracts
  • Electricity Projects – Key Provisions
  • Power Purchase Agreements (PPA) Pricing
  • Credit Insurance Contracts
  • Insolvency Contracts

• Contract Management Series - International Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Financial Collateral Arrangements
  • Engineering Procurement Contracts (EPC)
  • Power Purchase Agreements (PPA)
  • Liability & Indemnification
  • Cyber Security Contracts
  • Electricity Projects – Key Provisions
  • Power Purchase Agreements (PPA) Pricing

• Contract Management Series - Functional Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Financial Collateral Arrangements
  • Engineering Procurement Contracts (EPC)
  • Power Purchase Agreements (PPA)
  • Liability & Indemnification

• Contract Management Series - Basic Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Financial Collateral Arrangements

• Contract Management Series (Foreign Exchange (FX), Banking) - Speciality Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Financial Collateral Arrangements
  • Master Repurchase Agreement (MRA)
  • Global Master Repurchase Agreement (GMRA)
  • Master Service Loan Agreement (MSLA)
  • Master Service Forward Transaction Agreement (MSFTA)
  • Global Master Securities Lending Agreement (GMSLA)
  • ISDA Novation Protocol 2005

• Contract Management Series (Foreign Exchange (FX), Banking) - Functionality Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Financial Collateral Arrangements
  • Master Repurchase Agreement (MRA)
  • Global Master Repurchase Agreement (GMRA)
  • Master Service Loan Agreement (MSLA)

• Contract Management Series (Foreign Exchange (FX), Banking) - Basic Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Banking Contracts
  • Financial Collateral Arrangements

• Contract Management Series (Foreign Exchange (FX), Banking) - ISDA Series

  • Foreign Exchange (FX) & Derivatives Contracts
  • Capital Markets Contracts
  • ISDA Contracts – Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)

• Contract Management Series - Master Service Agreements (MSA) Series

  • ISDA Contracts - Master Service Agreements (MSA)
  • ISDA Contracts – Schedule to Annexure (STA)
  • ISDA Contracts – Credit Support Annex (CSA)
  • ISDA Contracts – Risk Disclosures Statement (RDS)
  • Master Repurchase Agreement (MRA)
  • Global Master Repurchase Agreement (GMRA)
  • Master Service Loan Agreement (MSLA)
  • Master Service Forward Transaction Agreement (MSFTA)
  • Global Master Securities Lending Agreement (GMSLA)