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Overview
The concept of yield curve analysis, different analytical techniques like duration, convexity and basis point value, which form the basis for understanding the overall risk measurement framework are the elements of this course group.
The practioner is introduced to the Value-at-Risk (VaR) methodology to measure risks.

Instructional Method
Dynamic, Interactive e-learning

Recommended Background
Familiarity with basic financial concepts

For purchase,contact us at
PO Box 910207. CA 92191, USA
Phone: +1-858-755-8527 Fax: +1-858-755-6973, +1-858-756-8587, E-mail: information@kesdee.com, Website: www.kesdee.com

• Concept of Yield Curve and its Types
  
• Various Theories under Yield Curve Analysis
  
• Types of Interest Rates and their Computation
  
• Bond Arbitrage Strategies
  
• Yield Interpolation
  
• Applications of Yield Curve Analysis
  

• Concept of Duration and Modified Duration
  
• Computation of Duration for different types of bonds
  
• Relationship between duration, yield, coupon and maturity
  
• Duration of a Portfolio
  

• Concept of Basis Point Value
  
• Relationship between BPV, Duration and Modified Duration
  
• BPV for On-Balance Sheet items
  
• BPV for Off-Balance Sheet items
  
• BPV of a Portfolio
  

• Concept of Convexity and its Properties
  
• Convexity of a Portfolio
  
• Impact of price change on convexity
  
• Positive and Negative Convexity
  

• Concept of Value-at-Risk
  
• Ways of expressing VaR
  
• VaR Calculation
  
• VaR Conversion
  

  1. One confidence to another
  
  
  2. One horizon to another

  
  
• VaR Methods
  

  1. Historical Simulation
  
  
  2. Monte Carlo Simulation
  
  
  3. Variance-Covariance Method

JOB AIDS

• Measurement Tools
• Disclosures
• Scope and Structure of FX and Derivatives Markets
• Global Best Practices
• Policy Templates
• Regulations

Calculators in Treasury Analytics - Treasury Management

1. American / European Quotes
2. Spot Cross Rates
3. Calculating Forward Rate
4. Forward Cross Rates
5. Pricing Currency Futures - Continuous Compounding
6. Pricing Currency Futures - Daily Basis
7. Valuation of Generic Currency Swaps
8. NPV of Currency Cash Flow in a Swap
9. Options strategies (Excel)
10. Operating Exposure
11. Current / Non-current Method
12. Monetary/Non-monetary Method
13. Temporal Method
14. Current Rate Method
15. Money Market Hedge
16. Forward Market Hedge
17. Break Forward
18. Range Forward
19. Participate Forward
20. Duration
21. Duration of Portfolio
22. Convexity
23. BPV of a Bond
24. BPV of a Portfolio
25. BPV of a Forward Rate Agreement
26. BPV of a Coupon Paying Bond
27. Yield Curve Interpolation
28. Calculation of FRA settlement
29. Pricing T-Bond futures contract
30. Options on Futures
31. Options on LIBOR
32. Swaptions
33. Pricing interest rate swap
34. Confidence Level for a given Standard Deviation
35. Standard Deviation for a given Confidence Level
36. VaR Moving from one Confidence Level to Another (required period and Confidence level)
37. VaR - Variance Covariance Method
38. Value at Risk for Different Weights
39. Calculation of discount and price -bill of exchange
40. Price of a Discount Instrument
41. Price of a Commercial Paper
42. Money Market yield / Cash Price of CD
43. Yield - Bill of Exchange
44. Portfolio Risk and Return (when covariance and returns of assets NOT given)
45. Portfolio Risk and Return (when covariance and returns of assets is given)

• Asset Liability Management Library of 28 Courses
  
• Liquidity Management and Contingency Funding Plan Library of 14 Courses
  
• Financial Institution Analysis - CAMELS Approach Library of 8 Courses
  
• Financial Mathematics Library of 7 Courses
  
• Global Banking Supervision Library of 15 Courses
  
• Capital Adequacy Planning (Basel I) Library of 7 Courses
  
• Basel-II: University Library of 63 Courses
• Sarbanes-Oxley Act Library of 12 courses
  
• Futures & Forwards Library of 7 Courses
  
• Swaps Library of 7 Courses
  
• Options Library of 10 Courses
  
• Market Risk (Basic Level) Library of 8 Courses
  
• Market Risk (Intermediate Level) Library of 8 Courses
  
• Market Risk (Advanced Level) Library of 4 Courses
  
• Value at Risk Library of 16 Courses
  
• Credit Analysis Library of 13 Courses
  
• Credit Ratings Library of 3 Courses
  
• Counterparty Credit Risk Library of 9 Courses
  
• Credit Risk Modeling Library of 6 Courses
  
• Credit Derivatives Library of 23 Courses
  
• Operational Risk Management Library of 21 Courses
  
• Asset Securitization Library of 28 Courses
  
• Asset Liability Management for Insurance Companies Library of 29 Courses
  
• Anti-Money Laundering Library of 6 Courses
  
• Financial Privacy Library of 6 Courses
  
• Corporate Governance Library of 9 Courses
  
• Money Markets Library of 9 Courses
  
• Fixed Income Markets Library of 17 Courses
  
• Equity Markets Library of 10 Courses
  
• Foreign Exchange Markets Library of 9 Courses
  
• Foreign Exchange Management Library of 7 Courses
  
• Treasury Analytics Library of 5 Courses
  
• Interest Rate Risk Management Library of 4 Courses
  
• Funding and Investments Library of 5 Courses
  
• Implementation - Treasury Management Library of 4 Courses
  
• Case Studies - Treasury Management Library of 5 Courses
  
• Understanding Financial Statements Library of 2 Courses
  
• Budgeting Library of 5 Courses
  
• Management Accounting Library of 7 Courses
  
• Financial Accounting Library of 9 Courses
• Mutual Funds Library of 11 Courses
  
• ePRM Coach Library of 68 Courses
  
• eFRM Coach Library of 61 Courses

KESDEE has the required technology platform to respond to clients training requirements in the financial industry. We offer several solutions, each developed with the guidance of creditable experts. Given below are few of the forthcoming products:

• Financial Planning
  
• International Trade Services
  
• Bank Branch Management
  
• Mortgage Finance

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