Kursuskatalog Course program Efterår Autumn

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www .ftpcourses. com

Kursuskatalog

Efterår

Autumn

15

Course program

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Content

Certification Programs

Certificeret Finansiel Supporter

Certified Financial Supporter (Stockholm)

Derivatives

Introduktion til derivater

Introduction to Derivatives (Stockholm) Pricing and Trading Swaps

Regulation

New Regulation in the Financial Markets – an Update

Risk Management

Risikostyring og kontrol

Risk Management and Control(Stockholm) Counterparty Risk - CVA and CCP

Value at Risk

Liquidity Risk Management / New Course

Financial Applications

Excel in Finance

Bond Analysis

Det danske obligationsmarked Corporate Bonds and Credit Trading

Financial Markets

Introduktion til de finansielle markeder

Introduction to the Financial Markets (Stockholm) The FX and Money Market

Danske pengeinstitutter Introduction to Back Office

Portfolio Management

Asset Allocation – new challenges / New Course

Performance Measurement

Financial Math

Introduction to Quantitative Methods in Finance

Instructors Course Calendar 3 4 5 6 6 7 8 9 9 10 10 11 12 12 13 13 14 14 15 16 17 18 19 20

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“The Certified Financial Supporter

program combines an up to date

in-troduction to the financial markets

and financial derivatives with a risk

management perspective. An ideal

combination if you work in an

en-vironment where a general

under-standing of either one or all of the

subjects is needed. Altogether the

program lived up to my high

expec-tations which were only made

pos-sible by the instructor’s professional

and userfriendly way to pass on their

knowledge.”

Mikkel Brix Jensen, Certified Financial Supporter graduate, 2012

CERTIFICATION PROGRAMS

Certificeret Finansiel Supporter

København

Modul 1: 21 - 22. september Modul 2: 22. – 23. oktober Modul 3: 19 – 20. november, 2015

Uddannelsen er relevant for folk, der arbejder i eller understøtter front office funktioner i en finansiel institution eller en finansafdeling i en virksomhed.

• Modul 1: De finansielle markeder (aktier, obligationer, penge- og valutamarkedet)

• Modul 2: Derivater (futures, optioner, repo’er, swaps, FRA’er, caps/floors, swaptioner, kreditderivater)

• Modul 3: Risikostyring og kontrol (markeds-, kredit-, likviditets- og operationel risiko, lovgivning, controlling)

• Opgaver • Eksamen

For further information visit www.FTPcourses.com

Sprog: Dansk Formateriale: Diverse artikler og e-learning moduler Niveau: Introducerende Pris: DKK 29.500

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CERTIFICATION PROGRAMS

Certified Financial Supporter

Stockholm

Module 1: September 14-15, Module 2: October 12 - 13, Module 3: November 10-11, 2015

The education is relevant for people who works with or supports front office in a financial institution or a finance department in a corporate company.

• Module 1: The Financial Markets (the money, the FX, the bond and the stocks markets)

• Module 2: Derivatives (futures, options, repo’s, swaps, FRA’s, caps/ floors, swaptions, credit derivatives)

• Module 3: Risk and Control (market, credit, liquidity and operational risk, BIS III, controlling)

• Exercises • Exam

Language: English

Pre course material: Articles and e-learning modules Level: Introductory Price: SEK 35.500

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DERIVATIVES

Introduktion til derivater

Sprog: Dansk Niveau: Introducerende Pris: DKK 11.500 22. – 23. oktober, 2015, København

• Markedspladser, OTC, central clearing • OTC-derivater

• Børsnoterede derivater • Futures, forwards og CFD’er • Repo’er • Optioner • FRAs • Swaps • Renteoptioner • Kredit derivater • Handel og konventioner • Strukturerede produkter

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DERIVATIVES

Introduction to Derivatives

Pricing and Trading Swaps

October 12 - 13, 2015, Stockholm

November 26 - 27, 2015, Copenhagen • Exchange Traded- versus OTC-derivatives • Central Clearing

• Futures, Forwards and CFDs • Repos

• Options • FRAs • Swaps

• Interest Rate Options • Credit Derivatives • Trading

• Market conventions

• New Zero Coupon Pricing Methodologies • Calculating the Par Swap Rate

• How to Incorporate the Basis • Standard and Non-Standard Swaps • The Swap Curve and Zero Coupon Yields • Bootstrapping Zero Coupon Yield Curves • Mark-to-market Valuation of Swaps • Valuation taking Collateral into Account • Swaps with an Up-front Payment • Asset Swaps

• Measuring and Managing the Risks of a Swap Book • Advanced Swap Structures

Language: English Level: Introductory Price: SEK 13.500 Language: English Level: Intermediate Price: DKK 11.500

- Multiple Curves and Collateral Consistent Pricing

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REGULATION

New Regulations in the Financial Markets

- an update

November 19, 2015, Copenhagen

New Capital Requirements for Credit Institutions • Systemically Important Financial Institutions • Countercyclical Buffer and Conservation Buffer • Phasing in the Requirements

Bank Recovery and Resolution Directive Centralizing Financial Supervisory Authority Liquidity Requirements

• Liquidity Coverage Ratio • Net Stable Funding Ratio Capital Requirements for Market Risk EMIR

Language: English Level: Intermediary Price: DKK 6.000

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RISK MANAGEMENT

Risikostyring og kontrol

19. – 20. november, 2015, København

• Måling og styring af: • Markedsrisiko • Kreditrisiko • Likviditetsrisiko • Operationel risiko

• Seneste regulering (CRD/CRR IV, EMIR) • Økonomisk kapital • RAROC • Controlling • Limits • Risikostyring på portefølgeniveau

Sprog: Dansk Niveau: Videregående Pris: DKK 11.500

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RISK MANAGEMENT

Counterparty Risk, CVA and CCP

Risk Management and Control

December 2 - 3, 2015, Copenhagen November 10 - 11, 2015, Stockholm

• Rules for Clearing OTC products • Central Clearing Parties (CCPs) • Counterparty Risk Management • Collateral Management • Netting

• Non-Centrally Cleared Derivatives • Measuring Counterparty Risk • Credit Value Adjustment (CVA) • Debt Value Adjustment (DVA) • Funding Value Adjustment (FVA)

• New Approaches for Pricing OTC-derivatives

For further information visit www.FTPcourses.com • Regulation Today

• Credit Risk Management • Market Risk Management • Operational Risk Management • Liquidity Risk Management • Portfolio Risk Management (VaR) • Economic Capital

• Regulatory Capital • RAROC

• Controlling • Limits

Language: English Level: Intermediate Price: DKK 11.500 Language: English Level: Intermediate Price: SEK 13.500

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RISK MANAGEMENT

Liquidity Risk Managment

Value at Risk

October 29 - 30, 2015, Copenhagen

October 22, 2015, Copenhagen

• CRD/CRR IV on Liquidity Risk Management • Gap analysis

• Net Stable Funding Ratio • Liquidity Coverage Ratio • Funding analysis • Stresstesting

• Liquidity Risk and the Sub Prime Crises • Market Liquidity Risk

For further information visit www.FTPcourses.com • The Delta Normal Approach

• The Historical Simulation-based Approach • Monte Carlo Simulation

• Stresstesting • Backtesting

• Volatility and Correlation Estimation • Component VaR

• Marginal VaR • Incremental VaR • Shortfall risk

Language: English Level: Intermediate Price: DKK 11.500 Language: English Level: Intermediate Price: DKK 6.000 NEW COURSE

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FINANCIAL APPLICATIONS

• The Financial Library • Day Count Conventions • Goal Seek and Solver • Matrix Calculations • Regression Analysis • Data Analysis • Charts • Pivot Tables • Scenario Analysis • Auditing your Spreadsheet • Drop-downs, Forms etc

• Introduction to VBA programming For further information visit www.FTPcourses.com

Excel in Finance

Language: English Level: Introductory Price: DKK 11.500

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BOND ANALYSIS

Det danske obligationsmarked

23. – 24. september, 2015, København

• Centrale aktører på det danske obligationsmarked • Markedskonventioner på det danske marked • Obligationstyper på det danske marked

• Beregning og analyse af kurs, pris og vedhængende rente • Beregning of fortolkning af den effektive rente

• Nulkupon rente og nulkupon-prisfastsættelse • Risikomål for obligationer

• Varighedsmål • Konveksitet

• Danske realkreditobligationer

Sprog: Dansk Formateriale: E-learning Niveau: Introducerende/ videregående Pris: DKK 11.500

BOND ANALYSIS

Corporate Bonds and Credit Trading

November 17 - 18, 2015, Copenhagen

• Why Trade Credit Risk?

• Ratings, Rating Transitions and Transition Matrices • The Corporate Bond Market

• Issuers, Market Conventions and Pricing Methodology • Covenants

• Credit-linked Notes • Credit Spread Trading

• Other Tools for Credit Risk Trading • Credit Default Swaps

• Collateralised Debt Obligations • Swap Futures

Language: English Level: Intermediary Price: DKK 11.500

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FINANCIAL MARKETS

Introduktion til de finansielle markeder

21 – 22. september, 2015, København

• De finansielle markeders opbygning • Aktører på finansmarkederne: • Centralbanken • Børsen • Bankerne • VP Securities • Emmitenter og investorer • Pengemarkedet • Valutamarkedet • Obligationsmarkedet • Aktiemarkedet • Handelskonventioner • Prissætning og risiko

Sprog: Dansk Niveau: Introducerende Pris: DKK 11.500

FINANCIAL MARKETS

Introduction to the Financial Markets

September 14 – 15, 2015, Stockholm

• The financial markets

• The Central Bank (Riksbanken/Norges Bank) • Exhange

• The banks

• Issuers and investors • The money market • The fx market • The bond market • The stock market • Trading conventions • Pricing and risk

Language: English Level: Introductory Price: SEK 13.500

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FINANCIAL MARKETS

The FX and Money Market

September 16 - 17, 2015, Copenhagen

• Conventions

• What determines the FX-rate? • Exchange rate regimes • FX-forwards • FX-options • FX-swaps • Exotic FX-options • Monetary policy • Deposits • FRAs • Repos

• Interest Rate Options • T/N swaps

• The role of central banks

Language: English Level: Introductory Price: DKK 11.500

FINANCIAL MARKETS

Danske pengeinstitutter

20. - 21. oktober, 2015, København • Sektoren i forandring • Nye lovkrav • Kapitaldækning • Engrobank • Detailbank • Bankens regnskab • Boligfinansiering • Risikostyring

Sprog: Dansk Niveau: Introducerende Pris: DKK 11.500

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”Extremely well-prepared course

with extensive theoretical focus

which was beyond my expectations.

Well done! I have lots of use of it in my

daily work.”

Course in Pricing and Trading Swaps Jonas Gidlöf, Handelsbanken, Stockholm

FINANCIAL MARKETS

Introduction to the Back-office

• The role of back-office in the organization • The flow of transactions

• Clearing houses

• Central securities depository (CSD)

• International central securities depository (ICSD) • Custodians and accounts

• Static data for stocks, bonds and derivatives • Settlement instructions

• Continuous linked settlement (CLS) • Corporate actions

• Confirmation and controls • Accounting

Language: English Level: Introductory/ Intermediate Price: DKK 11.500

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PORTFOLIO MANAGEMENT

Asset Allocation – new challenges

• Investing in Low Yield Environment • Alternative Investments

• Risk Budgeting

• Strategic Asset Allocation • Tactical Asset Allocation • Forecasting Risk and Return • Active Asset Allocation

• Derivatives in Portfolio Management • Alternative Investments

• Benchmarking

Language: English Level: Intermediate Price: DKK 11.500 NEW COURSE

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PORTFOLIO MANAGEMENT

Performance Measurement

November 12 - 13, 2015, Copenhagen

• Challenges in Performance Measurement • Return Calculation in Practice

• Benchmark Construction

• Implementing Risk Adjusted Measures • Sharpe, Jensen and Treynor

• Tracking Error • Information Ratio • Attribution Analysis

• Derivatives and Return Measurement

• GIPS: Global Investment Performance Standards

Language: English Level: Intermediate Price: DKK 11.500

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FINANCIAL MATH

Introduction to Quantitative Methods in Finance

December 9 - 10, 2015, Copenhagen

• Volatility and Correlation • Regression Analysis • Hypothesis Testing • Capital Asset Pricing Model • Multi-Factor Models • Time Series Analysis • GARCH Models • Monte Carlo Simulation

Language: English Level: Intermediate Price: DKK 11.500

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Instructors

“The instructors have excellent English and teaching skills – they

use good examples and have a very down to earth way of

explain-ing everythexplain-ing”

Leena Runukangas, Nordea Bank AB Risk Management seminar in Stockholm

Jørgen Just Andresen

Jørgen Just Andresen is partner at Financial Training Partner A/S. Prior to co-founding Financial Training Partner in 2002, he was chief financial consultant at SimCorp’s course department where he started in 1996. Before joining SimCorp he worked at Danske Bank with fixed income re-search and fixed income sales.

He holds an M.Sc. (international finance) and an HD (accounting). Jør-gen Just Andresen is also an external lecturer at CopenhaJør-gen Business School and author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives).

Ulrik Strandgaard

Ulrik Strandgaard is partner and managing director at Financial Training Partner A/S, which he co-founded in 2002. He was head of the course department at SimCorp A/S which he joined in 1995. From 1991-1995 he worked for Bikuben Børs as the head of fixed income research. M.Sc. (Econ) from University of Copenhagen and a BA (Business) from University of Melbourne. Ulrik Strandgaard is also an external lecturer on Copenhagen Business School (CBS).

On very specialized topics, we use highly reputable external specialists from the financial sector.

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September Course Location Page

14-15 Introduction to the Financial Markets STO 13

16-17 21-22 23-24

The FX and Money Market

Introduktion til de finansielle markeder Det danske obligationsmarked

CPH CPH CPH 14 13 12

October Course Location Page

1-2 Excel in Finance CPH 11

6-7 Introduction to Backoffice CPH 15

8-9 Asset Allocation – new challenges CPH 16

12-13 Introduction to Derivates STO 6

20-21 Danske pengeinstitutter CPH 14

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22-23 Liquidity Risk ManagementIntroduktion til derivater CPHCPH 105

29-30 Value at Risk CPH 10

November Course Location Page

10-11 Risk Management and Control STO 9

12-13 Performance Measurement CPH 17

17-18 Corporate Bonds and Credit Trading CPH 12

19 New Regulation in the Financial Markets – an Update CPH 7

19-20

26-27 Risikostyring og kontrol Pricing and Trading Swaps CPHCPH 86

December Course Location Page

2-3 Counterparty risk, CVA and CCP’s CPH 9

9-10 Introduction to Quantitative Methods in Finance CPH 18

Courses Autumn 2015

CPH:

STO: Copenhagen Stockholm

Lyngby Hovedgade 10, DK-2800 Kgs Lyngby, Denmark Tlf. +45 70 23 23 10,