Growth built on poorly controlled commodity futures trading reverses faster than it accumulated. Regulators no longer accept intent as evidence of control over this area of financial and banking practice. Participants test their assumptions about this strand of financial and banking practice against scenarios designed to break weak ones. Comparative studies of commodity futures trading across sectors find the same handful of failure points recurring. Participants who influence this area of financial and banking practice without directly controlling it will find the content directly usable. Most organisations already have a policy on this strand of financial and banking practice; far fewer can show it working. The course leaves participants able to diagnose weaknesses in commodity futures trading before they become incidents. The course gives participants a defensible structure for the practice within financial and banking practice and the judgement to adapt it. It closes by agreeing the smallest change to this aspect of financial and banking practice that would make a visible difference.
Expected Learning Outcomes
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Assess the concentration risk building up inside commodity futures trading.
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Apply the relevant accounting and disclosure treatment to commodity futures trading.
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Align commodity futures trading with the wider objectives of the business line rather than optimising it in isolation.
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Stress test commodity futures trading against scenarios that are plausible rather than comfortable.
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Design a training and briefing approach that sustains competence in commodity futures trading.
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Select indicators that show whether commodity futures trading is improving, and reject those that only look useful.
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Prepare the regulatory submissions arising from commodity futures trading.
