Build the control framework around exotic derivative pricing that an examiner would accept.
Pricing Complex Financial Derivatives and Exotic Options
Turn exotic derivative pricing from a stated policy into a practice your organisation can evidence.
📍 Tunis🗓️ 5 training days📚 4 modules🎓 Accredited certificate
5intensive training days
4scientific modules
8training sessions
32detailed points
Course Overview
Capital, liquidity and reputation are all exposed by weak handling of exotic derivative pricing. Regulators no longer accept intent as evidence of control over the financial and banking practice capability. Participants gain a realistic view of what the practice within financial and banking practice costs and what it returns. Across sectors, teams that rehearse exotic derivative pricing outperform teams that only plan it. Every module pairs a short input on the wider financial and banking practice agenda with structured practice on the participant's own material. The version of this strand of financial and banking practice described in the manual and the version practised on the floor tend to diverge over time. The programme takes participants through exotic derivative pricing end to end, from framing the problem to closing it out. It is designed for mixed groups, so that the financial and banking practice capability is examined from more than one functional angle. The final session converts the week's work on this area of financial and banking practice into commitments with owners and dates.
Expected Learning Outcomes
Design the reporting on exotic derivative pricing that reaches decision makers in time to act.
Set the minimum documentation for exotic derivative pricing that is genuinely necessary, and stop there.
Present the case for investment in exotic derivative pricing in terms that a finance function will accept.
Anticipate the objections that exotic derivative pricing will attract internally and answer them in advance.
Set early warning indicators that flag deterioration in exotic derivative pricing.
Assess the capital and liquidity implications of exotic derivative pricing.
Who Should Attend
Members of committees that take decisions affecting exotic derivative pricing.
Treasury and asset-liability staff managing exotic derivative pricing.
Relationship and product managers whose targets depend on exotic derivative pricing.
Department heads accountable for the results of exotic derivative pricing.
Board risk committee members overseeing exotic derivative pricing.
Finance managers reporting on exotic derivative pricing.
Course Modules
Exotic derivative pricing: pricing, profitability and risk-adjusted return
2 sessions · 8 pointsSession 1Pricing exotic derivative pricing for the risk actually taken
- Close out actions on exotic derivative pricing rather than leaving them open indefinitely.
- Confirm client due diligence standards applied to exotic derivative pricing are current.
- Assess the capital consumed by exotic derivative pricing under current and stressed conditions.
- Confirm regulatory reporting on exotic derivative pricing is complete, timely and reconciled.
Session 2Setting a limit on exotic derivative pricing that will actually be respected
- Confirm segregation of duties across initiation, approval and settlement of exotic derivative pricing.
- Set escalation thresholds for exotic derivative pricing that work out of hours.
- Anticipate the objections exotic derivative pricing will raise and prepare the answers.
- Assign responsibility for keeping documentation of exotic derivative pricing current.
Exotic derivative pricing: exceptions, breaches and remediation
2 sessions · 8 pointsSession 1What has to be agreed before work on exotic derivative pricing starts
- Agree the indicators that will show whether exotic derivative pricing is improving.
- Build the competence framework that supports exotic derivative pricing.
- Prepare the summary of exotic derivative pricing that senior management will read.
- Verify reconciliation and settlement controls covering exotic derivative pricing.
Session 2The assumption inside the model for exotic derivative pricing that nobody revisits
- Test exotic derivative pricing against a scenario the organisation would rather not model.
- State the risk appetite for exotic derivative pricing as a number, not an adjective.
- Prepare the evidence pack demonstrating exotic derivative pricing operated as designed.
- Confirm reporting on exotic derivative pricing reaches the committee that can act on it.
Exotic derivative pricing: regulatory obligation and supervisory expectation
2 sessions · 8 pointsSession 1Reporting exotic derivative pricing so the reader can act on it
- Set early warning indicators for exotic derivative pricing with defined action thresholds.
- Map the handovers in exotic derivative pricing between functions and secure them.
- Check the accounting treatment applied to exotic derivative pricing against current standards.
- Establish who is informed, consulted and accountable in exotic derivative pricing.
Session 2What a supervisor will ask about exotic derivative pricing, and in what order
- Rehearse the briefing on exotic derivative pricing that would follow an incident.
- Identify the key controls over exotic derivative pricing and who tests them.
- Draft the minimum viable control framework for exotic derivative pricing.
- Review concentration by counterparty, sector and geography inside exotic derivative pricing.
Exotic derivative pricing: reporting that supports a decision
2 sessions · 8 pointsSession 1Testing exotic derivative pricing before relying on it
- Arrange the handover of exotic derivative pricing so capability survives staff changes.
- Agree who signs off exotic derivative pricing and record that they did.
- Remove steps in exotic derivative pricing that add effort without adding assurance.
- Record the rationale for each significant choice made about exotic derivative pricing.
Session 2Making exotic derivative pricing work when resources are constrained
- Design the exception process for exotic derivative pricing and require a documented rationale.
- Confirm that reporting on exotic derivative pricing reaches the people who can act.
- Write down the assumptions underpinning the approach to exotic derivative pricing.
- Document the remediation plan for each known weakness in exotic derivative pricing.
Choose the package that suits you
Silver Package
At least 3 people
USD1,250
- Workshop or Program Participation
- Airport Transfers
- Customized Badge
- Expert Mentorship (Private Sessions)
- Supervision & Secretarial Services
- Accredited Certificate of Participation
- Complete Training Kit
- Coffee Break
- Closing Ceremony
Gold Package
At least 3 people
USD1,850
- 5-night stay in a 5-star hotel
- Workshop or Program Participation
- Airport Transfers
- Customized Badge
- Expert Mentorship (Private Sessions)
- Supervision & Secretarial Services
- Accredited Certificate of Participation
- Complete Training Kit
- Coffee Break
- Closing Ceremony
Complete your registration
We will contact you within one business day to confirm.