CERTIFIED RISK BASED AUDIT

FOR TRADING ENVIRONMENTS PART I : 1ST LINE OF DEFENCE

TRAINING SCHEDULE

No scheduled dates

Available as an in-house training

OVERVIEW

When auditors are asked which department is the most challenging to assess, more often than not treasury turns out to be their biggest issue. This masterclass will level that problem and it does so in a hands on and practical manner. This is an exciting class with huge learning benefits. 

 

This course is aimed at auditors who need to assess the treasury and trading environment of their respective companies. The two-part program focuses on the 1st Line of Defense in Part I and the 2nd Line of Defense in Part II. Auditors are recommended to attend to both parts of the program to have a complete grip over how to audit their treasury department front to back.

Course duration: 3 Day Masterclass

Coverage: Dealing & Trading room, Instrument use, Pricing methods, Front office Controls & Culture

Course duration: 3 Day Masterclass

Coverage: Market Risk, Credit Risk, Counterparty Risk, ALCO, Stress Testing, Netting methods agreements, ISDA & the Back office

CERTIFIED RISK BASED AUDIT FOR TRADING ENVIRONMENTS

PART I :  1ST LINE OF DEFENCE

 

WHO SHOULD ATTEND

Auditors, compliance and risk staff wishing to access how a trading unit identify and respond to risk.

KEY LEARNING POINTS

  • Complete treasury audit roadmap is walked through

  • Learn about the scope of a trading environment audit

  • Get up to speed with new regulations impacting trading areas of your business

  • Products, Pricing & Purpose

  • How to assess front office KPIs and performance, what drives traders

  • Gain direct insight into what traders do to manage risk and where they make mistakes

  • Scripts and reasoning under specific audit approaches of the front office

  • Audit the treasury team front to back, taking in their products, processes and controls

  • Look at the trading data and how it can be used in an audit

This program is worth 21 CPE credits by field of study:

Auditing:

Finance:

Statistics:

Business Mgmnt & Org:

Mathematics:

6 CPE credits

6 CPE credits

4 CPE credits

3 CPE credits

2 CPE credits

This course is certified by:

*LSBF certification is only applicable when both Part I & Part II modules are completed.

AGENDA

SESSION 1

  • Risk Based Audit Framework

  • Trading Environment Risk Taxanomy

  • What is Minimum Practice

  • New Regulations for Trading Conduct

  • Risk Maturity in Trading Environments

  • Planning Treasury Audits

SESSION 2

  • Financial Instruments Part I

  • Deal Valuation

  • Treasury Accounting & IFRS

  • Hedging Market Risk case study

  • Funding the Trading Book

  • Performance & Yield Enhancement

SESSION 3

  • Establish Context for a TE Audit

  • Mapping for Treasury

  • Develop Front Office Risk Registry

  • Assessing Risk Appetite

  • Assessing Front Office Culture

  • Final Audit Report of Front Office

QUICK OVERVIEW

A complete run through of this exciting masterclass

INDUSTRY EXPERT

Mr. Rahul Sil

Mr Rahul Sil is a quantitative risk manager who has risk managed linear and non-linear products across both Markets and Treasury functions. He has a proven track record in identifying, quantifying monitoring and mitigating complex Market and Counterparty Credit risks.

Rahul has a deep understanding of Market and Liquidity risks in Asia, involvement in stress testing and also developing hedging strategies for FI, FX/FX options, Prime Services, Equity Derivatives, Precious Metals and Group Treasury businesses for large and small Asia companies.

Detailed experience in financial and structured trade modelling • Deep understanding of trading environment front to back • Gobal leader in Market Risk for Exotic & Non-Linear Products • Extensive exposure to emerging markets • Build models and risk framework from the ground up • Front Office Risk Management Experience • Trading Policy Capabilities

BROCHURE REQUEST

 

CHAT WITH YOUR ADVISOR:

                 FROCY LABRADOR             

Head of Innovative Learning & Talent Development

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