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      date
S1217 GB Securities financing 3rd and 4th June 2019

S1217 - Securities financing

Public cible

All people who need to understand these products (difficulty level: medium).

Objectifs
This seminar enables you to understand all important aspects of repos and equally, the securities borrowing and lending and the collateral management. Basic knowledge of banking transactions is required. The practical exercise will validate your skills.
Description

  • Repurchase agreement :
    • Understand repo transactions ;
    • Identify the crisis effects ;
    • Repo's impacts on the banking industry ;
    • Differentiate the OTC and stock-exchange (Eurex) markets ;
    • Identify the contracts between parties (stock-exchange or GMRA) .
  • Collateral management :
    • Understand collateral eligibility ;
    • Be able to calculate a margin call ;
    • Understand the collateral « reuse » functionalities ;
    • Corporate actions handling on collateral ;
    • Collateral substitution ;
    • Understand repo trade lifecycle.
  • Securities borrowing and lending :
    • Understand securities borrowing and lending operations ;
    • Identify contracts between parties (stock-exchange or GMSLA) ;
    • Identify similarities and differences between repos, securities borrowing and lending transactions ;
    • Collateral management.
  • Tripartite securities financing transactions.
  • Repo practical exercise : 
    • repo transaction simulation.

Notes

Plan a long training day!

Réf. Jour Horaire Prix S'inscrire
S1217 GB 3rd and 4th June 2019 09:00 - 17:00 440 €

Disponible

Presque complet

Complet

Prévu au semestre suivant