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The training sessions will take place in LOGIN premises
Dates to be confirmed
Objectives
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Improve your knowledge of ACUMEN
in some very practical and "hot" areas and gain day-to-day
efficiency. Also meet other ACUMEN users in
Paris, on a user-friendly and turnkey environment, allowing "hands-on"
training sessions and fruitful exchanges.
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Note that any training module can
be replaced by an "AS YOU WISH" session, allowing you to meet a LOGIN
Consultant for a customised training or a "QUESTIONS AND ANSWERS" session.
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Who should attend this programme ?
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Delegates attending "Package 1" are not
assumed to have any knowledge of ACUMEN (unless very superficial). Their
background can be front or back office oriented; IT people who want to improve
their knowledge of the functional part of the system are also welcome.
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Delegates attending "Package 2" are
assumed to have a standard knowledge of ACUMEN as well as financial theory.
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Delegates are encouraged to ask questions and
expose areas of particular interest.
Cost and registration
Price: € 500 per person and day (not including travel and
accommodation).
Examples of Training sessions
Package 1
This is a three day session:
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Day 1 is dedicated to the presentation of the new
developments and enhancements between the old and new Acumen release of the
client. |
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Day 2 and 3 are "Hands-on" training sessions of 3 hours
each, on specific modules or instruments; there can be two sessions in
parallel (functional and technical orientations), that can be mixed any way. |
Package 2
This is a three day session:
Basic Training
General presentation
Instruments
Modules coverage
Selection
Deal capture
Presentation of deals characteristics
Main valuation principles
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Risk management
Credit risk
Market valuation and market risk
User parameters
Back office functions
Monitoring of payments
Fixings
Accrued interest calculation
Confirmations
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Package 3
Advanced Risk Tools and
Reporting
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Benchmarking
Definition of benchmarks
Computing and saving results
Data analysis for performance measurement
Future possible extensions
Sensitivity monitoring
Cash flow valuation and sensitivity analysis
Exchange rate analysis
Hedging recommendations
Volatility management
Set up (types of matrices / DDE link / Risk Metrics
volatilities and correlations)
Calculation: Flat to Forward algorithm and Volatility variation analysis
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ALM tools
Interest income projection
Spread analysis
Closing gap function
IAS in ACUMEN
What does IAS cover
Main existing IAS-compliant reports
Future possible extensions
CMS and convexity
Calculation principles & comparison of different
approaches
Worked Examples in ACUMEN
Complex deals
Callable bonds
Digital CMS floater Notes
Asian Index-Linked Redemption Notes
Callable and Trigger Power reverse dual currency Notes
Zero coupon callable Notes
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