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International Structured Finance and Derivatives

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[Webinar] International Structured Finance
and Derivatives 2021

a Foundational
and Legal Perspective

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ABOUT THE EVENT

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Dates: 1, 2, 3 & 4 February 2021 – 6.30 pm to 10 pm
Format: Two 3.5 hour-classes + two 3 hour-classes
Venue: This event is being conducted as a webinar
Practice area: Banking and Finance
Training level: General
Seminar Fees*:

  • Full Seminar (4 sessions) : SGD 1,750 or EUR 1,150
  • Per session : SGD 450 or EUR 300

* Net fees, include conference materials and tea break
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MORE INFORMATION AND APPLICATION
buci.chan@sorbonne-assas-ils.org

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ABOUT THE SPEAKER

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[av_team_member name=’Simo M. Dafir’ job=’Managing Director at Volguard’ src=’https://com.ils-assas-university.com/wp-content/uploads/2013/02/M.Dafir_.jpg’ attachment=’14407′ attachment_size=’full’ image_width=’av-team-img-original’ description=’Simo M. Dafir is a Managing Director at Volguard, a financial consulting firm specializing in Capital Markets, Wealth Management and Derivatives. He has over fourteen years of experience during which he has held senior positions in a number of major international banks in Hong Kong and Singapore.

He was the Regional Head of Commodity Structuring at Standard Chartered Bank, Head of Commodity Exotics and Hybrids at Merrill Lynch Asia, and Trader of Credit Derivatives at Credit Suisse.

Mr. Dafir is author of “Fuel Hedging and Risk Management”, published by Wiley Finance. He has been a visiting professor at leading universities in Europe and Asia and an expert witness for financial markets litigations.

Mr. Dafir started his career in Aerospace and Telecom at the European Space Agency and Alcatel.

He holds an MBA from INSEAD, a Post Graduate Research Degree from the National Polytechnic Institute of Toulouse, an MSc in Automation from ENSEEIHT and a Bachelor’s degree in Mathematics.’ font_color=” custom_title=” custom_content=” av_uid=’av-10uxuvq9′ admin_preview_bg=”][/av_team_member]

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CPD Points: 13 Public CPD Points
Practice Area: Banking and Finance
Training Category: General

sile-iconParticipants who wish to obtain CPD Points are reminded that they must comply strictly with the Attendance Policy set out in the CPD Guidelines. For this activity, this includes logging in at the start of the webinar and logging out at the conclusion of the webinar on each day of the activity, and not being away from any part of the webinar for more than 15 minutes on each day of the activity. Participants may obtain Public CPD Points for each day of the event on which they comply strictly with the Attendance Policy. Participants who do not comply with the Attendance Policy will not be able to obtain CPD Points for attending the activity. Please refer to http://www.sileCPDcentre.sg for more information.

CPD Points:

  • Session 1 – 3.5 Public CPD Points
  • Session 2 – 3.5 Public CPD Points
  • Session 3 – 3 Public CPD Points
  • Session 4 – 3 Public CPD Points

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PROGRAMME OVERVIEW

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Session 1: 1 February 2021

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Session Start: 6:30 pm
Break: 8:15-8:30 pm
Session End: 10:00 pm
1. The Role of Financial Markets
2. The structure of Financial Markets
3. An insider perspective of the culture in Financial Markets
4. Margin Call Movie
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Session 2: 2 February 2021

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Session Start: 6:30 pm
Break: 8:15-8:30 pm
Session End: 10:00 pm
1. Hedging, Speculation and Arbitrage
2. Financial Derivatives Building Blocks
3. Forwards & Futures Markets: Uses and Terminology
4. Commodity Exchanges and clearing Mechanisms
5. Options Markets: Put, Call and Exotic Options
6. Swaps: Commodity, IR, FX and Equity Linked Swaps
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Session 3: 3 February 2021

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Session Start: 6:30 pm
Break: 8:00pm to 8:15pm
Session End: 9:30 pm
1. Wanted and unwanted risks
2. Systemic, specific and idiosyncratic risks
3. Market Risk, Counterparty Risk, Legal Risk, Liquidity
Risk, Operational Risk
4. Market Misconducts: Naked Short Selling, Price
Manipulation, Pump & Dump, Painting the tape, wash
trades, Mis-representation.
5. Credit Risk and Credit Derivatives
6. Credit Default swaps: Market and Legal considerations
7. 1. Documentation and ISDA negotiation
8. 2. Netting and Credit Support Annex
9. 3. Examples of Term sheets and Confirmation documents
1. Structured Linked Notes
2. Commodity Hedging transactions
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Session 4: 4 February 2021

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Session Start: 6:30 pm
Break: 8:00pm to 8:15pm
Session End: 9:30 pm
Case Study 1: Mini-Bonds: Analysis of the documentation
from a risk perspective: Rating Agencies, CDOs and First-To-
Defaults
Case Study 2: La Barre De Fer:
1. Copper Mine Financing
2. Risks Analysis
3. Risk Mitigations
4. Commodity Derivatives Strategies: Swaps, Three Ways
5. Risk Sharing: Securitization, SPV, Collateral & Ring
Fencing
6. Counterparty Risk: Credit default Swap & Synthetic TRS.
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MORE INFORMATION: buci.chan@sorbonne-assas-ils.org
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