Training Courses

Introduction to Money Markets & Foreign Exchange

Category: Money Markets and FX

Course level: Introductory

In house

The aim of this one-day workshop is to provide a fast-track introduction to the money markets and foreign exchange.

No prior knowledge is assumed and all terms will be fully explained.

Case studies form an integral part of the course, to allow the delegates to consolidate the information and provide the basis for group discussions.

Objectives

By the end of this workshop, delegates will be able to:

  • understand the basics of the money markets and foreign exchange
  • calculate present and future values (i.e., DCF calculations)
  • calculate forward rates
  • understand the factors that influence interest and FX rates

Length

1 day

Course Content

Introduction

Overview of financial markets
Risk and return characteristics
Current developments
Cash flows: the underlying of any financial instrument

Time value of money and interest rates

Factors determining the value of money
Future value and present value
Discount factors and compound factors
Yield vs return
Differences between capital markets and money markets

Explanation of the commonly used market conventions

US bond basis
US money market basis
UK money market basis
ISMA convention
Actual/Actual

Payment day convention

Preceding and following payment day convention
Modified following payment day convention
FRN convention

Money market instruments

Discounted securities vs interest-bearing securities
Interest rate calculations

Forward markets

Developing a forward market from deposits
Forward rate agreements (FRAs)
Interest rate futures

Foreign exchange markets

Spot FX
Forward outright
FX swaps
Covered interest arbitrage

 

This course would be suitable for:

  • Finance and accounting
  • HR and training
  • Investment administration and operations
  • IT and software developers
  • Legal & Compliance
  • New entrants
  • Sales and marketing

This course would be suitable for these exams:

  • CFA - Level 1
  • CFA - Level 2
  • IMC
  • UKSIP - Introduction to Investment
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