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Repo Contract (REP)

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Date
27.06.2017 09:00 - 16:45
Teachers
  • Radu Babota
Price excl. VAT (CHF)
1'050.00
Location
Avaloq Evolution Corp.
Academy Room 2, 5th floor
Allmendstrasse 140
CH-8027 Zurich
Course description
During this course, participants will develop and enhance their skill which will permit them to carry out effective Repo transactions with the Avaloq Banking System.
 
Through a hands-on approach the course participants will learn how to enable business units to provide or take cash against the street-side while simultaneously receiving or delivering collateral to fulfil business requirements. The course explores the entire array of actions required for a successful OTC Repo activity, ranging from initial set-up, life-time maintenance and net-exposure evaluation (including Mark-to-Market operations).
 
Business-type driven context actions, as the most user-friendly means for provision of relevant and up-to-date business information are explained in detail and supported with multiple exercises. Finally, we address and give examples of Repo interaction with Avaloq trading, collateral management, settlement & booking module.
Objectives
  • Upon successful completion of this course every participant will:
  • Open and maintain individual GMRA (Global Master Repurchase Agreement) with their clients
  • Trade OTC Repo contracts
  • Understand the automatic processing of Triparty Repo contracts
  • Monitor net-exposure against counterparties
  • Mark-to-Market of outstanding Repo Contracts
  • Obtain specific and qualified information by browsing order books and reports
Target audience
Key Business Users and Implementation (Migration) Partners
Prerequisites
Before participating in this course, participants must have either attended the course “Avaloq Foundation (FOU)” or have equivalent knowledge and experience with the Avaloq Banking System.
The participants must have also attended the courses “Collateral Management (CLM)”.
 
Additionally, participants should have knowledge in the area of Repo.
Course content
Repo trading model within Avaloq
 
Avaloq Repo-relevant business types
  • Set-up of customised GMRA
  • Opening, keeping up-to-date and closing of Repo trades
  • Net-Exposure evaluation and Mark-to-Market operations
 
Information provisioning: Repo reports and order books
 
Repo integration with other Avaloq modules, i.e.
  • Collateral Management
  • Settlement
  • Bookings and Balancing
Duration
1 day
Avaloq Certified Specialist
This course is part of the specialisation in the area of competence
  • Portfolio Management & Trading
Availability
13 Available

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