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 Global Financial Markets and Trading Essentials T2017 QR Code
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Global Financial Markets and Trading Essentials



This training program offers comprehensive education on various aspects of international finance and trading. Through expert-led instruction and practical exercises, this program equips professionals with the knowledge and skills needed to navigate and excel in the dynamic world of global finance.

Program Objectives:

At the end of this program, participants will be able to:

  • Analyze the short-term money-market holdings on assets and liabilities for any organization.

  • Examine the risk exposure of FOREX trades in both cash and futures positions.

  • Differentiate between M1, M2, M3, and L balances when constructing central bank monetary policy.

  • Describe the procedure for using financial intermediaries to balance daily cash flow transactions.

  • Create a scoring system to evaluate any company's immediate "returns on money"

  • Analyze the benefits and drawbacks of utilizing put and call options on FOREX futures as a risk management tool.

  • Describe the main differences between FOREX cash and futures markets and currency swaps.

  • Establish a practical interest-rate swap plan for a company's short-term liabilities.

  • Examine all varieties of short-term money market securities in relation to cash holdings and credit conditions.

Targeted Audience:

  • Banking professionals.

  • Money market participants.

  • FOREX traders.

  • Derivatives market professionals.

  • Financial institutions.

Program Outline:

Unit 1:

The Contemporary Landscape of Global Banking:

  • Central Banks and Variations on Monetary Policies.

  • SWIFT and Related Electronic Funds Transfers.

  • Commercial Banking vs. Private Banking Clienteles and Funds Management Policies.

  • The Intentions and Impacts of Quantitative Easing [QE] on Borrowing and Lending Policies.

  • Foreign Trade Balances of Payments among Countries and Banking Intermediaries.

  • The Impact of LIBOR, U.S. Prime, and other Short-term Benchmark Interest Rates.

  • The Effects of Removing the “Gold Standard” in Backing Currency Valuations.

  • The Role and Risks Associated with “Offshore Banking” and Non-regulated Transactions.

Unit 2:

Foreign Exchange [FOREX] and Global Currency Valuations:    

  • Purchasing Power Parity and FOREX Conversion Pricing.

  • Hedging Currency Risk Exposure with Long and Short Currency Futures Contracts.

  • The Use of Put and Call Options on Foreign Currency Risk Exposure Mitigation.

  • The Pound Sterling and Bank of England vs. Euros and European Central Bank Policies.

  • Country GDP, Interest Rates, and Relative Currency Fluctuations. 

  • Pegged Currencies vs. Free-Market Supply and Demand Currencies.

  • The Role of Speculators, Hedgers, and Ultimate Long Positions in FOREX Markets.

  • New “financially engineered” Products and Contractual Cash Flow Structures.

Unit 3:

Global Money Markets: 

  • Understanding M1 M2 M3 and L.

  • Bankers’ Acceptances [BAs] and Foreign Trade Credit Letters.

  • Repurchase Agreements [Repos] and Commercial Paper.

  • T-Bills and Deriving the Yield Curve: Implications for Global Interest Rates.

  • Certificates of Deposit and other Short-term Bank Instruments.

  • Fixed and Variable Bank Lines of Credit.

  • Global “Money Centers” for Short-term Financial Intermediation.

  • Cash Flow Management Strategies.

Unit 4:

New Banking Frontiers, Functions, and Cryptocurrencies:

  • The Design, Development, and Launch of Bitcoin.

  • Two-dozen Cryptocurrencies Follow the Bitcoin Lead.

  • Direct “peer-to-peer” Financial Transactions.

  • Dramatic Changes Coming in Global Banking Fees for Financial Intermediation.

  • Geographic Trade Blocs, Trade Pacts, and New Paradigms in “Cash Flow Management”.

  • Privacy Laws, Financial Disclosure, Collusion, Cartels, and Currency Innovations.


The Global Swap Markets:  

  • History and Development of the Swap Market for Foreign Currency.

  • History and Development of the Swap Market for Interest Rate Exchanges.

  • Portfolio Approaches to Foreign Currency Management.

  • Fixed-for-Fixed, Fixed-for-Floating, and Floating-for-Floating Interest Rate Swaps.

  • Nominal Principal and Settlement Valuations.

  • Bid-Ask Pricing Spreads and Market Efficiency in the Swap Markets.

  • Minimizing Transaction Costs on Global Financial Intermediation. 

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