COURSE DESCRIPTION:

The module will provide introduction to financial derivatives, exploring their common business applications and classifications. The module will also examine major derivatives exchanges, understanding their purpose and key components. The discussion will proceed to the mechanics, pricing, and valuation of locally traded derivatives, specifically non-deliverable FX forwards, interest rate swaps, and currency swaps. Finally, the module will provide an in-depth discussion on the regulatory reporting requirements and tax implications of derivatives.

LEARNING OBJECTIVES:

1. Understand the uses and classifications of financial derivatives

2. Examine the purpose and key components of major derivatives exchanges

3. Analyze the mechanics, pricing, and valuation of locally traded derivatives

4. Know the regulatory reporting requirements and tax implications of derivatives

DAY 1. October 27, 2021 Wednesday (2:30PM – 5:30PM)

Speaker: Armin Paul D. Allado

I. Derivatives

II. Major Derivatives Exchanges

III. Non-deliverable Currency Forwards

DAY 2. October 28, 2021, THURSDAY (2:30PM – 5:30PM)

Speakers:

• Armin Paul D. Allado

• Dom B. Gavino, Jr.

• Mary Jane C. Japor

I. Interest Rate Swaps
II. Currency Swaps
III. Regulatory Guidelines on Derivatives
IV. Regulatory Reporting Requirements for Derivatives
V. Taxation of Derivatives

RESOURCE SPEAKER/S : BASICS OF DERIVATIVES

• Mr. Armin Paul D. Allado

Division Chief – Risk Management Division

Bureau of the Treasury

• Mr. Dom B. Gavino, Jr.

Former President & Chief Adviser for Education & Training, BAIPHIL

Chief Finance Officer, Deutsche Bank

• Ms. Mary Jane C. Japor

Secretary, BAIPHIL

VP/Local Regulatory Advice & Reporting Head, ING Bank N.V., Manila Branch

SCHEDULE:

Day 1 – 27 October 2021, Wednesday, 2:30 PM – 5:30 PM

Day 2 – 28 October 2021, Thursday, 2:30 PM – 5:30 PM

TRAINING FEE:

From Member Institution – P 2,240.00

From Non-Member Institution – P 3,360.00

**VAT inclusive