An intensive 3-day programme providing hands-on experience in accounting for derivatives for the equity, FX and interest rates markets. The complex topic of hedge accounting is demystified through the use of practical cases.
The programme provides a conceptual framework based on an intensive use of real world cases. Each case is covered step by step, encouraging interactive participation. The cases will cover the decision-making, documentation requirements, hedge effectiveness assessment and the accounting of a hedging strategy during its life.
Date: 6th - 8th November 2013
Venue: Central London
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