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Derivatives Learning Path (ACP-DV) PDF Print E-mail

The Derivatives learning path is designed to give the participant knowledge in how to use Allegro to manage energy derivative instruments.   The goal is to provide front, middle and back office personnel the ability to capture derivative deals, manage price and the risk of various derivative structures.

DV201 Contracts

In this course, participants will first learn how to navigate the Allegro UI as well as how to use the Contracts component to capture and manage all contract-related information pertaining to derivatives.  Participants will learn how to:

  • Navigate the Allegro Application
  • Create counterparties
  • Create contracts
  • Perform contract approvals
  • Manage contract changes and amendments
  • Configure key contract parameters
Duration: 70 minutes
DV203 Trade Execution: Futures and Options

This course will give participants the knowledge and skills they need to manage exchange futures and options transactions.  Participants will learn how to:

  • Configure trade execution parameters for derivatives
  • Leverage trade templates for derivative deals
  • Capture futures trades
    • Crude oil futures
    • Nymex NG and CBOT
    • Setting position frequencies
  • Capture option trades
    • Option positions
    • Exchange based option
    • Option expiration
Duration: 90 minutes
DV204 Trade Execution - OTC Derivatives

This course will give participants the knowledge and skills they need to manage OTC transactions.  Participants will learn how to

  • Define the basic parameters for OTC trades
  • Capture exchanges, exchange calendars, and termination dates
  • Define payment terms and price precisions
  • Define template functionality
  • Build template specifics
  • Capture OTC swaps
  • View price details for a trade

Duration: 60 minutes

DV301 Currency

In this course participants will learn how to setup currencies and interest rates and gain an understanding of how Allegro is used to manage currency exchange related activities.   At the completion of this course, participants will be able to:

  • Configure currency parameters
    • Create interest indexes
    • Configure a currency
    • Configure maturities
  • Capture currency exchange rates (forward and spot)
  • Capturing interest rates
  • Capture currency volatilities
Duration: 20 minutes
DV401 Exchange Based Futures Settlement - Derivatives
In this course, participants will learn how to settle derivative transactions.  Upon the completion of this course, participants will be able to:
  • Configure derivatives settlement parameters including:
    • account codes
    • fee types
    • contract types
    • brokers (brokers, broker accounts, exchange brokers)
  • Settle, close and accrue exchange based futures contracts
    • perform settlement validation
    • close positions using Futures Match
    • re-open futures positions using Un-Match
    • generate margin settlement
    • generate M2M accruals

Duration: 30 minutes

DV411 Hedge

In this course participants will learn how to utilize the Hedge component for the management of hedging activities. At the completion of this course, participants will be able to:

  • Define hedge financial data elements
  • Capture a hedge definition
  • Create hedge positions
  • Generate regression testing
  • Create and evaluate hedge analysis
  • Evaluate prospective, CDO and retrospective data
  • Create accruals for hedge transactions
  • Generate hedge compliance reports (157/161)

Version: 8.0
Duration: 45 minutes

DV411.1 Hedge

In this course participants will learn how to utilize the Hedge component for the management of hedging activities. At the completion of this course, participants will be able to:

  • Define hedge financial data elements
  • Capture a hedge definition
  • Create hedge positions
  • Generate regression testing
  • Create and evaluate hedge analysis
  • Evaluate prospective, CDO and retrospective data
  • Create accruals for hedge transactions
  • Generate hedge compliance reports (157/161)

Version: 8.1
Duration: 45 minutes