Purpose / Background
This program is case study-focused on the various market surveillance frameworks and techniques used for detecting illegal trading activities in derivatives, including exchange-traded and OTC products. The course outlines an effective surveillance framework used in developed markets and extends the concept to surveillance of cross border transactions. Surveillance techniques of various derivatives products are demonstrated through the use of case studies. Included in the suite of surveillance activities covered in this workshop are methodologies for estimating and monitoring clearing fund and margin.
At the end of the workshop, participants will have learnt:
- the elements of an effective market surveillance framework for exchange-traded and OTC derivatives market;
- surveillance techniques used for various kinds of derivatives trading to identify red flags for further investigation;
- techniques for on-site and off-site surveillance;
- importance of monitoring large open positions; and
- methodology for estimating and monitoring the clearing fund and margins
Case studies on multi-market abusive trading, surveillance for different types of derivative products, surveillance for market misconduct, on-site/off-site surveillance monitoring, and large open position monitoring.
The course is designed for individuals with a minimum of 4-5 years of financial regulation experience.
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