CRYPTO ASSETS: RISK MANAGEMENT AND AN INTRODUCTION TO BLOCKCHAIN & DISTRIBUTED LEDGER TECHNOLOGIES (DLTs)

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CRYPTO ASSETS: RISK MANAGEMENT AND AN INTRODUCTION TO BLOCKCHAIN & DISTRIBUTED LEDGER TECHNOLOGIES (DLTs)

Instructors:  Dr Marios Kyriacou, Dr Theodosis Mourouzis and Mr. Hamish Raw

 

Webinar’s Topics:

AN INTRODUCTION TO BLOCKCHAIN & DISTRIBUTED LEDGER TECHNOLOGIES

Instructor: Dr. Theodosis Mourouzis

  • A historical evolution of cash and payment systems
  • Intro to Blockchain/DLT
  • Blockchain Properties (transparency, immutability, security, non-repudiation, finality)
  • Benefits and Challenges (scalability, security, interoperability)
  • From Web 2.0 to Web 3.0
  • Interaction of Blockchain with other emerging technologies (AI,ML, IoT)
  • Use Cases: Payments, KYC/AML, securitisation, certificates authenticity, provenance/traceability, supply chain and others
  • Case Study and Workshop: Use Blockchain to solve real-world problems

 

CRYPTO ASSETS: RISK MANAGEMENT

Instructor: Dr. Marios Kyriacou

  • CySEC circulars C417 and C462
  • Risks created by positions in crypto assets
  • Calculation of regulatory own fund requirements under Pillar I
  • Direct investment in crypto assets on a non-speculative basis (banking book exposure)
  • Direct investment in crypto assets on a speculative basis (trading book exposure)
  • Direct investment of CIF’s clients in crypto assets or financial instruments relating to crypto assets with the CIF acting as the counterparty to these transactions
  • Internal Capital Adequacy Assessment Process (ICAAP) and Stress Testing under IFR/CRR Pillar II with some illustrations
  • Pillar III disclosures
  • Enhancement of risks management procedures associated with crypto assets

 

CRYPTO ASSETS: MARKET RISK MANAGEMENT AND CRYPTO FUTURES AND OPTIONS RISK MATRICES

Instructor: Mr. Hamish Raw

  • Usage of Bitcoin call option, put option, call spread, put spread, straddles and strangles
  • The ‘Greeks’, instant risk parameters of futures and options positions
  • Constructing the risk matrix including delta, gamma, theta, vega and P&L
  • Practical illustration using in-house software on hedging trades
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Date

Dec 10 2021

Time

9:00 am - 2:30 pm

More Info

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Location

MS Teams
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