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