Secondary Market Trading Of Government Securities: Dynamics, Risks & Mitigation

This programme equips participants with a solid understanding of how government securities are originated and traded in the secondary market, the dynamics that shape overall market structure, and the direct and indirect impact on capital.

It also highlights key risks inherent in trading activities and provides practical strategies and tools for mitigating them to ensure sound and sustainable market practices.

LEARNING OBJECTIVES

• Explain the structure and mechanics of secondary market trading in government securities.
• Analyze how trading activities influence market dynamics, liquidity, and pricing.
• Identify and assess key risks inherent in secondary market transactions.
• Apply practical strategies and tools to mitigate risks and enhance trading outcomes.

COURSE CONTENTS

• Foundations of Secondary Market Trading
• Importance of secondary trading for liquidity and price discovery
• Trading platforms and settlement systems
• Regulatory and policy environment shaping secondary markets
• Pricing and valuation fundamentals (yield, duration, convexity basics)
• Impact of macroeconomic indicators (inflation, FX, policy rates)
• Risk Landscape in Secondary Trading
• Red flags to watch for in daily treasury operations
• Lessons learned from market disruptions or crises
• Technology and digital tools for monitoring trades
• Practical Application & Simulation

LEARNING OUTCOMES

• Gain a clear understanding of how government securities trade in the secondary market.
• Recognize the impact of trading on market dynamics, liquidity, and pricing.
• Identify key risks in secondary market activities and their implications.
• Apply effective risk mitigation strategies to strengthen trading decisions.

Secondary Market Trading Of Government Securities: Dynamics, Risks & Mitigation

Duration: 2 days

Skill Level: Foundation

Delivery Mode: Virtual

Month: September