Overview

By the end of this course, learners will be able to identify key securities identifiers and reference data, explain securities borrowing and lending and collateral management processes, apply options strategies for risk management, analyze major financial risks, and evaluate the role of global regulatory frameworks such as MiFID and international supervisory bodies. This course provides a comprehensive, operations-focused understanding of how modern investment banking functions beyond trading. Learners gain practical insight into post-trade workflows, settlement instructions, reference data management, securities lending, and collateral operations—areas that are critical for minimizing operational and credit risk. Through structured modules, real-world process explanations, and applied assessment quizzes, learners build the ability to interpret risk types, understand mitigation techniques, and connect regulatory requirements to day-to-day banking activities. What makes this course unique is its end-to-end operational perspective, integrating derivatives strategies, risk management, and regulation into a single coherent learning path. It is especially valuable for aspiring operations analysts, risk professionals, compliance teams, and finance graduates seeking job-ready knowledge of investment banking infrastructure and controls.

Syllabus

Securities Identification & Reference Data Foundations

This module introduces the foundational building blocks of post-trade investment banking operations, focusing on global security identification systems, Standard Settlement Instructions (SSIs), and reference data management. Learners gain practical insight into how accurate identifiers and static data enable efficient trade processing, reduce settlement failures, and mitigate operational risk.

Securities Borrowing & Lending (SBL) Fundamentals

This module explores the structure and purpose of securities borrowing and lending markets, including participants, loan types, benefits, risks, and reporting requirements. Learners understand how SBL supports liquidity, short selling, and market efficiency while introducing operational and credit risk considerations.

Collateral Management Operations

This module provides a detailed view of collateral management within investment banking operations, covering collateral types, key parties, operational workflows, and relationship management. Learners gain insight into how collateral mitigates counterparty risk and introduces operational complexity.

Options Trading Strategies – Core Concepts

This module introduces core options strategies used for hedging and income generation, including calls, puts, covered strategies, and protective techniques. Learners understand risk–reward profiles and the strategic application of options in different market conditions.

Advanced Options & Derivatives Structures

This module advances learners’ understanding of complex options strategies and derivatives frameworks, including ISDA documentation, volatility-based strategies, and multi-leg spreads. The focus is on structuring precise risk–return outcomes in sophisticated market environments.

Risk Types and Risk Mitigation

This module examines key financial risks faced by investment banks, including market, credit, liquidity, and operational risk. Learners explore causes of risk and practical mitigation techniques used in real-world banking environments.

Regulatory Framework & Global Oversight

This module introduces the structure and objectives of financial regulation, emphasizing the role of international regulators in maintaining systemic stability. Learners understand how regulatory oversight supports market integrity and cross-border coordination.

Global Regulations & MiFID

This module focuses on global regulatory coordination and the Markets in Financial Instruments Directive (MiFID). Learners examine regulatory requirements, transparency rules, and the operational impact of compliance on investment firms.