Terms of Reference - Lot 3: Derivatives  Treasury  portfolio management  collateral  ALM and pricing  courses  - Lot 4: Legal Documentation.  Lot 1: General economic  banking and finance courses:  Lot 2: Financial Market and Product courses  Lot 3: Derivatives  Treasury  Portfolio management  Collateral  ALM and pricing  courses  Services provided under this lot shall cover awareness courses on Accounting   Statistics  Macro-economics  Banking fundamentals  and related matters.  Services provided under this lot shall cover courses on Financial Markets participants   products and recent developments  e.g. theme bonds  in particular Fixed Income   Treasury (both short term money market instruments and basic derivatives such as  IRS and cross currency swaps  basic FX products)  and related matters from Front  Office  Back-Office and Risk Management perspective  including regulatory and  accounting considerations.  Services provided under this lot shall cover courses on the following key topics  including covering latest market developments (such as for e.g. Libor reform) and  regulatory/best banking practices:  v)  Collateral Management  iv) Liquidity Risk such as ILAAP  Additional Liquidity Monitoring Metrics (ALMM)  and Intraday Liquidity Risk.  iii) Treasury products such as Repos  FX Swaps and Bonds.  ii)  Derivatives products with focus on interest rate swaps and other interest rate  and currency derivatives (description  usage  accounting  regulatory aspects  some  notion of pricing  principles of mark-to-market evaluation)  master netting and  collateral agreements  counterparty credit risk management  valuation adjustments  i)  Principles of asset and Liabilities Management and market risks with a  particular focus on Interest Rate Risk in the Banking Book  and Foreign Exchange  Risk  CFT-1626 Page 28 of 52 