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 