Course overview
This comprehensive two day course offers an overview of all of the main tenets of the work of the United Kingdom Listing Authority (UKLA) and the panel on takeovers and mergers. Day one of the course will focus on the requirements a company has to meet in order to join the official list, and look at market abuse and insider dealing and the model code.
Day two of the course will focus on the work of the panel on takeovers and mergers. The main function of the panel is to issue and administer the city code on takeovers and mergers and to supervise and regulate takeovers and other matters to which the code applies.
How this course will help you
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Learn the listing principles
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Evaluate the role of the sponsor
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Understand the requirements of a prospectus
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Examine the restrictions on directors' dealings
- Identify the general principles of the code
Who should attend?
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In-house and private practice lawyers from UK or non-UK firms
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Compliance officers
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Managers in FSA governing or required functions
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Boards of regulated banks and other financial institutions
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Internal auditors
- Non-executive directors
Day 1
The requirements a company has to meet in order to join the official list
The listing principles
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The timetable
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Enforcement
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The Model Code
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Recent updates
How to apply for listing
The role of the sponsor
The requirements of a prospectus
How to draw up a prospectus
Disclosure and control of inside information in a listed company
Restrictions on directors' dealings under the disclosure and transparency rules
Market abuse and insider dealing and the model code
Update on future developments
Day 2
The legislative background to the panel
The role of the panel
The general principles of the code
The main rules
Disciplinary action
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Dr. Guan Seng Khoo
Dr. Guan Seng Khoo
Formerly Senior Director, Investment & Portfolio Risk Management at Temasek Holdings
At Temasek, Dr. Khoo developed new investment, performance and portfolio risk management metrics, applicable across the whole spectrum of investment asset classes and horizons. These included individual (dealspecific) end-to-end investment lifecycles at deal acquisition, holding period and exit/divestment stages as well as at the portfolio management enterprise level encompassing portfolio overlay management and synthetic divestment to modify the portfolio risk-return profile, i.e., enhancing the right-tail gain
and reducing the left-tail loss, via scenario simulation and stress testing.
Prior to Temasek, Dr. Khoo headed the group risk analytics team at Standard Chartered Bank. He was responsible for performing all global risk models validation for Basel II and BIPRU compliance – including AIRB credit risk and other Pillar I and II risk models, including stress testing for ICAAP and Economic Capital models. When he was a Senior Basel II consultant at Asia Consulting and Atos Origin, he also implemented stress testing modules and advised banks and regulators, including HSBC, Bank of Thailand, ICBC, Maybank,
Securities Commission, etc., on the efficacy and appropriateness of stress test frameworks, model implementations and solutions.
In the 90s, when he led a team of financial engineers to design and manage an algorithmic hedge fund, the Man-Drapeau Response Fund, at Man Investment Products, the world’s largest listed hedge fund manager,
stress testing was one of the key approaches to manage the fund’s portfolio performance risk as well.
Interested in holding this course in-house? Please fill out your details and a member of our team will be in touch with more information.
This course has now expired please email us to find out when the course will next be running.