SUBSCRIPTION FOR 1 year

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Credit Derivatives Essentials

What you will learn:

  1. Gain an understanding of the Credit Derivative Market and how it operates
  2. Appreciate how Credit Default Swaps (CDSs) are priced and how they work in practice. Hedging, investing and trading
  3. Understand the workings and risks of different types and variations of credit derivative
  4. Gain knowledge of the Credit Default Index Market. We look at itraxx and iboxx indices. From Investment Grade (IG) to the much tracked Crossover Index.
  5. Understand why there is credit risk on a CDS. Learn about CVA (Credit Value Adjustment) pricing
  6. Appreciate how credit spreads from bond issues can be priced directly from CDS prices
  7. Understand how CDSs can be arbitraged through the Asset Swap market

US$104 per 365 days

Category:

Product Description

What is Credit Derivatives:

The programme is designed to give participants a thorough understanding of how the Credit Derivatives markets work. We look at how CDSs are priced and how these markets trade. We explain the impact that Dodd Frank and EMIR has had on the market and the look at the standardised market. We also consider the OTC market and a variety of Credit Derivative products and there uses.

Why it is important:

The program explores each product holistically, covering product mechanics and trading conventions, pricing, applications in investing and trading strategies including pitfalls to be aware of, risk management, infrastructure requirements, and regulatory capital for banks.

Practical application is emphasized throughout the program via real-world case studies and workshops, which focus on international best practices and explore the experiences of a range of institutions.

What you will learn:

  1. Gain an understanding of the Credit Derivative Market and how it operates
  2. Appreciate how Credit Default Swaps (CDSs) are priced and how they work in practice. Hedging, investing and trading
  3. Understand the workings and risks of different types and variations of credit derivative
  4. Gain knowledge of the Credit Default Index Market. We look at itraxx and iboxx indices. From Investment Grade (IG) to the much tracked Crossover Index.
  5. Understand why there is credit risk on a CDS. Learn about CVA (Credit Value Adjustment) pricing
  6. Appreciate how credit spreads from bond issues can be priced directly from CDS prices
  7. Understand how CDSs can be arbitraged through the Asset Swap market

Target audience:

The course is best suitable for full range of participants in the credit derivatives market, both on the buy side and sell side including: Credit traders and salespeople, Structurers, Asset managers, ALM and treasury (Banks and Insurance Companies), Loan portfolio managers, Product control, finance and internal audit, Risk managers and risk controllers.

 

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