Advanced Swaps

Course overview

'Advanced Swaps' training course has been offered for market participants for over ten years. It has been continually updated to include the latest practical and theoretical developments in the structuring, pricing and hedging of swaps and related transactions.

It is assumed that you will have a basic understanding of the swaps market, including:

Operations of the cash, FRA, futures and swap markets
Use of discount factors to fair price swaps
Basic option pricing
General interest rate risk management

Summary of course content:

Construct and price off a futures strip
Blend information from different markets together efficiently
Price and hedge a wide range of non-generic swap structures
Transfer credit risk through the CDS market
Value foreign assets correctly
Swap complex structured products using numerical models and Monte-Carlo simulations
Decompose structures with embedded options into their basic components
Apply modern risk management to swap portfolios

Methodology

This course is very interactive, combining formal lectures with practical sessions, discussions and a wide range of computer-based exercises which can be taken away after the course. This will reinforce your learning and ensure that you are ready to apply the course as soon as you return to your institution.

All delegates are expected to bring their laptops to facilitate in-class studies and exercises.

Who should attend this training course?

Experienced members of swaps desks and other structuring teams
Senior risk managers
Market participants responsible for providing financial structuring / engineering and treasury services to end users
End-users to understand how banks are pricing and hedging swap structures

For more information on this training course please email trai...@euromoneyasia.com or call +852 2520 1481

Homepage: http://www.euromoneytraining.com

Advanced Swaps

Course overview

Methodology

Singapore

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