Training Courses
Advanced Swaps Workshop
Category: Derivatives
Course level: Advanced
In house
This 3-hour workshop course is designed to provide a detailed explanantion of the structure of swaps contracts, their pricing and how they are used in institutional client portfolios and retail funds.
It is assumed that all delegates have attended, or are familiar with, the concepts of the Introduction to Futures, Introduction to OTC Derivatives and Introduction to Options modules.
Case studies form an integral part of the course, to allow the delegates to consolidate the information and provide the basis for group discussions
Objectives
By the end of the workshop, delegates will have a better understanding of:
- the concept of time value of money
- discounting cash flows
- how to construct the zero coupon curve
- how to value swaps using the zero coupon curve
- risks involved in using swaps
Length
3 hoursCourse Content
Financial maths
Time value of money
Nominal and effective interest rates
Day count conventions
Worked example: Calulating the present value of a cashflow
Worked example: Converting a semi-annual rate to an annual rate
Interest Rate Swaps
IRS recap
Valuing LIBOR cashflows
Zero coupon pricing
Calculating the discount function
Constructing the zero coupon curve – bootstrapping
The futures/FRA strip
Valuing a swap using the zero coupon curve
Case study: Constructing the zero curve and valuing a swap
Swaps risk management
Factors affecting swap pricing / valuation
Interest rate risk
Modified duration
PV01
Curve risk
Swap spread risk
Effect of corporate actions on total return / equity swaps
This course would be suitable for:
- Finance and accounting
- Investment administration and operations
- Investment professionals
- IT and software developers
- Legal & Compliance
- Risk management
This course would be suitable for these exams:
- CFA - Level 2
- CFA - Level 3
- IMC
- SII Certificate - Derivatives
- SII Certificate - Financial Derivatives Module
- SII Certificate - Securities & Financial Derivatives
