Category: Derivatives
Course Level: Introductory to Intermediate
Duration: 1 day
Contact us for more information.This one-day course is designed to provide a practical overview of interest rate swaps, the markets, pricing and uses.
Objectives:
By the end of this course, delegates will have a better understanding of:
- The nature of interest rate swaps
- Swap pricing mechanics
- Swap trading in the markets
- Settlement and marking-to-market conventions
-
Swap strategies
Course Content:
- Swap definition and types of swapsUses of swaps
- Swap documentation
- Interest rate arithmetic and market conventions
- Pricing long-term swaps
- Swap Valuation
- Pricing short-term swaps
- Pricing non-standard swaps
- Asset swap pricing
- Benchmarking bonds with swaps
- Risk management
This course would be suitable for:
- Client services and call centres
- 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
- CISI Certificate - Derivatives
- CISI Diploma - Financial Derivatives
