Explore swaps-driven deals, the hedging challenges and the risks
A three-day practical training course
Mastering Swaps Markets training course
Learn how to
- Calculate the risks and rewards of the swaps market
- Apply and use interest rate derivatives effectively
- Get a good grasp of swap products
- Get to grips with the terminology and the jargon of the markets
- Learn the pricing and arbitrage relationships in the swaps market
- Apply swaps to risk management
Case studies and practical sessions
These include:
- Calculating Forward/Forward Prices and Zero-Coupon Rates
- Hedging an Equity Portfolio
- Interest Rate Risk Management
- Hedging Duration Gaps
- Portfolio Management
- Asset Swaps
- Amortising, Accreting and Roller-Coaster Swaps
- Credit Default Swaps
- FRAs, Futures and Interest Rate Swaps
- Forward Rate Agreements
- Rationale for OIS Discounting
- Swap Driven Bond Issues (Multilateral Development Bank)
- Nordic Export Credit’s Currency Swap
- Multi-Currency Debt Management
Key information
Dates: 2021
Venue: Online
Course Leader: Alan McDougall
London course fee: £2,999.00 + VAT @ 20% = £3,598.80
Online course fee: £2,399 + VAT if applicable
Why choose IFF?
TRACK RECORD – TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991
INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best
SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer
VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment
ACCREDITATION – we are accredited by the British Accreditation Council (BAC)
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IFF is the official learning partner of QuantMinds, the world's leading event series for quant professionals.
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CPD Certified
Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.