OTC Derivatives – Pricing and Counterparty Risk
Course in Copenhagen
Early bird
Sign up before 1 Feb 2025 and get 10% discount.
Module 1 – Bond and Fixed Income Analysis
– Introduction to Bonds
– Price and yield-to-maturity
– Risk measures
– Zero coupon pricing
– Corporate bonds
– Mortgage Bonds
– Fixed Income Exposure from Alternatives
– Optimizing Fixed Income Portfolios
– Assessing Fixed Income Risk and Return
Module 2 – Fixed Income Derivatives
– Derivatives trading
– Fixed income repo’s
– Interest rate swaps
– Caps, Floors, Collars
– Swaptions
– Bund futures and Bund options
Module 3 – OTC-derivatives – Pricing and Counterparty Risk
– Counterparty Risk Management
– Clearing of OTC-derivatives
– European Market Infrastructure Regulation
– CVA, DVA, FVA
– New Derivatives Pricing Methodologies
– Swap Dealers
– Fixed Income Portfolio Managers
– Risk Managers
– Controllers
– Fund Managers
– Account Managers
– IT-consultants
– Financial Consultants
– Regulators
– Internal Auditors
– Compliance
– Graduates
– Analysts
– Backoffice Employees
– Middle Office Employees
– Operations
The course requires basic knowledge of the fixed income markets. You will be asked to read relevant literature and solve exercises in between the modules. After the final module there will be an exam.
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We are currently planning future dates.
Please contact us for more information.
Jørgen Just Andresen is Managing Director of Financial Training Partner A/S, which he co-founded in 2002.
He has many years of teaching experience as a chief consultant at SimCorp’s training department, which he joined in 1996. Prior to SimCorp he worked at Danske Bank with fixed income research and fixed income sales.
Jørgen has worked for a number of years as external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planning).
He is author of the books Finansiel Risikostyring (Financial Risk Management) and Finansielle Derivater (Financial Derivatives) published by Djøf Publishing.
He holds an M.Sc. (international finance) and an HD (accounting).
Jørgen teaches Derivatives, Risk Management, Portfolio Management and Fixed Income
