Certified Fixed Income Manager

Course description

This education is relevant for anyone working with fixed income products. The certification program takes you through the essential markets, products and conventions of the fixed income markets. You will learn about the bond market, the fixed income derivatives market as well as how to measure the risk on fixed income products and the relevant regulation. The education consists of three modules of two days each. After the final module you can take an exam and thereby become a Certified Fixed Income Manager.

Course content

Module 1 – The Bond Market

– Introduction to Bonds
– Price and yield-to-maturity
– Risk measures
– Zero coupon pricing
– Corporate bonds
– Mortgage Bonds

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

The course is relevant to

– 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

Prerequisites

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.

Dates

Module 1

17 Mar 2021 - 18 Mar 2021

Module 2

14 Apr 2021 - 15 Apr 2021

Module 3

11 May 2021 - 12 May 2021

Instructor on this course

Jørgen Just Andresen

Jørgen Just Andresen

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 is also an external lecturer at Copenhagen Business School and was awarded teacher of the year at CBS’ education Graduate Diploma in Business Administration (Financial planing) in 2016.

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

Sign up here





Invoice is to be sent to (if another person than you)