Danske realkreditobligationer

Course description

Kurset giver dig indsigt i realkreditmarkedet, herunder lovgivning omkring likviditetskrav, F1-lovgivning, kreditrisiko, ratings mm. Du får en solid indsigt i konverteringsretten og beregningen af optionsjusterede nøgletal.

Course content

– Realkreditmarkedets opbygning
– Ratings og kreditrisiko
– Realkreditlovgivningen
– Prepayment modeller
– Låntageradfærd
– Ny F1-lovgivning
– Gevinstkrav
– Teoretisk pris
– Option adjusted spread
– Optionsjusteret risiko

The course is relevant to

– Analytikere
– Kunderådgivere
– Portfolio Managers
– Risk Managers
– Market Makers
– Systemudviklere
– Compliance
– Intern revision
– Finansielle myndigheder

Prerequisites

Der forudsættes et generelt kendskab til obligationer.

Dates

12 Oct 2021 - 13 Oct 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

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