Certified Fixed Income Manager – Education in Stockholm

Kursusbeskrivelse
Module 1 – The Bond Market
October 10-11, 2019
– Introduction to Bonds
– Price and yield-to-maturity
– Risk measures
– Zero coupon pricing
– Corporate bonds
– Mortgage Bonds
Module 2 – Fixed Income Derivatives
November 11-12, 2019
– 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
December 11-12, 2019
– Counterparty Risk Management
– Clearing of OTC-derivatives
– European Market Infrastructure Regulation
– CVA, DVA, FVA
– New Derivatives Pricing Methodologies
Hvem henvender kurset sig til?
- 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
Forudsætninger
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.
Instruktør
Program
Dato | 10 Oct 2019 - 12 Dec 2019 |
Kursusdage | 6 |
Lokation | Stockholm |
Sprog | English |
Niveau | Intermediate |
Pris | SEK 40.000. The price covers course material, lunch, refreshments, home exercises and reading material as well as exam and diploma. |