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

Jørgen Just Andresen

Program

Certified Fixed Income Manager