Acquire a working knowledge of credit derivative structures, applications, trading mechanisms, documentation and settlement, especially following the major developments in 2009
Understand the relationship between credit derivatives and the physical credit markets such as corporate bonds
Practise CDS pricing using both the cash markets and modelling approaches, and understand how the fundamental probabilities and recovery rates may be estimated
Understand credit indices, and how they operate
Model credit indices using alternative approaches
Discuss the current regulatory treatment of credit products from both a buyer’s and seller’s perspective
The course will be of value to all executives involved in structuring, pricing, sales & trading, origination, product control, credit portfolio management, risk management and investment. It will also be of interest to executives with responsibility for systems and IT support, documentation, audit, compliance and legal aspects of credit derivatives.
Course level
It is assumed that delegates will have a working knowledge of financial markets, derivative structures and financial mathematics, and with Excel. Basic familiarity with the characteristics of credit derivatives is also assumed.
Teaching methods
The interactive course combines formal lectures with practical sessions, discussions and a wide range of computer-based exercises and demonstrations, to reinforce the learning and to ensure that delegates are ready to apply the course as soon as they return to their institutions.
More Information about the Credit Default Swaps & Credit Portfolios Course in Paris at http://investcourses.com/credit-default-swaps-credit-por ...
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