Search courses 👉
Professional Training

A Masterclass in Bonds and Fixed Income

Length
5 days
Length
5 days
Leave your details so the provider can get in touch

Course description

Masterclass in Bonds and Fixed Income

  • Price fixed rate bonds at a glance - without using a calculator
  • Price fixed rate bonds on your phone and in Excel
  • Understand the relationship between fixed rate bonds and floating rate notes
  • Determine whether bonds are cheap or expensive
  • Use asset swaps as a pricing tool for credit risk

Training Course Content

Day 1

  • Introduction to the Bonds Markets
  • Capital Adequacy Requirement for Banks
  • Bond Mathematics
  • Market Conventions and Conversions
  • Bond Pricing
  • Calculation Exercises

Day 2

  • Sensitivity Analysis
  • Hedging Using Duration
  • Creating Spread Trades Using Duration
  • Bond Portfolio Management
  • Repo’s
  • Uses of Repo’s
  • Bond Origination
  • The Debt Origination Process

Day 3

  • Government Bond Strips
  • Bond Pricing Revisited
  • Term-structure of Interest Rates Part 1
  • Credit Curves
  • Introduction Swaps
  • Types of Swaps
  • Uses of Swaps

Day 4

  • Asset-backed Securities
  • Asset Swaps
  • The Principal of Swap Pricing and Valuation
  • Term-structure of Interest Rates Part 2
  • Credit Curves (II)
  • Measuring Corporate Bond Credit Risk and Benchmarking

Day 5

  • Value Adjustments to Swaps Pricing
  • Pricing Currency Swaps
  • Pricing Credit Default Swaps
  • Credit Risk Management: From CVA to xVA
  • Measures for Credit Portfolios

Request info

Contact form

Fill out your details to find out more about A Masterclass in Bonds and Fixed Income.

  Contact the provider

  Get more information

  Register your interest

Country *

reCAPTCHA logo This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
IFF - International Faculty of Finance
Maple House 149, Tottenham Court Road
W1T 7AD London

International Faculty of Finance - IFF Finance - Specialist Training Courses

As one of the world's leading specialist financial training organisations, The International Faculty of Finance provides participants in the global financial markets with intensive technical training programmes designed to help them succeed on the global stage.  Established in 1991 we...

Read more and show all courses with this provider

Ads