Professional Training

A Masterclass in Bonds and Fixed Income

Length
5 days
Price
4.41 GBP excl. VAT
Next course start
13 September, 2024 See details
Course delivery
Classroom
Length
5 days
Price
4.41 GBP excl. VAT
Next course start
13 September, 2024 See details
Course delivery
Classroom
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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

Upcoming start dates

1 start date available

13 September, 2024

  • Classroom
  • London

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

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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...

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