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This two-day course provides participants with a thorough grounding in the major classes of fixed income derivatives.
Participants gain a broad knowledge of common fixed income derivative products and their uses.
- Create basic hedge structures using fixed income derivatives to hedge interest rate and currency risks.
- Estimate mark-to-market valuations of non-contingent derivatives.
- Understand the impact of valuation on margin flows.
- Contrast over-the-counter (OTC) derivatives with exchange traded (ET) ones, and cleared derivatives with non-cleared ones.
- Discuss the legal and accounting environment for derivatives.
- Portfolio/asset/fund managers
- Credit/lending officers
- Investment and commercial bankers
- Fixed income professionals
- Risk managers
- Banking supervisors