What Will I Learn
At the end of this course you will:
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Curriculum
- Standardized versus customized contracts
- Margin & daily settlement
- Clearing firms
- End users & producers
- Speculators & arbitrageurs
- How market participants use futures
- Forward rate agreements (FRA's)
- Value of a basis point in FRA's
- Eurodollar futures
- Value of a basis point in ED Futures
- FRA’s vs. ED Futures
- Treasury bond futures
- Basket deliverable futures
- Conversion factors
- Cheapest-to-Deliver
- Fair value and cash flow hedges
- Basis and hedge ineffectiveness
- Swaps as portfolios of forward contracts
- Example: Commodity swaps
- Physical vs. cash settlement
- Market value of a swap
- Essential fixed income arithmetic
- Value of a floating rate note
- Par coupon rates
- Vanilla interest rate swaps
- Swap curves (term structures) and spreads
- Types of Risks
- Risk identification and measurement
- Separation of trading, settlement
- Internal control structure and Management Information System
- Methods of risk control (Position limits, VAR, Margins, Operating Procedures and systems etc.)
How It works
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Live Classroom Sessions Each session is interactive and informative, featuring case studies, quizzes and projects |
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Interact, Learn and Grow bsevarisity.com enables you to master the concepts, interact with expert faculty and other learners and be a part of the community whilst growing. |
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