Complex Derivative Transactions

Training

In London

£ 1,025 + VAT

Description

  • Type

    Training

  • Level

    Advanced

  • Location

    London

  • Duration

    1 Day

Course Objectives. The workshop is designed to teach participants how to assess the counterparty risk in complex derivative transactions. This will be done predominantly using a selection of real transactions which the participants will assess in small groups. The groups will make presentations on their findings and these will be discussed and assessed by all participants under the guidance of the trainer. Suitable for: Target Audience. The workshop is targeted at experienced credit analysts, counterparty analysts, and credit approvers who are comfortable with assessing plain vanilla derivative transactions but need further knowledge of how to approach complex transactions. The course is also suitable for those who design systems to record derivative credit exposures, for auditors of complex derivative transactions, and for regulators responsible for derivative transactions.

Facilities

Location

Start date

London
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Start date

On request

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Teachers and trainers (1)

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Course programme

Course review:

A one-day advanced workshop applying a structured approach to the analysis of counterparty risk in complex derivative transactions. The workshop is designed for experienced credit analysts, credit approvers, auditors, and regulators who have an understanding of the credit risk in derivative products but need practice in the application of analytical tools to complex transactions.

For prices, dates and locations please contact Anita Kinrade on

ANALYTIC FRAMEWORK

  • Purpose of transaction
  • Diagram of transaction
  • Cash flow of transaction
  • Risk drivers
  • Risk assessment and quantification

TRANSACTIONS

  • Risk assessment and estimation of pre-settlement risk and other credit risks for approximately twelve different transactions
  • Transactions to cover:
    • Interest rate risk, including swaps, options, and swaptions
    • Foreign exchange risk
    • Equity risk, including options and total return swaps
    • Credit derivative risk
    • One or two transactions based on more exotic underlying instruments (for example, a variance swap).
  • Risk assessment to involve assessing different types of credit risk:
    • Pre-settlement risk/current MTM
    • Settlement risk
    • Payment mismatch risk
    • Premium payment risk
    • Lending risk.

Additional information

At Fitch Learning we consistently receive excellent customer feedback - 94% of our participants recommend a colleague attend the same course. With 25 years’ experience, our interactive training methods are tried and tested. Our workshops are small – with no more than 16 people – to ensure your learning experience is as interactive and personal as possible. They are taught through up-to-date , region-specific case studies and exercises so you can apply the analytic skills you learn as soon as you are back at your desk. If you register a place 8 weeks or more in advance of the course, you can save 10%.

Complex Derivative Transactions

£ 1,025 + VAT