Swaps overview

Investment Education Plc

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Description

  • Type

    Course

  • Start date

    Different dates available

Background
This course provides a fairly detailed overview of Swaps, what they are, how they are used and the major varieties. No prior knowledge is assumed of Swaps but a good general knowledge of securities is assumed.
The course includes all the new changes in Collateral and Settlement.
Delegates
Fund Managers new to Swaps
Dealers and Brokers new to Swaps
Accountants and Internal and External Auditors (CPD credit)
Compliance Officers & Lawyers
Back Office Managers and Staff
Institutional Salesmen
IT & Systems Executives developing Systems for Swaps
Pension Fund Trustees considering the use of Swaps

Facilities

Location

Start date

Start date

Different dates availableEnrolment now open

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Reviews

Subjects

  • Arbitrage
  • Access
  • Staff
  • Market
  • Swaps
  • Currency Swaps
  • Securities
  • Credit
  • Systems
  • Accountants

Course programme

Content
Market Overview
-Development of the swap market
-Key users and uses.
-ISDA
-Interaction with related markets
Interest Rate Swaps
-Definition of an interest rate swap
-Floating versus fixed rate asset/liability
-Cash flows over time
-Quoting a swap price
-Coupon, basis, asset, term, money market swaps
Uses of IR Swaps
-Converting floating to fixed and vice versa
-Arbitrage using swaps
-Gaining access to markets
-Increasing lending and reducing borrowing rates
-Role of broker and intermediary
Currency Swaps
-Definition of a currency swap
-Types of currency swaps
-Quoting a price
-Use of Currency Swaps
Asset, DIFF, Circus, Cocktail Swaps
Credit Default Swaps
-Definition, Structure, Use

Swaptions
-Definition, Structure, Use
Pricing and Valuation Overview
-Review of time value of money
-Discount functions
-Defining price and value of a swap
-NPV of fixed versus floating cash flows
-Amortising, accreting, roller coaster swaps
-Valuing a Swap Set by Futures Prices

Collateralisation & settlement overview




Todays Date: 8 September 2017
Duration 1 day

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Swaps overview

Price on request

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