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Swaps Overview
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
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Fund Managers new to Swaps
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Dealers and Brokers new to Swaps
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Accountants and Internal and External Auditors (CPD credit)
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Compliance Officers & Lawyers
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Back Office Managers and Staff
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Institutional Salesmen
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IT & Systems Executives developing Systems for Swaps
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Pension Fund Trustees considering the use of Swaps
Content
Market Overview
-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: |
| Duration | 1 day |
| Dublin | |
| Fee | Euro 550 |
| London | |
| Fee | £ 480 +VAT |
Investment Education PLC
45 Old Hall Road, Manchester M7 4JF, United Kingdom
Tel:+44 (0)161 832 3800
Email: mail@investmentEducation.net
Registered in England Number 2129160
VAT Registered Number GB 480 2112 85
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