Course description
This comprehensive 3-day program is designed to equip participants with the skills to use, price, manage, and evaluate interest rate and cross-currency derivatives. Starting with the fundamentals of money markets and futures, the course progresses through yield curve construction, interest rate and cross-currency swaps, and their real-world applications.
The training emphasizes a hands-on approach, with numerous practical exercises focused on hedging, valuation, and risk management. Additionally, the course covers key topics such as xVA, documentation, and settlement processes.
Participants will gain valuable experience through extensive use of Excel-based tools for valuation and risk management, which they can immediately apply in their professional roles.
Upcoming start dates
Suitability - Who should attend?
This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives.
- Interest-rate sales / traders / structurers / quants
- IT
- Bank Treasury
- ALM
- Central Bank and Government Treasury
- Funding managers
- Insurance Investment managers
- Fixed Income portfolio managers
- IPV professionals
Outcome / Qualification etc.
Learning Objectives
Learn how to use, price, manage, and evaluate interest rate futures and swaps in this comprehensive, hands-on three-day programme. Includes xVA and documentation