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DAY l:
INTRODUCTION
RISK MANAGEMENT
PRODUCTS
INTEREST RATE SWAPS
RATES
LIMITS
MARKED TO MARKET
AMORTIZING SWAPS
BASIS SWAPS
DAY 2:
CAPS AND FLOORS
INVERSE FLOATERS
CURRENCY SWAPS
PRIVATE PLACEMENT CASE
DAY 3:
OPTIONS
DEFINITIONS
BASIC RELATIONSHIPS
STRATEGIES
VALUATION
BLACK SCHOLES MODEL
BINOMIAL MODEL
DAY 4:
THE GREEKS
STRUCTURED NOTES
CURRENCY INDEXED NOTES
COMMODITY LINKED NOTE
EQUITY LINKED NOTE
DUAL CURRENCY PLACEMENT
DAY 5:
CASE COMBINING:
CURRENCY SWAP
INTEREST RATE SWAP
SPOT EXCHANGE MARKET
FORWARD EXCHANGE MARKET
RECENT DEALS
BENEFITS FOR PARTICIPANTS:
Participants will be introduced to the latest tools to deal with financial
risk. They are expected to
develop a basic understanding of using different instruments in risk
management and financial
engineering. They will see the benefits of using swaps, options, forwards and
futures. They will
increase their ability to assess the riskiness of each product or strategy.
They will learn how to
achieve an efficient hedging strategy. Real world situations and cases will
be featured.
TYPE OF ATTENDEES
This is beneficial to senior and mid-level managers for both financial and
non-financial institutions
and organizations; risk managers, fund managers, financial analysts,
treasurers, portfolio managers,
brokers and regulators
Other Seminars:
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