Overview
1 day course covering mechanics, pricing and applications of cross currency swaps (CCS) and cross currency basis swaps (CCBS)

Who the course is for
Corporate treasurers and financial institution asset-liability management staff
Interest rate and FX derivative traders, salespeople and quants
Multi-lateral development banks
Fixed income asset managers
Risk management

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Finex Learning

Global Markets

Financial Markets

Financial Derivatives

Forex

Banking & Finance

Cross Currency Swaps

Overview
A 1-day course on inflation-linked bonds and derivatives, focusing on the UK market in particular. 
We examine how inflation is defined and quantified, the choice of index (RPI vs. CPI), and the most common cash flow structures for index-linked securities. 
We look in detail at Index-linked Gilts, distinguishing between the old-style and new-style quotation conventions, and how to calculate the implied breakeven rate. 
Corporate bond market in the UK, and in particular the role of LPI in driving pension fund activity. 
Inflation swaps and other derivatives, looking at the mechanics, applications and pricing of inflation swaps and caps/floors. 
The convexity adjustment for Y-o-Y swaps is derived intuitively.

Who the course is for
Front-office sales
product control
research
Traders
Risk managers
Fund managers
Project finance and structured finance practitioners
Accountants, auditors, consultants

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Financial Engineering

Investing & Trading

Quantitative Finance

Inflation Derivatives & Index Linked Bonds

Overview
The first half of the course will cover all the essential tools of the currency markets – spot FX, forwards, FX swaps and NDFs. We look both at the pricing of these products and also how customers use them. The afternoon session will cover a range of important topics beyond the scope of an elementary course on currency options. We start with a quick review of the key concepts and terminology, and then we look at the key exotics (barriers and digitals) and how they are used to create the most popular customer combinations. We move on to look at the currently most-popular 2nd generation exotics, such as Accumulators, Faders and Target Redemption structures.

Who the course is for
FX Sales, traders, structurers, quants
Financial engineers
Risk Managers
IT
Bank Treasury
ALM
Central Bank and Government Treasury
Funding managers
Insurance Investment managers
Fixed Income portfolio managers
Regulators

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Options Trading

FX Options, Spot and Forward Markets

Overview
2 day applied course with comprehensive case studies covering both Standardised Approach (SA) and Internal Models Approach (IMA). This course is for anyone interested in understanding practical examples of how the sensitivities-based method is applied and how internal models for SES and DRC are built.

Who the course is for
Traders and heads of trading desks
Market risk management and quant staff
Regulators
Capital management staff within ALM function
Internal audit and finance staff
Bank investors – shareholders and creditors

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Financial Modelling

Risk Management

Fundamental Review Of The Trading Book Modelling (FRTB)

Overview
Learn in detail about Exotic Options – Taxonomy, Barriers, and Baskets

Who the course is for
Fixed Income sales, traders, portfolio managers
Bank Treasury
Insurance
Pension Fund
ALM employees
Central Bank and Government Funding managers
Risk managers
Auditors
Accountants

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Financial Modelling & Analysis

Debt Capital Markets

Financial Risk Management

Bond Markets - Analytics, Risk & Pricing

Overview
This 3-day course focuses on covering the foundations of equity markets, including practical experience with equity swaps and options. During this course you will learn:
How to use equity swaps, dividend swaps, equity index options and single name options.
Applications of these products are shown across a variety of strategies across volatility trading, corporate finance and investment management. 
Key issues in pricing and risk management.

Who the course is for
Equity and Derivative sales, traders, structurers, quants and relevant IT personnel
Asset allocation managers and equity portfolio managers
Company finance executives, corporate treasurers and investment bankers
Risk managers, finance, IPV professionals, auditors and accountants

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Equity & Diversity

Trading

Equity Swaps and Options

Overview
2 day course on single name CDS, index CDS and index CDS options and how to use them to express views and hedge risks in credit markets

Who the course is for
Consultants
Analysts
Managers
C-Level executives
People in need of knowledge to develop a blockchain strategy
People working with blockchain projects
Regulators

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Finance

Credit

Credit Default Swaps

Overview
Learn about contract triggers, including European vs. American style, and variations like one-touch, no-touch, and double no-touch options.

Who the course is for
Risk managers
IT
System developers
Traders and derivatives teams
Consultants and brokers

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

OIS Discounting - Yield Curve Construction & LIBOR

Overview
1 day course to gain real insight into the Solvency 2 balance sheet dynamics, both under standard formula and our illustrative internal model

Who the course is for
Capital management / ALM / risk management staff within insurance company
Investors in insurance company securities – equity, subordinated bonds, insurance-linked securities
Salespeople covering insurance companies

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Financial Reporting

Financial Services

Solvency II

Overview
2 day course on key interest rate derivative products, covering both theory (product mechanics, market conventions and valuation) and practice (wide range of applications for wide range of market participants showcased)

Who the course is for
Interest rate traders, salespeople and quants
Asset-liability management staff with banks and insurance companies
Fixed income and credit asset managers / hedge funds / pension funds / insurance companies
Corporate treasurers
Risk management
Anyone using interest rate derivatives

Course Content
To learn more about the day by day course content please request a brochure
To learn more about schedule, pricing & delivery options, book a meeting with a course specialist now

Educators providing Financial Markets courses in Burton upon Trent

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