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Advanced Fixed Income Course

Aims

This two-day workshop is more advanced than Introduction to Fixed Income. It will cover in depth fixed income pricing, price drivers, duration, ABSs, MBSs, CDOs, swaps, credit exposure and key fixed income investment strategies.

Case studies form an integral part of the course, to allow the delegates to consolidate the information and provide the basis for group discussions.

Objectives

At the end of the workshop, delegates will have a better understanding of:

  • bond stripping
  • asset backed securities, including MBSs
  • structure of CDOs
  • term structure of interest rates and bond pricing
  • credit, currency, asset and interest rate swaps

Who should attend?

  • Finance and accounting
  • Investment professionals
  • IT
  • Legal and compliance
  • New entrants
  • Risk management
  • Sales and marketing

Required equipment - important

This course will include the use of a scientific calculator using scientific functions such as the power (xy) and inverse functions (1/x).

Content

  • Advanced bond maths
  • Term-structure of interest rates
  • Strips and asset backed securities
  • Credit markets and interest rates
  • Repos
  • Introduction to interest rate and currency swaps
  • Different types of swaps
  • Uses of swaps
  • The principal of swap pricing and valuation
  • Asset backed securities
  • Bond trading and investing
  • New issue arbitrage