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LDI Workshop Course

Aims

This half-day workshop has been designed to provide an overview of fixed income products, including different types of swaps and their applications within LDI strategies.

This workshop will include some basic fixed income maths.  It is assumed that all delegates have either attended or are familiar with the concepts in the OTC Derivatives course.

Objectives

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

  • The key characteristics of bonds in the context of LDI
  • Swaps and their application in LDI strategies
  • Why pension companies are moving towards LDI
  • OTC derivatives clearing

Who should attend?

  • Client relationship managers
  • Investment teams
  • Risk managers
  • Relevant infrastructure teams
  • Investment operations

Content

  • Liability Driven Investment
  • Overview of fixed income and pricing bonds
  • Swaps in LDI
  • Derivatives clearing
  • Regulatory overview