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CFE-In-Practice

 

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professional coaching - capital market & derivatives

 

DERIVATIVE PRODUCTS 2

 

Sign Up NOW!

 

Enjoy immediate savings:

2nd participant* pays 75%,

subsequent participant* pays 50% only.

 

Register on-line:

registration@cfe-in-practice.com

*terms & conditions apply.

 

Closing Date: 26 November 2008

 

Monetary Authority of Singapore, Deloitte Touche Tohmatsu, Auditor General Office, Attorney General Office, ... more

 

"My expectations of the seminar were exceeded."

Monetary Authority of Singapore ... more

 

Check out on our other programs.

 

Derivatives Products 1

 

Derivatives Products 2

 

Derivatives and Speculation

 

Derivatives for Non-Traders

 

Derivatives for Decision Makers

 

Investment Banking and Structured Finance 1 

 

Investment Banking and Structured Finance 2

 

Risk Control for Derivatives

 

Treasury & Derivatives Audit

 

Understanding and Marketing Financial Derivatives

 

Understanding Financial Futures and Swaps

 

Understanding Options

 

 

Audit Skills & Techniques

 

Capital Market & Derivatives

 

Foreign Exchange & Treasury Management

 

Loss Prevention

 

Risk/Credit Management

VENUE: THE TRADERS HOTEL - SINGAPORE

 

DECEMBER 17, 2008

Course Description:  

This program builds on Derivative Product I. It starts with the examination of swap valuation using the par, spot and forward curves and how these curves are derived. Asset swaps are explored and how the spread over or under LIBOR is determined. Pricing of caps, floors and collars are examined and how they are embedded in fixed income securities. Derivative securities are introduced and how these securities can be decomposed into their component parts. Evaluate callable bonds using option adjusted spreads and see how they are priced. How swaptions are used in conjunction with bonds is also examined. Finally, we take a quick look at how credit linked notes are structured. The program features extensive use of control concepts specifically designed for capital markets and derivatives training.

1.  Yield curves and swap valuations

  • What is the par swap curve?

  • How is the spot curve derived?

  • Where does the forward curve fit into the pricing of swaps?

2.  Asset swaps

  • What is an asset swap?

  • What are the components that go into pricing an asset swap?

  • How is the spread over/under Libor determined?

3.  Caps, floors, and collars

  • Examine pricing of interest rate options

  • Investigate different components impacting the premium

  • How are interest rate options embedded in fixed income securities?

4.  Bonds

  • Define bonds

  • Break down bonds into their respective components

  • Evaluate on option

  • Using swaptions in conjunction with bonds

 

5.  Credit  linked notes

  • Define the structure of an credit linked note

Methodology

This coaching by a Certified Fraud Examiner consists of a lively series of short participative lectures conveyed using plain uncomplicated explanations.  Learning will be facilitated through discussion and case studies.  Ample coaching materials will be given to participants so that these will be a constant source of reference to them.  Ample time will be allotted for the transfer of ideas. 

 

For whom

Risk Managers, Compliance Officers, Operations Managers, Treasury Managers, Training Managers Relations Managers, HR Managers, Internal Control Officers and all Bank Internal Auditors.  

 

Principal Coach

Tommy Seah, CFE MIIA CMC ACIB etc.  Click here for Tommy Seah's Profile and business.

 

Register by email

Register on-line today.  Our email address is: registration@cfe-in-practice.com

 

Important Notice

Payments are required with registration and must be received prior to the Coaching Session to guarantee your place. Walk-in delegates will only be admitted on the basis of space availability at the Coaching Session and with immediate full payment.

 

Cancellations & Transfers

If you are unable to attend, a substitute delegate is welcome at no extra charge. Please provide the name and the title of the substitute delegate at least 2 days prior to the Coaching Session. A refund less 10% administrative charge will be made cancellation received in writing 10 working days before the program date. A complete set of program documentation and a 50% refund will be given for cancellation made 3 working days before program date. Regrettably, no refund can be made for cancellation made on and or after program. A complete set of documentation will however be sent to you.

The organizer reserves the right to make any amendments and/or changes to the programme, venue, speaker replacements and/or topics if warranted by circumstances beyond its control.  

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