Credit Derivatives

Course

Credit Derivatives

  • LEVEL:Intermediate
  • COURSE DURATION:2
  • PRICE:5000.00 AED
  • DESCRIPTION:

    This course is designed as an intermediate-level introduction to credit, single-name CDS and indices.

    After this course, participants will be able to:

    • Relate credit spreads to default probabilities and recovery rates.
    • Hedge risky fixed-income portfolios with single-name CDS and index hedges.
    • Quantify the risk on a credit position.
    • Understand the nature of the risk in a CDO, and the role that correlation plays.
  • AUDIENCE:

    This course is aimed primarily at front and middle office bankers in treasury and capital markets, risk management and at asset managers running fixed income portfolios. It may also be useful for corporate bankers and some compliance officers.

  • PRIOR KNOWLEDGE:

    Basic knowledge of derivatives and understanding of credit risk.

Please contact the Academy if you are interested in attending this course.


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