Nigerian Seminars and Trainings

Search conferences, training, seminars, courses and workshops in Nigeria and around the world

business logo

Fundamental of Interest Rate Market

By: TSI Limited

Lagos State, Nigeria

04 - 06 Sep, 2017  3 days

Follow Event

  

NGN 250,000

This training course aims to introduce the fundamental mechanisms and the main instruments of the interest rate market: monetary market, bond market, cash and derivatives. Practical applications and tests will illustrate the tackled notions.

Learning Objectives:

At the end of this session, participants will be able to:

  • Define the Interest Rate Market;
  • Identify instruments traded in the market; 
  • Demonstrate the process for creating an instrument in the market;
  • List market participants in an Interest Rate Market;
  • Explain Repo and Interest Rate Swap;
  • Identify risks prevalent in several products and hedging methods;
  • Demonstrate trading, delivery and settlement system.

Course Outline

  • Interest rates - calculation rules and methods
  • Interest rate types: proportional, discounted, continuous
  • Interest rate calculation conventions: monetary basis, discounted basis, bond basis
  • Introduction to the yield curve: zero coupon, forward
  • Cash and derivatives products market
  • Role of the Central Bank and monetary policy instruments
  • Organization of the monetary market: players, instruments, contracts
  • Monetary cash products: treasury bonds, TCN, commercial paper
  • Repo Market (Repurchase Agreement)
  • Cash and derivatives bond products
  • Primary bond market and secondary bond market
  • Bond characteristics: nominal rate, discounted rate, maturity, convexity, duration, sensitivity
  • Valuation of a bond with accrued interest
  • Interest rate swap: plain vanilla swap, basis swap, exotic swaps
  • Bond spread and reference swap rate
  • Hedging the interest rate risk and managing positions
  • Hedging the interest rate risk through various types of interest rate derivatives (fixed/optional): swaps and FRAs, caps/floors/collars, swaptions
  • Managing interest rate positions according to the yield curve : flattening, steepening, barbell, butterfly
Digital Age Halls,Capital Building,332,Ikorodu Road,Idiroko Bus Stop,Near LASU Anthony Lagos. Sep 04 - 06 Sep, 2017
NGN 250,000.00 + 12,500.00 (VAT)
(Convert Currency)

+1-646-202-8832, 08033467639, 08023019508

Related Courses
Foreign Corrupt Practices Act Foreign Corrupt Practices Act

5 days, 01 - 05 Aug, 2017 

2017-08-01 12:08:00
Lagos State, Nigeria

TSI Limited

The FCPA covers improper payments to foreign officials broadly defined as any and all government employees, officials or agents, and any person who works for a state owned business. The FCPA under ...

Certification in Supply Chain and Operations Management (CISCOM) Certification in Supply Chain and Operations Management (CISCOM)

5 days, 14 - 18 Aug, 2017 

2017-08-14 12:08:00
Lagos State, Nigeria

TSI Limited

CISCOM is the FIRST certification to combine the supply chain management and operations management bodies of knowledge into a single integrated training program. Relevant, Current, Effective- The ...

Work Attitude for Local Government Workers Work Attitude for Local Government Workers

3 days, 03 - 05 Jul, 2017 

2017-07-03 12:07:00
Lagos State, Nigeria

TSI Limited

We call it attitude skills, but it is really about helping people discover new ways of thinking. The training course is based on the assumption that everyone has an attitude. It might be a ...

Fundamental of Internal Auditing Fundamental of Internal Auditing

3 days, 12 - 14 Jun, 2017 

2017-06-12 12:06:00
Lagos State, Nigeria

TSI Limited

 “This 3-day Fundamentals of Internal Auditing training course introduces new Internal Auditors to their role and responsibilities. The role of the Internal Audit department is ...