Demystify the Complex Products of Credit Derivatives Course

This course gives you the wide range of uses of credit derivatives, pricing and hedging of credit derivatives products and insights into the latest credit derivatives products and applications strategies in the markets.

Overview of what you will learn in this credit derivatives training course

• Wide range of uses of credit derivatives
• The various products included in the general label credit derivatives
• Pricing and hedging of credit and credit derivatives products
• Practical, hands-on examples of various credit math tools and techniques
• Where to get the relevant parameters for pricing and hedging
• Insights into the latest credit derivatives products and applications strategies in the markets
• A peak into what the future might hold for this rapidly growing market
• Sample of Credit Derivatives Products Covered in this Course:
• Total return swaps
• Put credit spreads on asset swaps
• Single name Credit Default Swaps (CDS) and options
• Basket CDS and nth-to-default products
• iTraxx, iBoxx, CDX and other index credit risk products
• Structured index credit investment instruments
• Equity Default Swap (EDS)
• Credit-linked and credit-spread notes
• Downgrade/rating change options
• Cross-border, sovereign risk, and currency repatriation protection products
• Collateralised Bond (CBOs) and loan (CLOs) capital markets products
• Cash, synthetic, and hybrid CBOs and CLOs
• Higher-order variations on Collateralised Debt Obligations (CDOs), such as CDO2