Structured products best practices
A practitioner-focused guide on various options and derivative products and their application in pricing, hedging and risk management.
Structured products best practices
Singapore 13 - 14 September 2012
www.infocusinternational.com/StructuredProducts
Overview
Volumes in the derivatives market are huge. According to BIS (Bank for International Settlements) the total national amounts outstanding stood at about $650 trillion at the end of December 2011. At the end of October 2011, the yield on the one year German Bund turned negative. The once well understood "interest rate parity" is no longer obeyed. In addition, regulators are working around the clock implementing new regulations that will create mandates to form SEF (Swap Execution Facilities).
During this five-day workshop, you will roll up your sleeves and comprehensively evaluate the building blocks of structured products - options, vanilla, exotic and complex derivatives. You will also assess operational mechanics, pricing, valuation and practical issues in relation to hedging and replication.
Course highlights at a glance
Day one:
From concept to CUSIP (how a structured note is created)
Capital guaranteed products
Challenges posed by low interest rates
CPPI (constant proportion portfolio insurance)
Snowball structures
Target level forwards
Correlation, property and inflation derivatives
Day two:
Structured products market
Where credit and equity derivatives meet
Structured notes and reverse engineering workshop
Highly practical course containing many hands on workshops.
Delegates are encouraged to bring along Excel enabled PCs.
Key learning objectives
• Unlock new ideas for complex structured products
• Best practice techniques for creating and analysing structured products
• New derivatives on volatility
• Seminar includes hundreds of pages of written materials as well as many spreadsheets which are completely unlocked and available for you to use
• Highly practical seminar which includes data from Thomson Reuters Eikon
Who will be attending:
• Traders/dealers
• Sales professionals
• Quantitative analysts
• Risk managers
• Treasurers
• Financial engineers
• Structurers
• Investment advisors
• Regulators
• Hedge fund managers
• Researchers
• System developers/software engineers
• Plus anyone who deal with derivatives and structured products
Teaching methodology
This highly practical course will enable you to learn from a true expert in his field. Through presentation, case studies and group discussions, you will enjoy an intermediate to advanced level description of a wide variety of current topics. Key concepts will be retained through the use of many illustrative examples. In particular, we use many spreadsheet examples as well as "stories from the field" to illustrate the relevant points and help you make the transition from theory to practice with outstanding results. The focus of the course is always on the practical rather than the theoretical.
Course certificate
Upon successful completion of this course, you will receive a certificate of attendance bearing the signatures from both the export workshop leader and the course organiser. This certificate will testify your endeavour and serve towards your professional advancement.
For inquiry and registration, please contact:
Michelle Lim
Tel: +65 6325 0210
Email: michelle@infocusinternational.com
Web: www.infocusinternational.com/fxoptions
Time: 09:00 - 17:00
Venue: 5 Star Hotel TBA, Singapore