MoneyScience Financial Training
Course Length: 2 Days | Cost: £2100
A practical and intensive course with an internationally renowed speaker covering the applications, trading and valuation of credit default swaps and related credit derivative instruments.
Course Highlights
- Overview of the uses and applications of credit default swaps (CDS)
- Anatomy of the CDS market
- Trading CDS
- Description of CDS linked products (CLNs, TRS, asset swaps)
- Thorough overview of credit indices
- Mechanics of CDS trading
- How to compute default probabilities from CDS markets
- CDS counterparty risk
Course Methodology
- Intensive but interactive and fun program
- Relevant case studies constantly updated from recent market events
- Course highly customised depending on feedback from pre-course questionnaires
- Pre-course and post-course reading provided
- Simple ExcelTM implementations of models made available during and after the course
Who should attend?
- Credit risk
- Risk managers
- Product control
- Portfolio managers
- Derivatives traders
- Structurers and salespeople
- Legal and compliance
- Operations
Course Tutor
Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University.
What have previous delegates said?
"Fantastic course with a perfect balance between theory and practice"
- Executive Director, Morgan Stanley
"So good to have such an expert as tutor"
- Delegate, West LB
