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A Masterclass in Bonds & Fixed Income


16 - 20 November 2020

Virtual Classroom

Agenda Summary (access the full agenda to School of Bonds & Fixed Income here)

  • Pricing Principles
  • Bonds and Fixed Income Mechanics
  • Practical Bond Pricing Techniques
  • Yield Curves
  • The Use of Benchmarks in Bond Pricing
  • Investment Skills
  • An Introduction to Curve Trading
  • The Bond Markets Today
  • Pricing Floating Rate Notes
  • Managing Interest Rate Risk
  • Contingent Convertible Capital Instruments
  • Using Duration as a Hedging or Trading Technique
  • Curve Trading
  • Bond Portfolio Management
  • Getting to Grips With Repos and Reverses
  • Interest Rate Derivatives
  • Use Strips as a Benchmark for Pricing Nonstandard Bonds
  • Term Structure of Interest Rates
  • Liability Swaps and the Bond Markets
  • Asset-Backed Securities
  • Asset Swaps and Bond Markets
  • Swap Pricing
  • Swap Valuation
  • Credit Curves, Benchmarking and Corporate Bond Spreads

Case Studies and Exercises

  • FMC Corporation 5.2% December 2019
  • Philip Morris International Inc 2.875% May 2029
  • Haliburton 6.75% February 2027
  • Interpolating the US Treasury Curve
  • Benchmarking Corporate Bonds to an Interpolated Curve
  • Risk Management Fundamentals
  • Trading the Yield Curve
  • Calculating Clean and Dirty Floater Prices, Millenium BCP, Euribor + 90, December 2017 Duration
  • Weighted Hedging
  • Understanding CoCos
  • Using Duration to Calculate Hedge Ratios
  • Hedging the Interest Rate Risk in a Portfolio Using Derivatives to Manage Duration
  • The Uses of Repos and Reverses
  • Working Out the Term Structure of Interest Rates
  • Debt Origination
  • Asset Swap Pricing and Valuation