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Advanced Swaps Training Course

Learn the strategies & techniques to understand, analyse & assess the swaps market

9 - 11 March 2020

Central London

This course allows you to apply your knowledge to real-life situations straight away via the use of practical software programmes that you will utilise to complete a number of tasks and exercises. The dissection and financial engineering of some structures will be undertaken which will help you unlock the “black box” behind the products.

Key benefits are:

  • Learn how to calculate the risks and rewards of the swaps market
  • Ensure you apply and use interest rate derivatives effectively
  • Fully grasp all aspects of the non-generic and exotic swap products, terminology, pricing methodology, risk management and product applications
  • Understand OIS mechanics and collateralisation
  • Structure Interest Rate Options into Structured Bonds
  • Comprehend the dynamics of the CDS market

Download the Advanced Swaps course brochure

cpd certified

Dates: 9-11 March 2020 & 7-9 September 2020
Venue: Central London
Course Leader: Alan McDougall
Course Fee: £2999.00 + VAT @ 20%  = £3598.80

View the Advanced Swaps course agenda

A basic understanding of swaps and options is assumed. The course is designed to be highly interactive and relies on the extensive use of Excel based case studies to develop a detailed understanding of interest rate derivatives and their applications.

alan mcdougall b w

Alan ran his first training course as a young trader and
has delivered over 1,600 days training, in 39 countries.

He was a credit analyst in Kleinwort Benson’s Asian Division before becoming a currency swaps trader, and subsequently ran HSBC’s premier International Treasury Management group, where he advised banks and multinational corporations on the design and execution of their hedging and risk management strategies and the management of their assets and liabilities, while managing the bank’s swaps book.

He set up and ran an arbitrage portfolio for Nikko; trained the Tokyo, London and New York staff in the trading, structuring and portfolio management of swaps, bonds and structured products and ran illiquid proprietary books at Credit Commercial de France (now HSBC) in Paris and Scotia Capital Markets in London, specialising in the origination and sale of asset swaps and structured products and the derivatives training of the
capital markets and fixed income traders and sales people.

Alan is the author of ‘Mastering Swaps Markets’ published by the Financial Times and the University of Shanghai.


IFF is proud to be the learning partner of QuantMinds, the world's leading events for quantitative finance professionals.

Find out more about QuantMinds International.

Pricing of the swaps was very useful… Everything was very well explained… Good mix of theory, practical and real world examples


Product Control Associate, CIBC World Markets

cpd certified

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