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Fundamentals of Swaps Training Course

A practical guide to the mechanics of pricing and trading swaps

2 - 3 December 2019

Central London

Explore and apply the different strategies, techniques and methods commonly employed by the industry. Key topics and benefits:

  • The development of the swaps market, its current size and key players
  • Main swap instruments including interest rate swaps, currency swaps and simple non-generic swaps
  • Uses and applications of swap products
  • Swap portfolio risk management
  • Capital requirements, documentation and regulatory issues
  • Featuring practical workshops on simple swap strategies; Bootstrapping;
  • Swap structuring and pricing; Identifying and managing swap risks

Download the Fundamentals of Swaps course brochure

cpd certified

Dates: 2-3 December 2019 & 28-29 May 2020
Venue: Central London
Course Leader: Alan McDougall, International Derivatives Specialist
Course Fee: £1999.00 + VAT @ 20%  = £2398.80

View the Fundamentals of Swaps course agenda

Be guided step-by-step by a master of the swap markets, who draws on his extensive experience throughout the course

Case studies include: The dynamics of total return swaps, Fidelity and JP Morgan; Valuing an interest rate swap in Excel; Valuing an interest rate swap in Excel; Vodafone: interest rate hedging; Discounting swaps using the OIS curve; Cross currency basis swaps

Alan was a credit analyst in Kleinwort Benson’s Asian Division before becoming a 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 building the bank’s swap books.

He set up and ran an arbitrage portfolio for Nikko; trained the Tokyo, London and New York staff in the trading, structuring, selling and portfolio management of swaps, bonds and structured products and ran illiquid proprietary books at Credit Commercial de France and Scotia Capital Markets, 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.



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I found the course tutor extremely knowledgeable and I was provided with very good material and numerical examples

Jose Mauro Barros, 

Treasury Officer, IIC

cpd certified

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