Explore and apply the different strategies, techniques and methods commonly employed by the industry. Key topics and benefits:
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.
I found the course tutor extremely knowledgeable and I was provided with very good material and numerical examples