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Informa

Mastering Swap Markets Training Course

Your practical guide to understanding, analysing, assessing and taking advantage of the swap markets

9 - 11 March 2020

Central London

Agenda Summary (access the full agenda here

MECHANICS OF SWAPS

  • Mastering Swaps Markets
  • Pricing a Corporate Bond
  • CASE STUDY: Calculating Forward/Forward Prices and Zero-Coupon Rates
  • CASE STUDY: Hedging an Equity Portfolio
  • Swap Curves and Government Curves

MEASURING AND MANAGING RISK

  • CASE STUDY: Contract Specifications
  • CASE STUDY: How Hedging Works
  • CASE STUDY: Interest Rate Risk Management
  • CASE STUDY: Hedging Duration Gaps
  • CASE STUDY: Portfolio Management
  • CASE STUDY: Risk Management at Apple
  • CASE STUDY: Asset Swaps
  • CASE STUDY: Asset and Liability Management
  • CASE STUDY: Amortising, Accreting and Roller-Coaster Swaps
  • CASE STUDY: Credit Default Swaps

VALUING SWAPS

  • CASE STUDY: FRAs, Futures and Interest Rate Swaps
  • CASE STUDY: Forward Rate Agreements
  • CASE STUDY: JP Morgan Swaps
  • Valuing Interest Rate Swaps: A Traditional Approach
  • CASE STUDY: Rationale for OIS Discounting

SWAP DRIVEN DEALS

  • CASE STUDY: Nestle’s Swap Driven Bond Issue
  • CASE STUDY: Swap Driven Bond Issues (Multilateral Development Bank)
  • CASE STUDY: Nordic Export Credit’s Currency Swap
  • CASE STUDY: FMC Corporation

MANAGING CURRENCY RISK

  • CASE STUDY: Multi-Currency Debt Management
  • How Global Investors Turn Negative JGB Yields into Big Returns

HEDGING CHALLENGES

  • Hedging Challenges
  • CASE STUDY: Portuguese Train Company Can’t Escape Snowballs

SUMMARY

  • CASE STUDY: The Rules of Risk Management