- Joined
- 6/5/07
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This isn't free or even cheap, but if anyone's interested, a group rate might be possible.
I'm not flogging it, just passing it along.
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Structured Credit Training
2008 SCI Training courses
- in association with Reoch Credit Partners
This course examines the structure of recent innovations and how these can by applied by practitioners in trading and investment scenarios. It will also address the 2007/8 credit crisis and discuss its impact on the structured credit market during 2008.
Call us for more details or to book:
+44 (0) 20 7681 4076/ 1800 347 0161
I'm not flogging it, just passing it along.
********************************************************************
Structured Credit Training
2008 SCI Training courses
- in association with Reoch Credit Partners
Two distinct courses are offered. Choose from:
1. Practical Applications of Cash & Synthetic Structured Credit Products
2. Credit Derivatives: Pricing Hedging & Risk
2. Credit Derivatives: Pricing Hedging & Risk
1. Practical Applications of Cash & Synthetic Structured Credit Products
18 -19 June: New York; 24-25 June: London
18 -19 June: New York; 24-25 June: London
This course examines the structure of recent innovations and how these can by applied by practitioners in trading and investment scenarios. It will also address the 2007/8 credit crisis and discuss its impact on the structured credit market during 2008.
LEARNING OUTCOMES
At the end of the programme, delegates should be able to:
Describe the features of credit derivative products - single name derivatives and structured credit products
Understand (non-mathematical) pricing concepts for credit derivatives
Apply these products in practical situations
Recognise the risks in the products and in their application
Understand how the different products and related markets link with each other
At the end of the programme, delegates should be able to:
Describe the features of credit derivative products - single name derivatives and structured credit products
Understand (non-mathematical) pricing concepts for credit derivatives
Apply these products in practical situations
Recognise the risks in the products and in their application
Understand how the different products and related markets link with each other
WHO SHOULD ATTEND
Finance professionals working within the following disciplines will find this course particularly useful:
Credit structurers and sales people
Fixed income structurers and sales
Investment managers
Credit portfolio managers
Structured credit support staff
Risk managers and product controllers
Software and information providers
Regulators
Lawyers
Finance professionals working within the following disciplines will find this course particularly useful:
Credit structurers and sales people
Fixed income structurers and sales
Investment managers
Credit portfolio managers
Structured credit support staff
Risk managers and product controllers
Software and information providers
Regulators
Lawyers
COURSE LEVEL
The first day begins by focusing on single name products and user strategies related to them. It moves on to address index products and the study of these is further developed on the second day. This day also looks at applications of other structured credit portfolio products such as baskets, and CDOs. Prior working knowledge of the fixed income market, loan and ABS markets, and the basics and applications of credit default swaps are required.
Price: £1950+vat/$3450
The first day begins by focusing on single name products and user strategies related to them. It moves on to address index products and the study of these is further developed on the second day. This day also looks at applications of other structured credit portfolio products such as baskets, and CDOs. Prior working knowledge of the fixed income market, loan and ABS markets, and the basics and applications of credit default swaps are required.
Price: £1950+vat/$3450
Call us for more details or to book:
+44 (0) 20 7681 4076/ 1800 347 0161
2. Credit Derivatives: Pricing, Hedging & Risk
4-5 November: New York; 11-12 November: London
4-5 November: New York; 11-12 November: London
The course provides an in-depth review of the pricing and risk analysis methodologies in current use for bespoke CDOs together with practical examples and investigation of how structures respond to changes in the credit environment. The viewpoint is not only that of the trader/hedger but also the buy-and-hold investor.
Spread changes have surprised many with the impact they can have on the valuation of their structures - this course addresses many of these issues and provides attendees with the tools and knowledge to make their own investigations. Cash-flow CDOs and credit structures are also reviewed.
This course is run by Geoff Chaplin of Reoch Credit Partners, a renowned expert in the field with many years of direct structured credit derivatives trading desk experience.
Spread changes have surprised many with the impact they can have on the valuation of their structures - this course addresses many of these issues and provides attendees with the tools and knowledge to make their own investigations. Cash-flow CDOs and credit structures are also reviewed.
This course is run by Geoff Chaplin of Reoch Credit Partners, a renowned expert in the field with many years of direct structured credit derivatives trading desk experience.
LEARNING OUTCOMES
At the end of the programme, all delegates should be able to understand:
The pricing and risk in single name CDS
The issues in and approaches to pricing illiquid credit instruments
The Normal Copula CDO pricing approach
Different correlations and implication: base, tranche, tag and matrix
How to calculate implied correlations for iTraxx and CDX
How to price bespoke CDO tranches and calculate implied correlation
Risk management (hedging) of CDO tranches
The relationship between pricing and 'investor value'
First-to-default
The optimisation process for bespoke CDO tranches
Issues surrounding cash-flow CDO pricing
How to use pricing/sensitivity software to solve a variety of problems (a short-term license to use advanced pricing software is included for participants)
WHO SHOULD ATTEND
Finance professionals working within the following disciplines will find this course particularly useful:
Risk control, trading, structuring, senior management
At the end of the programme, all delegates should be able to understand:
The pricing and risk in single name CDS
The issues in and approaches to pricing illiquid credit instruments
The Normal Copula CDO pricing approach
Different correlations and implication: base, tranche, tag and matrix
How to calculate implied correlations for iTraxx and CDX
How to price bespoke CDO tranches and calculate implied correlation
Risk management (hedging) of CDO tranches
The relationship between pricing and 'investor value'
First-to-default
The optimisation process for bespoke CDO tranches
Issues surrounding cash-flow CDO pricing
How to use pricing/sensitivity software to solve a variety of problems (a short-term license to use advanced pricing software is included for participants)
WHO SHOULD ATTEND
Finance professionals working within the following disciplines will find this course particularly useful:
Risk control, trading, structuring, senior management
COURSE LEVEL
Intermediate/Advanced - familiarity with fixed income and other products is assumed; familiarity with risk concepts is assumed.
A half-day overview of the products will be given. Some mathematical understanding is required.
Price: £2250+vat/$3950
Intermediate/Advanced - familiarity with fixed income and other products is assumed; familiarity with risk concepts is assumed.
A half-day overview of the products will be given. Some mathematical understanding is required.
Price: £2250+vat/$3950
Call us for more details or to book:
+44 (0) 20 7681 4076/ 1800 347 0161
+44 (0) 20 7681 4076/ 1800 347 0161