Workshops Structure

6 live sessions held once a week for 4hrs

Sessions include short breaks, case studies, exercises, and Q & A's.
Live Session links are provided for within the eLearning platform.
Webinars are recorded and uploaded to the eLearning platform for further review.
Delegates will have licensed access to these recordings as well as all eLearning material, workbooks & slides.

Course curriculum

    1. LIVE | FX || Spot FX | Cross Rates | Forwards | Swaps | Forward Arbitrage | Non Deliverable Forwards

    2. RECORDED SESSION | AM - part 1

    3. RECORDED SESSION | AM - part 2

    4. RECORDED SESSION | PM- part 1

    5. QUIZ | Session 1

    1. LIVE | FX || Broken Dates | MTM | Swaps as funding instruments | Covered interest rate arbitrage | Swaps in action | Forward Forward Swaps | Calculating synthetic FRAs via Swaps | Swap MTM || RATES | Basic interest rate calculations | Yield vs Discount

    2. RECORDED SESSION | AM - part 1

    3. RECORDED SESSION | AM - part 2

    4. RECORDED SESSION | PM- part 1

    5. QUIZ | Session 2

    1. LIVE | RATES || Money market products | holding yield vs effective yield | Trading interest rate instruments | Repos | Collateral | Margin | Synthetic Repos | Capital Markets | Bond Pricing

    2. RECORDED SESSION | AM - part 1

    3. RECORDED SESSION | AM - part 2

    4. RECORDED SESSION | PM

    5. QUIZ | Session 3

    1. LIVE || RATES|| Relationship btw price and yield | Bond risks | Macaulay duration | Modified duration | DV01 | Bootstrapping | DERIVATIVES || Forward Forwards | Forward Rate Agreement

    2. RECORDED SESSION | AM Session | Part 1

    3. Copy of RECORDED SESSION | AM Session | Part 2

    4. RECORDED SESSION | PM Session

    5. QUIZ | Session 4

    1. LIVE || DERIVATIVES || Futures and IMM FRAs | Arbitrage opportunities |Adjusting basis for convergence | Strip and stack hedging | Convexity bias | Interest rate swaps | Pricing interest rate swaps | Valuation of a swap | Cross currency swaps

    2. RECORDED SESSION | AM session | Part 1

    3. RECORDED SESSION | AM session | Part 2

    4. QUIZ | Session 5

About this course

  • $1,599.00
  • 36 lessons
  • 24h (6 x 4h) of live facilitator led sessions
  • Supporting workbooks & slides
  • Access replays and course materials for 30 days after last live session

Pricing options

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