ABOUT THE COURSE
The course builds from first principles, looking at the financing requirements of clients as well as the risks that they face from, inter alia, changes to interest rates.
Delegates are provided with a deep understanding of the principal interest rate derivative types, including interest rate swaps, caps and collars from the perspective of their role in enabling banks’ clients to hedge their risks and critically assesses the suitability of the interest rate derivative products actually sold to banks’ clients using a series of case studies drawn from clients’ experiences.
The key factors influencing equity options, including the sensitivity measures embodied in the “Greeks”, are covered, along with the key relationships amongst these factors and the fundamental importance of volatility.
WHO SHOULD ATTEND?
- Bank relationship managers
- Banking product mis-selling analysts
- Structured lending product managers
- Banking product analysts
- Corporate treasurers
- Interest rate derivative analysts
One day – Risk manager