Swaps - Valuation, Trading & Risk Management

Overview of the Swap markets
Swap instruments, incl. interest rate swaps, currency swaps.
Uses and application of Swap products
Swap structuring and Pricing

Learning objectives

This course aims to provide delegates with a practical knowledge of the procedures and processes involved in interest rate swaps, including an overview of the Swaps Market, pricing and valuation and Swap Risk Management.

Content

• Introduction – an Overview of The Swaps Market
• Pricing and Valuation of Interest Rate Swaps
• Non-Generic Swaps – Structuring, Pricing & Applications
• Interest Rate Swaps - Funding, Risk Management and Trading Applications
• Pricing and Valuation of Cross Currency Swaps
• Swap Risk Management

Intended audience

• Derivative traders.
• Derivative operations managers.
• Derivative system developers.
• Audit staff.
• Treasury Managers.
• Risk Management.
• Product Controllers.
• Pension fund and insurance professionals.

Lecturer Graham Dudlyke

As head of marketing for derivatives for Daiwa Europe he was responsible for generation of structured debt and derivative business for corporate and institutional client bases.As manager of Skandinaviska Enskilda Banken's global derivatives trading group he was responsible for derivative portfolio trading and risk management, new product development, and corporate and institutional marketing of structured debt products. Previous experience was gained at Bank of Tokyo-Mitsubishi as associate director within the risk management group, with responsibility for trading, risk management and financial engineering functions, and prior to this as a vice-president at Chemical Bank, New York, within the arbitrage group, trading debt and derivative products.In addition, Graham has lectured internationally on all aspects of derivatives, fixed income and money markets since 1988.

Date: 28 & 29 June 2010

Venue: Regus Business Centre, Amsterdam Sloterdijk

Early Bookingsdiscount: 10% if you book before 28th of June 2010