|FTS Eligible - Financial Training Scheme for Singaporean citizens and PRs only (more information)
"Excellent! I have learnt the theory I need to put into practice in my progression."
Senior AVP, Treasury
State Bank of India
In recent years, bond markets have grown significantly in size and complexity as new fixed income products and derivatives products are introduced. As such, the skills needed to evaluate bond pricing and trading opportunities have evolved and new techniques must be considered. Derivative interest rate markets and trading often determine pricing in physical bond markets, a new phenomenon requiring new skills needed to assess trading and hedging opportunities.
'Bond Masterclass' provides systematic, integrated training on all bond and bond related products available in the market today.
If you are looking to...
- Acquire the foundation knowledge necessary to price and value bonds and fixed income derivate products such as swaps, futures, options, structured notes
- Evaluate the risk and profitable investment opportunities associated fixed income holdings and portfolios
- Position your bond/market skills to take advantage of opportunities
then this is the course for you!
Summary of course content
- Bond market conventions and fixed income mathematics
- Term structure analysis and the zero coupon yield curve
- Bond pricing methodologies
- Duration and convexity measures
- Caps, floors and collars
- Financial engineering: Structured products
- VaR of bond portfolios
- Bond trading simulation exercises
This masterclass includes sessions in which small groups of delegates participate in case studies, exercises and simulations to apply new techniques and concepts. All lecture material is reinforced with practical computer applications using Excel spreadsheets.
Delegates should bring their own non-apple laptops loaded with Microsoft Excel® 2010 or later to facilitate in-class studies and exercises.
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met.
Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants’ business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees, subject to a cap of $2,000/participant/programme and all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with specified validity period. Please refer to www.ibf.org.sg for more information.