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Goodacre provides a wide range of in-house training and workshops, using highly recommended, experienced individuals. A selection of our forthcoming workshops can be seen below:
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Structured Credit Products |
19th March 2010 |
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In Association with
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14:00 - 17:30
Seminar Overview
The credit crisis has highlighted the extensive use of new, relatively esoteric, credit derivative products and structures. This programme demystifies the terminology and explains the risks and benefits arising from the products.
This seminar is in conjunction with the Credit Derivatives seminar (09.30-13.00)
- Learn about the investment strategies and techniques used by portfolio managers investing in credit derivatives and structured credit products
- Understand the factors that impact pricing of credit products and the risks involved in buying them
- Understand the motivations and trades of the major players in the market
This workshop will cover the following:
Developments in the index markets
Describe recent innovations in the credit derivatives index
markets and their applications
- Overview of iTRAXX and CDX – structure,
functionality and usage
- New indices: LCDX, LevX, CMBX, ABX – structure,
functionality and usage
Basket credit products
Describe basket structured credit derivatives and
applications in trading strategies
- First to default baskets
- Conceptual approach to basket pricing
- Impact of changing recovery rate, probability
of default, homogeneity of the basket and the
passage of time
- The impact of default correlation
- Discussion of implied correlation and base
Correlation
Collateralised debt obligations (CDOs)
Understand CDO and CDPO structures and how they
related to single name CDS
- Overview of CDOs – structure, functionality and
Usage
- Developments in types of CDO collateral – ABS,
high yield, commercial real estate etc.
- Recent developments in the CDO market – the
impact of the credit crisis
On completion of the seminar, delegates will be able to:
- Describe the characteristics and structure of credit index products and collateralised debt obligations (CDOs)
- Describe the risks involves in investing in these credit derivatives structures
- Understand the impact of changing correlation on CDO tranche value
CPD
Delegates will qualify for 3.5 CPD hours and certificates will be provided to all attendees.
Goodacre Training is accredited by the Chartered Institute of Securities & Investment (CISI) as an approved CPD Provider. Members of the CISI can log these training hours on the CISI website.
To reserve places
email events@goodacreuk.com
or book online with all your contact details, including the name and address for invoicing. You will receive confirmation of your booking within 24 hours.
Price inclusive of all course material.
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Venue :
SIX Telekurs
Earl Place
15 Appold Street
London
EC2A 2NE
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Price : £205 |
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For further details: |
For further information please contact Goodacre by telephone +44 (020) 7422 0063 or email
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Goodacre does not provide refunds for those failing to attend events or cancelling within 5 working days of the event |
