Banking Professional Currency & Interest Rate Derivatives

Industry Endorsed Certificate in Currency and Interest Rate Derivatives Online Course

A Complete video lecture on Industry Endorsed Certificate in Currency and Interest Rate Derivatives Online Course

Overview of Industry Endorsed Certificate in Currency and Interest Rate Derivatives Online Course

This covers the different OTC derivative products such as swaps,options etc. It is an advanced program covering products,pricing and valuation of currency and interest rate derivatives.

Table of contents

ChapterTopics
Financial Derivatives RefresherRefresher: What are derivatives? Why do people use it?

The building blocks of financial derivatives: Credit extension products, price fixing products, and price insurance products.

Price Fixing ProductsSwaps: A discussion on the typical parameters of a swap (such as - 'Notional Principal', 'Benchmark Rates', 'Settlement Frequencies', etc.)Interest Rate Swaps: Key terminologies (such as - terms related to fixed rate payment, and floating rate payment, etc.)

Forward Rate Agreements (FRAs): Introduction to FRAs and its calculation for swap pricing.

Indian IRS MarketInterest Rate Benchmarks (such as - INBMK, MIFOR and MIBOR).Overnight Index Swaps (OIS): Its features (such as - floating benchmark, compounding on floating side, etc.).

How does OIS work? Bond-OIS Hedge. Trading the OIS, G-Sec OIS spread and the OIS curve.

Interest Rate Futures (IRF)IRF features, Trading margins (initial and extreme loss margin).Settlement: Discussion on IRF settlement (daily mark to market and final settlements).Settlement procedures and step by step illustration on how to arrive at 'Daily Settlement Price' of futures contract.T-Bill Futures: How T-Bills futures work? A scenario based example to calculate discount yield.IRF Hedging: How IRF hedging works.

IRF Trading: A detailed discussion on various trading strategies (such as - 'Directional Tades','Calendar Spread', etc.).

Currency SwapsNeed for Currency Swaps, with an example.Variants of Currency Swaps: Principal Only swap, Coupon only swap, Amortising swap.

Hedging Currency Swaps: How a bank would cover a position?

About faculty of Industry Endorsed Certificate in Currency and Interest Rate Derivatives Online Course

H Jaishankar
Jai joined ANZ Grindlays from campus, and moved on to Citibank, and then to Deutsche Bank, as head of Foreign Exchange & short term Derivatives trading for India.

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