Pricing Interest Rate Derivatives

Incisive Training
Training overview
2 days
Classroom / Public

Course description

Pricing Interest Rate Derivatives Course

Pricing Interest Rate Derivatives - Training Seminar in New York by Incisive Training

Attend this two-day course to explore examples of how OIS discounting has impacted pricing methods, how and why this effects middle and back office functions, as well as the consequences for compliance and internal audit groups.

Incisive Training is a leading provider of professional training services. Their public training courses and educational seminars have been applauded for their unique multi-speaker approach to learning; they provide attendees with a variety of perspectives on the most practical challenges they face, so they may in turn serve their clients.

Who should attend?

This seminar is intended to provide training to professionals in financial institutions, as well as regulatory bodies and advisory firms. However, Risk welcomes any individual with an interest in the course material.

Specific job titles/functions include:

  • Rates Trade Support
  • Derivatives Middle Office
  • Derivatives Back Office
  • Derivatives Finance/Funding
  • Treasury
  • Derivatives Legal
  • Derivatives Technology
  • Compliance
  • Internal Audit
  • Market Risk Manager
  • Credit/Counterparty Risk Manager

Training Content

Participants of this course will explore the following topics:

  • The operational challenges of managing collateral and margin in a CVA sensitive world
  • How the use of OIS Discounting has had an impact of pricing methodology and support functions
  • Why CVA has become a central part of dealers' derivatives operations, and how it can be priced accurately
  • What FVA is, why it is important in pricing, and the arguments for and against charging FVA on uncollateralised positions
  • The objectives of hedging CVA and FVA, and the role of the CVA/FVA desk
  • The impact of these many challenges on middle office and back office trading functions, particularly in regard to collateral and margin
  • The long term risk, compliance and audit requirements for market participants

Costs

The cost of this training seminar is $2,499 + tax.

Group rates are available. Inquire for details.

About supplier

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Incisive Media - Training in Financial and Risk Management

Incisive has been conducting training events and conferences in finance, risk management, and  business technologies  for over 15 years. They provide expert instruction of relevant business technologies and industry best practice to professionals all over the world, hosting over 500...


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Contact info

Incisive Training

55 Broad Street, 22nd Floor
NY 10004 New York

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