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OTC Derivatives

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Featured Course

OTC Derivatives

Duration: One Day

Course Overview

This course prepares middle and back office teams for handling the challenges presented by over-the-counter derivatives. Options, interest rate swaps, credit default swaps and total return swaps are covered.

At the end of this course participants will be able to

• Discuss in detail how over-the-counter derivatives markets operate
• Describe fully how different instruments can be used to execute a number of investment objectives and strategies
• Describe the trading, settlement, pricing and accounting for selected derivatives
• Outline pricing sources and valuation concerns for OTC derivatives
• Discuss the risks that accompany the use of derivatives and how those risks can be managed
• Outline the key financial reporting requirements and issues in relation to derivatives

Course Content

• Derivatives Markets
  • Who is involved
  • Clearing & Settlement
  • Counterparty Credit Risk
  • Collateral

• Over-the-counter derivatives
  • Vanilla options
  • Exotic options
  • Interest rate swaps
  • Credit default swaps
  • Total return swaps

• Trading

• Strategy Overview

• Risk Management – Exposures

• Pricing
  • Framework
  • Sources
  • Challenges

• Financial Reporting
  • Fair value measurement
  • Fair value disclosures
  • OTC instruments in financial statements

• Market and regulatory developments

Who should attend?

Experienced hedge fund and mutual fund professionals who have some understanding of securities/cash markets but who require a greater understanding of OTC derivatives.
Other financial services professionals who require a greater understanding of OTC derivatives.

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