Interest Rate Derivatives

Registration for this programme has been closed, pls download the brochure for future session.

 

Summary

 

Programme Objectives and Target Audience

 

This programme has been designed for treasury management professionals associated with banks, financial institutions, various financial services companies, primary dealers, asset management companies, brokers, fund houses and corporate entities to provide them comprehensive knowledge on various derivative products with interest rate underlying, the approach in valuation of interest rate swap products, knowledge transfer on various models used for mark to market of exotic products and risk analytics for fixed income portfolio including interest rate derivative products.

 

The programme will cover

 

  • Introduction
  • Interest Rate Futures
  • Forward Rate Agreements
  • Interest Rate Swaps
  • Overnight Indexed Swaps
  • Currency Swaps
  • Interest Rate Options
  • Conclusion

Training dates - December 12 & 13, 2019

Training location - Mumbai

Training fees - ₹28,000 + applicable taxes