E:\marcusevansassets\Doc\Events\ Global Financial Markets Intelligence conferences | Understanding and Applying Structured Products

Global Financial Markets Intelligence

Global Financial Markets Intelligence

Understanding and Applying Structured Products

With a focus on pricing, trading book management and client solutions-based structuring of FX and IR Derivatives

2-3 Aug 2018
Singapore, Singapore

Why You Should Attend

Understanding and Applying Structured Products

The two-day training course is designed as a treasury front-office focused program on the pricing, trading book management and client solutions-based structuring of foreign exchange and interest rate-based derivative financial products.

Frequent exercises and case studies are used during the course to engage the participants and present the theoretically-based course materials in a practically applicable fashion. The course will use financial FX and interest rate derivatives pricing tools developed by the trainer. The course participants may wish to bring a PC to use the tools during the workshop, but this is not required.

The trainer has extensive FX and Interest Rate Derivatives trading and structuring experience as well as extensive consulting and training experience. He can focus in depth on areas of specific interest to the course participants as they may arise during the two-day training workshop. The course uses trainer developed Excel spreadsheets to demonstrate some of the calculations - such as construction of zero coupon yield curves / discount factors, and pricing of interest rate swaps, caps / floors, swaptions and the pricing and hedging of vanilla and first generation exotic FX options. The course will cover the construction of basic structured investment products on both a back-to-back and trading book managed basis.

While the focus of the course will be on front-office activities, the basics of counterparty credit risk exposure calculations - necessary for both active trading and back-to-back derivatives transactions - will be covered with tools and examples.

Key Topics

  • Get an introduction to the building blocks of the derivatives market
  • Understand basic derivatives products
  • Learn about vanilla FX option strategies and first generation exotic options
  • Evaluate interest rate derivative products and how to price them effectively
  • Consider the counterparty credit risk requirements that are being implemented globally

  • Why Choose GFMI marcus evans?

    marcus evans specialises in the research and development of strategic events for senior business executives. From our international network of 63 offices, marcus evans produces over 1000 event days a year on strategic issues in corporate finance, telecommunications, technology, health, transportation, capital markets, human resources and business improvement.

    Above all, marcus evans provides clients with business information and knowledge which enables them to sustain a valuable competitive advantage and makes a positive contribution to their success.

    Voice of Our Customers
    • “This is well suited for people wanting to reflect on regulatory developments in banking” -NWB Bank
    • “It is comprehensive and beneficial, especially to treasury managers” -Turkiye is Bankasi
    • “Good format to discuss the challenges and growing importance of these issues“ -DNB
    Join the Discussion

    Event Contact

    For all enquiries regarding speaking, sponsoring and attending this conference contact:

    Mary-Anne Loui

    Suite A-20-1, Level 20, Hampshire Place Office
    157 Hampshire, 1, Jalan Mayang Sari

    Fax: +603 2723 6699
    Email: marya@marcusevanskl.com