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Seminar Credit Derivatives 

Who should attend

Objective

Key Contents

Practical Exercise

Time

Who should attend

The seminar is directed towards members of risk management groups as well as of financial controlling divisions, consultants and advisors active in providing services to financial institutions. It is also of interest for academics of financial departments who want to get a insight into the concepts and structures of credit derivatives and their basic applications in credit portfolio management.

The delegates will gain 

an understanding of the different kinds and structures of credit derivatives,

an insight into the application of credit derivatives in the credit portfolio management. 

Credit Derivatives: Basic structures, definitions and profiles of 

Credit Default Swaps,

Credit Spread Options, 

Total Returns Swaps,

Basic structures, definitions and profiles of synthetic products:

Credit Linked Notes.

Practical Exercise 

The delegates conduct worked examples of the application of credit derivatives in credit portfolio management. 

Time 1 - 2 Days