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Credit Derivatives: Pricing & Hedging Training Course

This course gives you the wide range of uses of credit derivatives, pricing and hedging of credit derivatives products and insights into the latest credit derivatives products and applications strategies in the markets.

Overview of what you will learn in this credit derivatives training course

• Wide range of uses of credit derivatives
• The various products included in the general label credit derivatives
• Pricing and hedging of credit and credit derivatives products
• Practical, hands-on examples of various credit math tools and techniques
• Where to get the relevant parameters for pricing and hedging
• Insights into the latest credit derivatives products and applications strategies in the markets
• A peak into what the future might hold for this rapidly growing market

Sample of Credit Derivatives Products Covered in this Course:

• Total return swaps
• Put credit spreads on asset swaps
• Single name Credit Default Swaps (CDS) & options
• Basket CDS and nth-to-default products
• iTraxx, iBoxx, CDX and other index credit risk products
• Structured index credit investment instruments
• Equity Default Swap (EDS)
• Credit-linked and credit-spread notes
• Downgrade/rating change options
• Cross-border, sovereign risk, and currency repatriation protection products
• Collateralised Bond (CBOs) and loan (CLOs) capital markets products
• Cash, synthetic, and hybrid CBOs and CLOs
• Higher-order variations on Collateralised Debt Obligations (CDOs), such as CDO2

Credit Derivatives Training Course Highlights

DAY ONE

• Review of the Development of the Credit Derivatives Market
• Characteristics of Credit Risk that Drive Credit Derivatives Markets
• Measuring Credit Risk Parameters

DAY TWO

• Models of Debt-Equity Capital Structure Valuation and Arbitrage
• Copula Techniques in Valuing Credit Derivatives
• Credit Portfolio Risk Management Techniques and Limitations in Practice

DAY THREE

• CDO Structures for Issuers and Investors
• Implementing Successful Strategies for Profitable Trading, Hedging and Arbitraging of Credit Derivatives

Have a question? Email us at: or call us at: (+852) 2273-4393

Who should attend this credit derivatives training course?

• Bond Investors and Portfolio Managers
• Proprietary Traders
• Hedge Fund Managers
• Credit Portfolio Managers
• Credit Origination Professionals
• Financial Institution Treasury and Capital Markets Professionals
• Fixed Income Sales, Traders, and Research Professionals
• Financial Institution Risk Managers
• Financial Institution Accountants and Auditors
• Derivatives Brokers and Dealers
• Financial Institution Strategists, Developers and Planners
• Financial Analysts and Brokers
• Exchange Officials and Regulators
• Securities and Derivatives Lawyers
• IT Professionals and Information Providers
• Ratings Professionals

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Have a question? Email us at: or call us at: (+852) 2273-4393

What do you get from Ethan Hathaway courses?

• Practical. Learn from experienced and active industry practitioners and what's being practiced by your peers.
• Applicable. Apply what you learn in your job and your career
• Specially designed courses by industry active experts for industry practitioners
• Valuable. Earn more revenue or save your organisation from monetary loss. You and your organisation will quickly earn back your investment on the course fee and more
• Enjoyable. Speakers who have a passion for their topic
• Clear. Turning complex concepts into easy to understand concepts
• You gain knowledge and skills that make you valuable to your company and your career
• Instruction by industry experts
• Course notes and reference materials package
• Daily lunch, snacks and refreshments
• Certificate of completion
• Meeting your industry peers
• Ask questions relevant to your job
• Limited seats - each session is limited to between 18-25 seats
• Much, much more
• Download the course brochure to learn more

Your course instructor

To be confirmed: Details of the trainer will be available shortly.

Thank you for your patience.

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Dates & Locations & Fees

Sorry, there are presently no public dates for this course, however, this course is available on an in-house basis.

Date	Location	Venue	Course Fee	Early Bird Fee	Register

Early Birds Save Up To 30% Off the Regular Fee, download the brochure to learn more

Limited seats - Email us: for availability.

* Venue, dates, course fees, promotions, course content, course instructor are all subject to change

Can't find a session in a city near you?

If there's no session scheduled in a city near you, you have the following options:

• In-house training: If you have a group of 8 or more, consider having us run this course in-house for you
• Co-sponsored training: Between 5-7 people, consider a co-sponsored course - you agree to send this set number of people to the course if we run it in a city near you and Ethan Hathaway sells the remaining seats to other companies
• Distance learning: Less than 5 people, consider distance training format: live trainer presents over phone lines/web at pre-scheduled times (available only for select courses)
• Just tell us where you want the course: Let us know which city you'd like us to run this course in - we'll plan it if there's enough demand

Email us at: for more information regarding the above options.

Register for the course

You may book your place on the course by any of these methods:

1. Online booking - simply click on the "Register Me" button next to the course date you wish to register and it will take you through our quick online registration procedure.
2. Email us at: - please include your full contact details.
3. Fax us the booking form (included in the brochure) to: +852 3014-0721
4. Or call: +852 2273-4393 during normal office hours

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Related Courses

• Credit Risk Modelling
• Corporate Credit Analysis & Risk Management
• Credit and Loan Markets
• Structured Products

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Learn more about this course

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