Demystify the Complex Products of Credit Derivatives with this Clear and Practical Course

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

View the detailed course content and the latest discount promotions:

Have a question? Email us at: support@ethanhathaway.com or call us at: (+852) 2376-3330

Great...Ethan Hathaway's presentations and the materials are excellent and it is the best seminar I have attended.
W.N. 
Dealer, Bank BJB, Indonesia

  • Agenda highlights
  • Who should attend
  • Reviews

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

View the detailed course content and the latest discount promotions:

Have a question? Email us at: support@ethanhathaway.com or call us at: (+852) 2376-3330


18 Seats Only

Only 18 seats available per session so you get more personal attention.

Reference Package

You also receive a Course Reference Kit to take away for future reference. (Value of $200.00)

Get Answers

All our trainings are built for interaction and for you to get the most out of the training for your job and situation.

​Ask questions specific to your situation. It's the closest you can get to getting personalised coaching.

Certificate of Completion

After completing the training, you receive an Ethan Hathaway gold-embossed certificate of completion to mark your achievement.


Available for In-House Training

There are currently no scheduled public sessions for this training, however, it is available as an in-house training.

Request an in-house training proposal below or learn more about In-House Training


Accredited By

BAC AccreditedEthan Hathaway is accredited by the British Accreditation Council for Independent Further and Higher Education as an International Centre.

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