Structured Finance - Credit Derivatives

Learn about Credit Derivatives, Types of Credit Derivatives, Pricing considerations, Regulation and Risk

What you'll learn

The main aim of this course is to teach you what credit derivatives are

Different forms of credit derivatives

You will be also learning how credit derivatives is priced with the help of simplified assumptions.

Through this course you will be also learning about credit risk, credit default swaps, credit events, credit linked notes, other credit derivatives.

Requirements

Basic Derivatives knowledge

Description

he main aim of this course is to teach you what credit derivatives are, what the different forms of credit derivatives are. You will be also learning how credit derivatives is priced with the help of simplified assumptions. Through this course you will be also learning about credit risk, credit default swaps, credit events, credit linked notes, other credit derivatives, and what are the uses of credit derivatives in market. The course covers the in-depth explanation about the credit derivatives along with the practical examples for the proper understanding about credit derivatives structured finance.Course Objective:To understand the concept of credit derivatives structured financeTo get in-depth knowledge about the concepts with practical exam.The followings will be taught in details in this course:Types of Credit DerivativesCredit Spread ForwardsTypes of Credit Linked NotePricing ConsiderationsMore on Pricing ConsiderationsComputation of Credit DerivativesMore on Credit DerivativesThe course discusses about the Derivative market and understanding the forward contracts and its relationship with interest rates. This training are for all those who are new to credit derivatives but want a deeper understanding of them and how they work with practical examples.The training will include the following;-Overview of Credit Derivatives-Types of Credit Derivatives-Pricing considerations-Regulation and Risk

Overview

Section 1: Introduction

Lecture 1 Introduction to Structured Finance

Section 2: Getting Started Credit Derivatives

Lecture 2 Uses of Derivative Markets

Lecture 3 Asset Site Product

Lecture 4 Liability Side

Lecture 5 Credit Risk

Lecture 6 Credit Default Swaps

Lecture 7 Definition of CDS

Lecture 8 Definition of CDS Continue

Lecture 9 CDS Pricing

Lecture 10 CDS Pricing Continues

Lecture 11 Calculate Accrued Premium

Lecture 12 Default probabilities

Lecture 13 Default probabilities Continues

Lecture 14 Bond CDS Equivalence

Lecture 15 Credit Linked Note

Lecture 16 Other Credit Derivatives

Lecture 17 Total Return Swap

Lecture 18 Asset Swap

Lecture 19 Basket Default Swap

Lecture 20 Basket Default Swap Continues

Lecture 21 Probability of Two Entities

Section 3: Conclusion

Lecture 22 Conclusion

Students who are pursuing CFA, MBA (finance), CA and Professionals