In recent times, credit has been the centre of attention in the financial markets.
Our focus is mainly on the world of credit derivatives and we have run classes that cover the following topics:
- Single name and index credit default swaps (CDS),
- Pricing and valuation of CDS,
- Trading CDS,
- CDS options,
- Collateralised Debt Obligations (we also offer courses on asset backed securities),
- Correlation trading.
Within this category of training we can also offer sessions on counterparty credit risk that would cover issues such as the calculation of potential future exposure, the impact of collateral and netting as well the calculation of credit value adjustment (CVA)
To give you a flavour of the type of content we can deliver click here for a CDS outline and here for applied financial statement analysis.
2011 sees the publication of'Trading the Fixed Income, Credit and Inflation markets: a relative value guide'(John Wiley and Sons) which will pull together a number of relative-value concepts across different markets.