Traded Products and Risk Management

  Intermediate CPD: 70 hours   10 days   Live


Financial Markets Bootcamp

The Traded Products and Risk Management course is a comprehensive course designed for bankers, corporates, and regulators, and covers an extensive range of topics in a highly practical way.

Participants will not only learn how each financial product works, but will also understand the risks associated with their management and use.

The course is highly modular and flexible. Participants can sign up for individual days, groups of days, or for the entire 10-day course. Contact us to find out more.

Learning Outcomes

By attending this course, you will:

  • Obtain a clear and thorough understanding of a wide range of financial products including: US Treasuries, cash equities, FX spot and forward, FRAs, futures, swaps, options, and credit derivatives
  • Learn about some of the most recent changes, e.g. LIBOR cessation and SOFR-linked futures and swaps
  • Explore how each major financial product behaves, how each is fairly priced, and how these products are created, handled, sold, and used by banks
  • Examine risk management and Value-At-Risk (VaR) concepts – the techniques used by banks to manage a portfolio of financial products
  • Investigate the custom and practice of trading on the financial markets
  • Obtain extensive first-hand experience of each market and product with the award-winning Global Trader simulator

Who Should Attend

Anyone who wants to master the financial markets and traded products, and to understand how to manage the risks arising from these instruments.



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Seminar Content

Day 1
  • Overview of banking risk
  • Fixed income securities
  • computer US treasuries simulation
  • Equities markets
  • computer US equities simulation
Day 2
  • FX spot market
  • computer FX spot simulation
  • FX forward market
  • computer FX forward simulation
  • computer Restructuring FX forwards case study
Day 3
  • Short-Term Yield Curve and Forward Rates
  • FRAs
  • computer FRAs simulation
  • Futures markets
  • Short-term interest rate (STIR) futures
Day 4
  • computer Hedging using STIR futures
  • computer Interest-rate futures simulation
  • Bond futures
  • computer T-Bond futures simulation
  • computer Hedging bond portfolio case study
Day 5
  • Interest rate swaps
  • Currency swaps
  • computer Swaps applications
  • computer IRS simulation
Day 6
  • Yield curve mathematics
  • computer Deriving the discount function
  • computer Pricing an FRA
  • computer Pricing and valuing swaps
  • LIBOR vs. SOFR swaps
Day 7
  • Principles and Characteristics of Financial Options
  • Option pricing models
  • computer Option pricing workshop
  • Option Greeks
  • Building option portfolios
  • computer Option trading strategies
  • computer Options trading simulation
Day 8
  • Hedging with options
  • computer Hedging market risk with options
  • Interest rate options
  • Caps and floors
  • computer Pricing caps and floors
  • Swaptions
  • Cancellable and extendible swaps
  • computer Creating a cancellable swap
Day 9
  • Overview of credit derivatives
  • Single-name credit default swaps
  • computer CDS simulation
  • Credit derivative indices: CDX, iTraxx, and others
  • computer Index trading case study
Day 10
  • Overview of VaR
  • Implementing VaR
  • computer VaR workshop
  • computer Measuring VaR using historical simulation
  • Expected shortfall
  • Fundamental Review of the Trading Book (FRTB)

When and Where
   2 Dec 2024 - 13 Dec 2024

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Other Dates and Locations
Search for Traded Products and Risk Management in our course schedule for alternative dates and locations where this course is offered.

Note that the course fee of £10,500.00 already includes 20% VAT .



Registration Information

Payment and Confirmation

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