Objective:
a
comprehensive programme available as a fully customisable in-house
seminar designed to review any number of case studies dealing
with structuring of securities and derivatives for trading, new issues,
investment, credit, etc.
Please
note that this seminar assumes that the audience is already quite familiar
with the contracts and at least standard valuation methods that are used
in the case studies, as the intention is to focus on how to trade and the
real world implication to P&L, rather than on the description of
securities/derivatives and pricing models (which are available in other ARTSchool
Seminars).
Audience:
·
Market makers, prop traders, structurers
·
Risk Management
This is a fully customisable programme
that may include any and all aspects as you require, and the following is only
an illustration of one of the possibilities.
1) Overview: review of key issues and considerations for
structuring including, prop trading perspective, rebalancing perspective,
new issues perspective etc. Structuring consideration for increasing
yield. Structuring considerations for reducing risk (market, credit,
etc).
2) Case
Studies:
case study are chosen to reflect the client's needs, and may include
examples as per:
a)
Structuring trades with expectation of increased or decreased volatility
b)
Structuring trades for new issues to adjusted funding leg.
c)
Structuring products to take advantage of cross border effects, such as
interest rate spreads.
d)
Structuring correlated products such convertible bonds
c)
Structuring for credit effects, both for capital implications, and new
issue enhancement.
comprehensive and extensively illustrated Handout Notes (see samples
here)
Plus copies of relevant TG2 Books/e-Books
Note:
Seminars can be tailored to your trading, risk, client, and systems needs.
Submit your needs, and/or "cut/paste" from other Seminars (see entire "standard"
list HERE)
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