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Derivatives Products in a Dodd-Frank World

New York Institute of Finance

ITEM FIPR0202

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17

Derivatives Products in a Dodd-Frank World

Understand current regulatory trends in the derivatives space as a result of the credit crisis, providing a framework for discussion regarding the many issues facing the derivatives business today.

Alternative Courses:


Prerequisite knowledge:

  • Working knowledge of the financial industry

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Module 1: Overview and Futures

  • Overview of Course
  • History and Impact of the Credit Crisis
  • Cause(s) and effect
  • Securitization
  • Post-mortem: lessons learned and roadmap for the future

Module 2: Futures Contracts

  • Mechanism for trading
  • Mechanism for clearing: functions of a clearinghouse; margin
  • Commodity futures - energy, metals and grains: contract specifications
  • Commodity futures market participants: users; producers; commodity funds and speculators; arbitrageurs
  • Commodity futures - uses and applications: hedging; commodities as an investment asset; speculation; arbitrage

Module 1: Financial Futures

  • Eurodollars and FRAs
  • T-note and t-bond futures
  • Foreign currency futures

Module 2:Equity Index Futures

  • Futures and ETFs: compare and contrast

Module 3: Financial and Equity Futures Market Participants

  • Financial and Equity Futures: Uses and Applications
  • Hedging
  • Speculation
  • Arbitrage

Module 1:Interest Rate Swaps

  • History and Evolution of the Swaps Market
  • Interest Rate Swaps Contract Terms and Conditions
  • Ways to Diagram Swaps
  • Market Trading Conventions
  • Market Participants
  • Corporations
  • Unleveraged buyers of assets
  • Speculators and other leveraged players
  • Arbitrageurs
  • Uses and Applications

Module 1: Pricing Interest Rate Swaps

  • Bootstrapping and calculating spot rates
  • DV01 (dollar value of 1 BP)
  • Re-pricing swaps

Module 2:Total Return Swaps

  • Terms and conditions
  • Compare and contrast to vanilla swaps
  • Uses and applications

Module 1: Credit Default Swaps

  • Terms and conditions
  • Market trading conventions
  • Pricing

Module 2: Market Participants

  • Corporations
  • Unleveraged buyers of assets
  • Speculators and other leveraged players
  • Arbitrageurs

Module 3: Uses and Applications

  • Hedging: hedging a long portfolio; creating synthetic assets
  • Speculation
  • Arbitrage: negative basis; positive basis

Module 1: Option Contract Terms and Conditions

  • Terminology
  • Factors Affecting Option Prices
  • Equity Options
  • Mechanism for trading
  • Payoff profiles

Module 2: Equity Option Market Participants

  • Corporations
  • Unleveraged buyers of assets
  • Speculators and other leveraged players
  • Arbitrageurs and market makers

Module 1: Interest Rate Options

  • Terms and conditions
  • Terminology
  • Payoff profiles

Module 2: Interest Rate Options Market Participants

  • Corporations
  • Unleveraged buyers of assets
  • Speculators and other leveraged players
  • Arbitrageurs and market makers

Module 3: Option Strategies

  • Yield enhancement
  • Insurance
  • Vertical spreads
  • Volatility spreads
  • Collars

Module 1: Option Pricing

  • Overview of Black-Scholes
  • Overview of binomial modeling

Module 2: Volatility

  • Probability and normal distribution

Module 3: Options Risk Management: The Greeks

  • Delta
  • Gamma
  • Theta
  • Vega
  • Rho
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Derivatives Products in a Dodd-Frank World

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