Fixed Income Markets
Duration : 1.5 hours
- Characteristics of fixed income markets
- Various instruments and their classification
Duration : 1.5 hours
- Types of bonds and their pricing
- Various yield measures
Duration : 1 hour
- Market terminology
- Pricing Treasury notes and bonds
Duration : 1 hour
- Corporate bonds market terminology
- Pricing
- Role of Credit ratings
Duration : 1 hour
- Australian, Canadian, French, German, and Irish government bonds and their markets
- Characteristics and market practices in the above markets
- Risks involved in the markets
Duration : 1 hour
- Italian, Spanish, Swiss, U.K and Japanese government bonds and their markets
- Characteristics and market practices in the above markets
- Risks involved in the markets
Duration : 1 hour
- How do treasury inflation protected securities work
- Risks of investing in TIPS
- Managing TIPS portfolio
- Implication of TIPS on income tax
Duration : 1 hour
- Basics of duration and modified duration
- Computation of duration for various types of instruments
Duration : 2 hours
- Basics of convexity
- Calculation of convexity for portfolios
- Positive and negative convexities and their role
Duration : 1 hour
- The relationship between BPV, duration and convexity
- Methods to calculate BPV for on and off balance sheet items
Duration : 1 hour
- Definition of high yield bonds
- Risks involved in them
Duration : 1 hour
- Brady bond market terminology
- Pricing of Brady bonds
- Risks associated with Brady bonds and their hedging
Duration : 1 hour
- Callable and puttable bonds
- Valuation
- Convertible bonds and their valuation
Duration : 1.5 hours
- Various types of CMOs and their structures
- Risks inherent in CMOs
- Legal and regulatory aspects of CMOs
Duration : 1 hour
- Importance of interest rate risk
- Pricing and valuation of interest rate swaps
- Variants in interest rate swaps
- Swaptions
Duration : 1 hour
- Interest Rate Caps
- Corridors
- Step up Caps
- Captions
- Floors
- Collars
Duration : 1 hour
- Trading mechanics of FRAs
- Trading and arbitrage strategies using FRAs
Duration : 1 hour
- Bond trading mechanics
- Bond stripping
- Relative value trade
Duration : 1 hour
- The meaning and concept of municipal bonds
- The features of municipal bonds
- The types of municipal bonds
- The differences between municipal bonds and corporate bonds
- The municipal bond markets
- The commercial credit rating of municipal bonds
- The types of risks involved with respect to municipal bonds
- The concept of municipal bond insurance