Contents:
- Bond markets: Structure and design: Bond Types–Characteristics of various bond types.
- International Bond Market
- Markets for sovereign and corporate Bonds
- Concepts of Interest rates
- Types of interest rates
- Treasury rate
- Repo rate – Fixed and floating, Reverse Repo
- LIBOR rate, MIBOR, HIBOR and others
- Concepts of Treasury Zero rates and their determination
- Structure and valuation of fixed Income products
- Concepts of
- Yield its calculation
- Nominal Yield
- Current Yield
- Yield to Maturity (YTM)
- Zero Coupon (Treasury) Curve
- Price – Yield Curve
- Duration and Modified Duration
- Accrued Interest
- Structure of a bond issue – Callability, Sinking fund etc.
- Bond Pricing Conventions
- Bond Underwriting
- Credit Risk and Credit rating agencies
- Advanced Concepts – Fixed income derivatives
- Bond Futures and Bond options
- Using Bond futures for hedging and spread trading
- Pricing Bond Futures and Bond options
- Embedded Bond Options
- Black's Model
- Yield Volatilities
- Interest rate caps and floors and collars and their Valuation
- Fixed Income Analytics
- Theories of the Term Structure of Interest rate
- Concepts of Bond Duration and Bond Convexity
- Zero rate curve determination and application
- Forward rates – Determination, Application to FRAs
- Pricing Interest-rate contingent claims.
- Fixed Income portfolios and risk management
- Implications of Duration for Portfolio Management and Yield Curves
- Implications of Convexity on Immunization
- Yield Curve Analysis and its fluctuation
- Fixed Income Portfolio Management when Yield Curve shape changes
- Trading Strategies with fixed income products
- Emerging frontiers in market risk and credit risk management
- CDSs, CDOs and CMOs and their Valuations, Valuation of Basket CDSs and CDOs
- The Role of CDSs and CDOs in the US Subprime Crisis
- Convertible Bonds and their Valuation
Duration : 5 days
Date : January 30 - February 3, 2012
Fees :  4,000/- (inclusive of taxes) per day per participant on non-residential basis
6,000/- (inclusive of taxes) per day per participant on residential basis
For registration please send a Cheque /DD drawn in favour of "Indian Institute of Capital Markets" payable at Mumbai alongwith the registration form at the following address:
Mrs. Komal Mayekar / Mrs. Latha Borah
Indian Institute of Capital Markets
(formerly UTI Institute of Capital Markets)
2nd Floor Hindavi Bhavan, Plot No. 13, Sector 1, Vashi, Navi Mumbai – 400 703
Tel No.: 022-2782 0153/15 Fax: 022-2782 0154
Email: smp@utiicm.com ; Website: www.utiicm.com
|
