CDS: Docs, Pricing & Trading
Credit Default SWAPS: Documentation, Pricing & Trading
This conceptual and applied learning experience focuses on the terms and conditions of credit default swaps as well as pricing, trading and hedging approaches for credit derivatives.
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Program Outline
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Program Summary
| TITLE: | Credit Default Swaps: Documentation, Pricing & Trading |
| CE: | 8hrs |
| FEE: |
Member - $1,485 including GST Non Member - $1,650 including GST |
| Sydney TBA |
|
About the Speaker
Satyajit Das, Consultant
Satyajit works in the area of financial derivatives, risk management, and capital markets. Since 1994, he has been a consultant to financial institutions and corporations on derivatives and financial products and risk management issues. He presents seminars on financial derivatives/ risk management and capital markets in Europe, North America, Asia and Australia.
Between 1988 and 1994, Mr. Das was the Treasurer of the TNT Group, an Australian based international transport and logistics company with responsibility for the Global Treasury function. Between 1977 and 1987, he worked in banking with the Commonwealth Bank of Australia, Citicorp Investment Bank and Merrill Lynch Capital Markets specialising in capital markets and risk management/ derivative products.
Mr. Das is the author of a number of key reference works on derivatives and risk management. His works include Swaps/ Financial Derivatives Library – Third Edition (2005, John Wiley & Sons) (an unparalleled 4 volume 4,700 reference work for practitioners on derivatives). He is also the author of Credit Derivatives, CDOs and Structured Credit Products –Third Edition (2005, John Wiley & Sons) and Structured Products & Hybrid Securities – Second Edition (2001, John Wiley & Sons).
He is the author of Traders, Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives (2006, FT-Prentice Hall), an insider’s account of derivatives trading and the financial products business filled with black humour and satire. The book has been described by the Financial Times, London as " fascinating reading … explaining not only the high-minded theory behind the business and its various products but the sometimes sordid reality of the industry". He is also the author (with Jade Novakovic) of In Search of the Pangolin: The Accidental Eco-Tourist (2006, New Holland), an unique travel narrative offering passionate and often poignant insights into the natural world and the culture of eco-travel.
Mr. Das holds Bachelors’ degrees in Commerce (Accounting, Finance and Systems) and Law from the University of New South Wales and a Masters degree in Business Administration from the Australian Graduate School of Management.
About this program
This workshop includes a combination of short lectures and practical exercises and is delivered across two modules. Module 1 covers the structure, terms and conditions of credit default swaps, while Module 2 explains how credit derivatives are priced, traded and hedged in practice. When you attend the program you also receive a complimentary copy of Satyajit Das’ book Credit Derivatives, CDOs and Structured Credit Products – Third Edition (2005 – John Wiley & Sons).
What will you learn?
Complete the program to gain an understanding of credit default swap:
- Structure;
- Key documentation issues;
- Regulatory capital issues;
- Pricing, valuation and hedging issues;
- Pricing/trading credit derivatives;
- Cash - Credit Default Swap Basis; and
- Trading strategies
It also covers a:
- Review of 2003 ISDA Credit Default Swap confirmation; and
- Review of key problems in documentation (including restructuring).
Testimonials
Great presenter, made a seemingly dull subject interesting.
Presenter was excellent - very clear and entertaining and provided many real life examples to compliment theory.