Credit Derivatives 101 & 102 is a two-day introduction to the fundamental products, applications and documentation issues of a credit derivatives market which has surpassed $17 trillion. Today's players seeking to tailor their credit exposure include traditional investment managers, insurance companies, pension funds, and, of course, hedge funds which by some estimates make up more than half of market transactions. Please join our accomplished speaking faculty to work from the ground up, building solid foundational knowledge with key discussions including:
An introduction to the basic instruments of credit derivatives:
credit default swaps
loan cds
credit linked notes
total return swaps
An examination of the hottest segment of the market: CDS of ABS
Managing risk exposure with credit derivatives
Pricing and valuing CDS
How to implement successful trading strategies
Market perspective from Brian Peters of the Federal Reserve Bank of New York
And more!
After the basic concepts have been established by the main conference, you can further examine the nuts and bolts of this rapidly evolving market by joining our valuable post-conference workshop: Legal, Tax, and Accounting Overview for Credit Derivatives, with David Garlock of Ernst & Young and David Felsenthal of Clifford Chance.