Credit Derivatives 101 & 102

Venue: The Princeton Club

Location: New York, New York, United States

Event Date/Time: Mar 22, 2007 End Date/Time: Mar 23, 2007
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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, 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 introduction to cash and synthetic cdo’s
An examination of the hottest segment of the market: CDS of ABS
Managing risk exposure with credit derivatives
Structuring and negotiating a sample credit derivative
An examination of swaptions and tranches
How to implement successful trading strategies
The future outlook of the credit derivatives market
And more!