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IFF Training

Advanced Swaps

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Advanced Swaps Training Course

Next dates

Sep 16—18
3 days
London, United Kingdom
GBP 2759 ≈USD 3581
GBP 919 per day


The swap market is in a state of flux as a result of the LIBOR rigging scandals. Regulators are discussing possible alternatives with both the sell side and the buy side. The market is on the verge of fundamental change and cutting-edge course will equip you to deal with these changes and allow you to explore the latest and more complex products, pricing terminology, conventions and applications for banks, corporates and investors.

A basic understanding of swaps and options is assumed. The course is designed to be highly interactive and relies on the extensive use of Excel based case studies to develop a detailed understanding of interest rate derivatives and their applications.

The course will present you with a unique opportunity to integrate your theoretical knowledge of swaps with state-of-the-art market applications. This will be reinforced via the use of practical software programmes that you will utilise to complete a number of tasks and exercises, ensuring learning and full comprehension of topics and current issues. The dissection and financial engineering of some structures will be undertaken which will help you unlock the “black box” behind the products.


This course is practical and hands on allowing you to apply your knowledge to real-life situations straight away, you will:

  • Learn how to calculate the risks and rewards of the swaps market
  • Ensure you apply and use interest rate derivatives effectively
  • Fully grasp all aspects of the non-generic and exotic swap products, terminology, pricing methodology, risk management and product applications
  • Understand OIS mechanics and collateralisation
  • Structure Interest Rate Options into Structured Bonds
  • Comprehend the dynamics of the CDS market


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