Structured Products and Complex Derivatives Training Course

Introduction

This intensive 5-day training course provides a comprehensive exploration of structured products and complex derivatives, equipping participants with the in-depth knowledge and practical skills needed to navigate these sophisticated financial instruments. From understanding the underlying mechanics of various structured notes and exotic options to mastering advanced pricing and risk management techniques, this program offers a deep dive into the world of bespoke financial solutions. Participants will gain a solid understanding of how these instruments are constructed, their payoff profiles, and the regulatory landscape governing their use, enabling them to make informed decisions in a rapidly evolving market.

The course goes beyond theoretical concepts, focusing on real-world applications, trading strategies, and the critical assessment of risks associated with structured products and complex derivatives. Through interactive case studies and practical exercises, attendees will learn to analyze complex payoff structures, identify profitable opportunities, and implement effective hedging strategies. Whether you are a portfolio manager, risk analyst, product structurer, or financial professional seeking to enhance your expertise in this specialized area, this program provides an unparalleled opportunity to master the intricacies of these advanced financial tools and stay ahead in the dynamic world of financial innovation.

Duration: 5 days

Target Audience:

  • Structured Product Sales and Trading Professionals
  • Portfolio Managers
  • Risk Managers
  • Quantitative Analysts
  • Financial Engineers
  • Investment Bankers
  • Wealth Managers
  • Compliance Officers dealing with complex products

Objectives:

  • To provide a comprehensive understanding of various structured products and complex derivatives.
  • To equip participants with the skills to analyze, price, and risk manage these instruments.
  • To understand the regulatory and legal frameworks surrounding structured products.
  • To enable participants to identify and assess the risks inherent in complex derivatives.
  • To develop practical strategies for using structured products for investment and hedging.

Course Modules:

Introduction

  • Overview of the financial innovation landscape and the rise of structured products.
  • Defining structured products and complex derivatives: their purpose and market size.
  • Key players in the structured products market: issuers, distributors, investors.
  • Fundamental building blocks: bonds, equities, commodities, and derivatives.
  • The regulatory environment for complex financial instruments.

Equity-Linked Structured Products

  • Equity-linked notes (ELNs), reverse convertibles, and autocallable notes.
  • Participation notes and leveraged equity structures.
  • Understanding barriers (knock-in, knock-out) and their impact on payoffs.
  • Hedging strategies for equity-linked products for issuers and investors.
  • Valuation models for equity-linked structured products.

Interest Rate Structured Products

  • Callable and putable bonds with exotic features.
  • Range accrual notes and constant maturity swap (CMS) linked notes.
  • Stepper and floater notes with complex triggers.
  • Inverse floaters and leveraged interest rate structures.
  • Pricing and risk management of interest rate structured products.

Commodity and FX-Linked Structured Products

  • Commodity-linked notes (e.g., oil, gold, agricultural products).
  • Precious metal certificates and resource-linked bonds.
  • Foreign exchange linked notes and dual currency deposits.
  • Understanding volatility and correlation in commodity and FX structured products.
  • Hedging considerations for commodity and FX exposures.

Credit Derivatives and Structured Credit Products

  • Credit Default Swaps (CDS): single-name, index, and bespoke.
  • Collateralized Debt Obligations (CDOs) and their different tranches.
  • Synthetic CDOs and constant proportion debt obligations (CPDOs).
  • Credit-linked notes (CLNs) and first-to-default baskets.
  • Pricing and risk management of structured credit products.

Exotic Options and Hybrids

  • Barrier options (knock-in, knock-out) and their variations.
  • Asian, Lookback, Rainbow, and Basket options.
  • Compound options and Chooser options.
  • Hybrid structured products combining different asset classes.
  • Advanced pricing models for exotic options (Monte Carlo, Finite Difference).

Valuation and Risk Management of Structured Products

  • Numerical methods for pricing complex derivatives: Monte Carlo simulation, binomial trees.
  • Sensitivity analysis: Greeks beyond delta and gamma (vega, rho, vanna, vomma).
  • Understanding correlation risk, jump risk, and model risk.
  • Stress testing and scenario analysis for structured product portfolios.
  • Best practices in risk reporting and disclosure for complex instruments.

Regulatory, Legal, and Accounting Aspects

  • UCITS and MiFID II implications for structured products.
  • Dodd-Frank Act and EMIR regulations affecting derivatives.
  • Legal documentation for structured products (term sheets, prospectuses).
  • Accounting treatment for derivatives and structured notes (IFRS 9, ASC 815).
  • Suitability and appropriateness requirements for complex product sales.

CERTIFICATION

  • Upon successful completion of this training, participants will be issued with Macskills Training and Development Institute Certificate

TRAINING VENUE

  • Training will be held at Macskills Training Centre. We also tailor make the training upon request at different locations across the world.

AIRPORT PICK UP AND ACCOMMODATION

  • Airport pick up and accommodation is arranged upon request

TERMS OF PAYMENT

Payment should be made to Macskills Development Institute bank account before the start of the training and receipts sent to info@macskillsdevelopment.com

 

Structured Products And Complex Derivatives Training Course in Honduras
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