New Credit Derivatives: Mechanics, Analysis, Applications and Risk Management Course

Sept. 27, 2011 - PRLog -- Financial Veritas is pleased to inform the industry on a new course called the Credit Derivatives: Mechanics, Analysis, Applications and Risk Management Course will take place on 08.11.2011 - 09.11.2011.

For more information:
http://www.financialveritas.com/Training/details/1637-Credit-Derivatives-Mechanics-Analysis-Applications-and-Risk-Management/Prague/2011-11-08/

The course will start with a brief introduction to credit derivatives and with an overview of the market for these instruments.

Then it will look in detail into the most important type of credit derivative: Credit default swaps (CDS). We give a thorough explanation of the mechanics of these instruments, and we give examples of different types of CDS, including single-name and basket CDS. We explain how the instruments are priced, form a theoretical as well as a market perspective, and we discuss the importance of market indexes such as iTraxx. Using practical case studies, we also present, explain and discuss how CDS are used for the hedging of corporate and sovereign default risk, spread risk, and other types of credit risks.

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