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Target Group

The course is designed for senior foreign exchange and money market dealers, corporate and bank treasurers as well as senior operations staff or any financial markets professional who need to get a profound understanding of Fixed Income & Money Markets.

Learning Target

Participants will understand the historical evolution and central functions of fixed income & money markets and its related financial derivatives and to acquire a broad range of practical skills such as: how to apply derivatives in Hedging and Asset & Liability Management and manage spot and forward FX positions, how to apply interest swaps in managing interest rate risk and how to value structured interest products. In addition, participants are taught to exploit fixed income instruments and understand their interrelationships. They will learn the relevant pricing mechanisms, and display a good working knowledge and understanding of the rationale for various special kinds of interest rate contracts including interest rate options. Participants will understand Fixed Income derivatives pricing, hedging, risk management, applications in treasury and derivatives documentation and regulation. A focus will be on Interest Rate Swaps, Swaptions, Caps and Floors, Exotic Options, structured products, and inflation related products, taking into account common pricing platforms. For this kind of derivatives participants will be able to use risk management quantities (Sensitivities) to gauge the risk in a portfolio of Fixed Income products.


Lecture, discussion, individual and group exercises, case studies


5 Days


Technical Questions