Advance Your Career

Together, we’ll find the right path for your professional development.

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Zinsderivate und strukturierte Kreditprodukte

Seminar

Your next career step starts here

We equip you with cutting-edge knowledge and help you expand your expertise in new fields.

Next start date

25 November 2026

Duration

3 Days

Language

German

Format

On Campus, Online

Type of education

Seminar

Price

€ 2550
We equip you with cutting-edge knowledge and help you expand your expertise in new fields.
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CONTENTS

  • Grundlagen Derivative Finanzinstrumente:
    • Kassa- und Terminmarkt
    • Unbedingte und bedingte Zinsderivate
    • Risikotransfer, Hebelwirkung und Hedging

  • Forward Rate Agreements und Zinsfutures
    • Definition FRA
    • Ermittlung des FRA-Satzes
    • Bewertung von FRAs
    • Zinsfutures: Geldmarkt- und Anleihen-Futures
    • Margening
    • Lieferoption
    • Hedging mit Futures

  • Zinsswaps
    • Definition
    • Aufbau und Konstruktion einer Bewertungskurve
    • Iterative Bepreisung eines Zinsswaps
    • Forward-Starting Zinsswaps
    • Amortizing, Accreting, Roller Coaster und Index Amortizing Zinsswaps
    • Kündbare (Cancelable) Swaps


  • Grundlagen von Optionen
    • Definition, Visualisierung durch „Hockey Sticks“ und Auszahlungsprofile
    • Geldnähe
    • Innerer Wert & Zeitwert
    • Greeks: Delta, Gamma, Theta und Vega

  • Caps, Floors & Collars
    • Definition von Caplets & Floorlets und Caps & Floor
    • Visualisierung durch „Hockey Sticks“ und Auszahlungsprofile
    • Bewertung

  • Payer & Receiver Swaptions
    • Definition von Payer und Receiver Swaptions
    • Ausübung
    • Bewertung

  • Strukturierte Kreditprodukte
    • Produktdarstellung durch Zerlegung
    • Forward-Darlehen
    • Kündbare Darlehen
    • Cap- und Collar-Darlehen


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Advance Your Career

High-impact programs to boost your skills and network.

High-impact programs to boost your skills and network.

Target group

Dieses Seminar richtet sich an Mitarbeiter aus den Bereichen Risikocontrolling, Handel, Backoffice und Revision.

REGISTRATION

25 November 2026 - 27 November 2026

3 Days
Frankfurt am Main
€ 2550
BOOK HERE

REGISTRATION

25 November 2026 - 27 November 2026

3 Days
Frankfurt am Main
€ 2550
BOOK HERE

METHODOLOGY

Interaktiver Fachvortrag, Diskussion, Fallstudien

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Risikomanager Frankfurt School - Experte Kreditrisiko

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Risikomanager Frankfurt School - Experte Kreditrisiko

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Risikomanager Frankfurt School - Experte Kreditrisiko

Download key programme information

Request your brochure now to explore programme details, registration information, and learn how Frankfurt School can support you on your professional journey.
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WE ARE HERE FOR YOU

Together, we'll find the right path for your professional development.
+49 69 154008-9302
seminare@fs.de

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