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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

€2,550.00
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
€2,550.00
BOOK HERE

REGISTRATION

25 November 2026 - 27 November 2026

3 Days
Frankfurt am Main
€2,550.00
BOOK HERE

METHODOLOGY

Interaktiver Fachvortrag, Diskussion, Fallstudien

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Risikomanager - Experte Kreditrisiko

MODULE OF

Risikomanager - Experte Kreditrisiko

MODULE OF

Risikomanager - Experte Kreditrisiko

DETAILS

In-House Training
Our entire range of services can also be tailored to your company's specific needs. We would be happy to advise you and provide you with a customized quote upon request.

Special Conditions
10% discount for the second and each additional participant per company and seminar date.

LEARNING GOALS

Sie lernen Grundstrukturen, Funktionsweise und Bewertungsmöglichkeiten von symmetrischen und asymmetrischen Zinsderivaten und deren Einsatzmöglichkeiten für Trading-, Arbitrage- und Hedging-Strategien kennen.

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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‘After a powerful week at Frankfurt School,

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

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