Credit Derivatives and Structured Finance

Credit Derivatives and Structured Finance

Advanced | 5 days | Face to Face / Online / Elearning | Certificate
01

Course Overview

Course Summary
Course Title Credit Derivatives and Structured Finance
Organization Tech For Development (T4D)
Venue Tech For Development (T4D) Training Centre
Duration 5 days
Target Industries
Target Job Roles
Course Fees (Face-to-Face) USD 1,500/KES 99,000 (Exclusive of VAT)
Course Fees (Virtual) USD 1,000/KES 70,000 (Exclusive of VAT)
Training Modes Virtual and face-to-face training
Payment Payment should be made to the Tech For Development (T4D) bank account on or before the start of the course
Accreditation Tech For Development Certificate of Course Completion

Course Introduction:

Credit derivatives and structured finance products are vital components of modern financial markets, offering risk management and investment opportunities. This course provides participants with a comprehensive understanding of credit derivatives, collateralized debt obligations (CDOs), asset-backed securities (ABS), and other structured finance products, equipping them with the knowledge and skills to analyze, price, and manage these instruments effectively.

Duration: 5 days

Target Audience:

Investment bankers, traders, risk managers, financial analysts, and professionals involved in structured finance, derivatives trading, and risk management within banking and financial institutions.

Organizational Impact:

  • Enhanced risk management capabilities through effective hedging and risk transfer using credit derivatives.
  • Diversified revenue streams through structured finance transactions and derivatives trading activities.
  • Strengthened investment portfolios with access to a wider range of structured finance products.
  • Improved understanding of credit risk and market dynamics, leading to better-informed investment decisions.

Personal Impact:

  • Advanced knowledge of credit derivatives and structured finance products.
  • Enhanced ability to analyze and price structured finance transactions.
  • Expanded role in structured finance, derivatives trading, and risk management activities within banking and financial institutions.

Course Objectives:

  1. Understand the mechanics and applications of credit derivatives.
  2. Learn about structured finance products and their role in capital markets.
  3. Gain insights into the pricing, valuation, and risk management of credit derivatives and structured finance instruments.
  4. Develop proficiency in analyzing structured finance transactions and assessing credit risk.
  5. Explore strategies for trading, hedging, and investing in credit derivatives and structured finance products.
02

Course Modules

Course Outline:

Module 1: Introduction to Credit Derivatives

  • Overview of credit derivatives: definition, types, and market participants
  • Applications of credit derivatives: hedging, speculation, and synthetic exposure

Module 2: Collateralized Debt Obligations (CDOs)

  • Introduction to CDOs: structure, tranches, and cash flow waterfall
  • Analysis of CDO transactions: credit enhancement, collateral composition, and rating considerations

Module 3: Asset-Backed Securities (ABS)

  • Overview of ABS: types, structure, and securitization process
  • Analysis of ABS transactions: underlying assets, cash flow mechanics, and credit enhancement techniques

Module 4: Pricing and Valuation of Structured Finance Products

  • Methods for pricing credit derivatives and structured finance instruments
  • Valuation models: binomial model, Monte Carlo simulation, and Black-Scholes model

Module 5: Risk Management and Investment Strategies

  • Risk management techniques for credit derivatives and structured finance products
  • Trading and investment strategies: long/short positions, arbitrage, and relative value trading
  • Case studies and practical exercises in analyzing and managing structured finance transactions
03

Course Administration

Methodology

Instructor-led sessions use a blended learning approach combining presentations, guided practical exercises, web-based tutorials, and group work, delivered by seasoned industry experts. All facilitation and course materials are in English, so participants should be reasonably proficient in the language.

Accreditation

Upon successful completion of this training, participants will be issued a Tech For Development Certificate of Course Completion

Training Venue

The training will be held at the Tech For Development Training Centre. The course fee covers the course tuition, training materials, two break refreshments, and lunch. All participants will additionally cater to their travel expenses, visa application, insurance, and other personal expenses.

Accommodation & Airport Transfer

Arranged upon request.For reservations contact the Training Officer:
Email: [email protected]
Phone: (+254) 790 824 179

Tailor-Made

This training can also be customized to suit the needs of your institution upon request. You can have it delivered in our T4D Training Centre or at a convenient location.

Payment

Payment should be transferred to the T4D account through a bank on or before the start of the course. Send proof of payment to [email protected].

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2026 Schedules
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16 Nov - 20 Nov
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Kigali
Addis Ababa
Kuala Lumpur
Accra
Cairo
Pretoria
Cape Town
Johannesberg
Zanzibar
Arusha
Kisumu
Dubai
Mombasa
Nairobi
Nakuru
Machakos
Naivasha
Kampala