Hybrid Structured Products: Structuring and Main Uses

Hybrid Structured Product Markets
  • Comparison with other structured product markets: market share and growth
  • The goals of investors & of issuers
  • Structuring process: reverse inquiry, public offering/private investment
  • Study of options arising in the construction of structured products
Equity + Credit Structured Products
  • Modelling volatilities
  • Classic equity modelling
  • Variance swap market
  • Cash equity structures vs. CDS
  • Equity skew and index skew
  • Volatility arbitrage: convertibles vs. vanilla options
  • Equity Default Swap and CDS structures
  • Equity-Credit hybrid obligations
  • Model of the firm and its variants
Equity + Interest Rate Structured Products
  • Super subordinated notes
  • Diversity and flexibility of finance sources
  • Interest rate/equity hybrid options
  • Interest rate/equity correlation
  • Pricing a basket
FX + Credit Structured Products
  • CFXO: Collateralised Foreign Exchange Obligations
  • Similarities between CFXOs and CDOs
  • Calculating FX option premiums
  • Redistribution of distinct seniority tranches

  • Understand the hybrid structured product market
  • Understand the relationship between various asset classes
  • Analyse in detail volatility modelling
  • Arbitrage Equity skew and Index skew
  • Know hybrid structuring
  • Master Collateralised Foreign Exchange Obligations
  • Arbitrage convertibles volatility and vanilla volatility
  • A simple approach to complex products using real situations
  • Systematic highlighting of the risks of every structured products
  • Asset managers
  • Institutional investors
  • Equity derivatives traders
  • Hybrid traders
  • Risk managers
  • Middle office staff/audit/internal controls
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