Interest Rate Trading Book Management: Risk and P&L

SHORT TERM INTEREST RATES

Revisions
  • Characteristics and uses of short-term interest rate products (deposit, FRA, STIR futures)
  • How to manage a position

MARKET SIMULATION (FIRST TRADING ROOM®)

  • Immerse yourself in the universe of a trading room with access to market data, news, charts, risk reporting and virtual calls from market players
  • Deal and arbitrage FRA and STIR futures
  • Market analysis, client market-making, trading, position management and risk monitoring

LONG TERM INTEREST RATES

Revisions
  • Characteristics and uses of IRS, Bonds, bond futures, caps and floors, swaptions
  • How to manage a position

MARKET SIMULATION (FIRST TRADING ROOM®)

  • Long term interest rate portfolio management
  • Trading, market-making and position management of IRS, futures, bonds, cap& and floors, swaptions
Sensitivity analysis
  • Risk attached to a position
  • Hedging positions
Reaction to market situations
  • Risk analysis and price forecasting
  • Trading / hedging decision
  • Managing the Greeks
Deal with clients who ask for pricing
  • Analysing the client’s request
  • How the existing position affects market making
  • Risk management, delta-neutral position
  • P&L analysis

  • Master the position’s sensitivities to movements in the interest rate curves
  • Analyse interest rate risk and positions
  • Know how to use option sensitivities (Greeks)
  • Know how to use information, market data and markets psychology
  • Master the management of options trading
  • Transfer of experience by former traders via a trading simulator
  • Market simulation using the First Trading Room ®, our virtual trading room, to manage major constraints of sensitivity of interest rate products
  • Junior traders
  • Middle office, result monitoring, market risk monitoring
  • Audit / Inspection
  • IT, MOA, MOE
  • Corporate treasurers
Close

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