Structured Funds: Breakdown And Analysis

Recaps on fundamentals
  • Interest rate conventions
  • Determination and uses of spot and zero-coupon rates
  • Discount factors calculation
  • Practical workshop
  • Identify options in a structured product
Basic Elements of Structured products
  • Breakdown into constitutive parts
  • Break-even calculation
  • Parameter sensitivity
  • Comparison of structured pay-off with direct investment
  • Practical workshop
  • Growth and / or revenues, buying or selling premiums
Interest Rate And Fx Structured Products
  • Dual currency deposit.
  • Range accrual.
  • Reverse floater.
  • Snowball ratchet, Target redemption note
Equity structured products
  • Based on vanilla and exotic options
  • Based on correlation and baskets
  • Based on asset allocation
Structured products on hedge funds
  • Objectives
  • Specific aspects of hedge funds and funds of hedge funds
  • Options based guaranteed products
  • CPPI
  • Guaranteed products based on CPPI options
  • Comparing various methods: pros and cons
Credit structured products
  • Characteristics of the underlying
  • CDS
  • CDO
Structured funds
  • Regulatory environment
  • Legal and financial structuring techniques
  • European and international comparisons
Summary
  • Summary of the various techniques
  • Product analysis matrix
  • User method
  • Practical workshop
  • Match various financial needs and objectives with the best adapted structured products

  • Value derivatives and analyse their sensitivity to market parameters
  • Identify the various types of structured products
  • Breakdown structured products into their constitutive parts
  • Know the general forms of pay-off for structured products and determine their break-even
  • Comprehensive revision of structuring techniques
  • Assimilate the pros and cons of various solutions associated with underlying assets
  • Develop your ability to check that a structured product is adapted to an investment strategy
  • Practical applications to recent products
  • Financial investments advisers
  • Managers
  • Customer relationships managers
  • Middle office, Back office, Reporting
  • Compliance / Risk management
  • Institutional investors
Close

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