Derivatives in Fund Management Training Courses

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Course title
Derivatives in Fund Management

Overview of Derivatives
Structure of the market
Exchange traded v OTC
Hedging, Gearing / Leverage

Exchange Traded
Role of the Clearing House, Margining
Effects of margin on cashflow

The Use of Derivatives in Asset Allocation
To change asset classes
Currency overlay, Use of FX options

Product Overviews
CFD’s, CFD case study. We look at the practical issues,
stamp duty
Asset Swaps, Credit Derivatives, CDS’s, CBO’s
How a Credit Default Swap is priced
Collateralised Bond Obligation<

Hedging Real Assets with Synthetics
IRS and Efficient Portfolio Management (EPM)
Swaptions
Hedging Credit risk of a portfolio
- CDS’s

Hedging a portfolio
The use of Government bond futures to hedge a bond portfolio.
We examine the effectiveness through case studies.
Can Options Manage Portfolio Risk?
A case study in which we use Index options to hedge an equity portfolio.
- What are the risks ?
- How effective is hedging ?

Using Derivatives to Enhance Fund Returns
Writing Options
Using examples, we look at the benefits and risks of writing “covered” and “naked” options

The Greeks
Managing Options
- Delta
- Gamma
- Vega

Valuation of Derivatives
FSA Regulations
UCITS 3
Implementation of the New Regime by the FSA, IMA, DATA
FOA Guidelines for UCITS Managers 2003
The Risk Management Process

How Fund Managers View Derivatives as part of a Portfolio
Hedging a Portfolio
Gearing / Leverage
Duration / Convexity
Var

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