East Asia Institute of Management 东亚管理学院 (EASB) English

Interest Rate Derivatives

This course touches on the huge sector of the banking industry in interest rates, with a keen focus on interest rate swaps. It introduces interest rate futures of various underlying products. Some knowledge of the underlying products would be helpful, like Bonds and money market instruments – primarily cashflow discounting.

Interest Rate Swaps is preceded with Forward Rate Agreements to present the interest rate derivatives in a systematic mathematical buildup.

Various variations of swaps and its uses will be discussed in the course. And above all, the interest rate market in Singapore and its foothold as a global player marked by its significance.

Course Objective:

1. To cover interest rate products being a huge sector in treasury.
2. To introduce all the vital interest rate derivatives and their attributes.
3. To give a special focus on Interest Rate Swaps.
4. To elaborate on the swaps market.

Outline:

1. Introducing the key interest rates derivatives and their attributes
2. The history of swaps
3. FRA and Swap pricing
4. Swaps and its variations
5. Risk analysis of swaps (curve shifts and rotation).
6. Swaps in investment and hedging
7. The interest rate market in general
8. The Futures market
9. Various Futures products and their uses
10. Other risk measurements
11. Swaps in investment and hedging
12. Yield curve analysis
13. Swaps portfolio management – NPV change.

For whom:
Bankers and corporate professionals, all of whom who uses interest rates derivatives as investments.

Duration:
2 days

Fees
$750                              
*Subject to prevailing GST of 7%.

Trainer Profile
Mr Lai Kum Hung has his forte in treasury activities with regard to the trading and sales of derivative instruments with various blue-chip banks both here in Singapore, Holland, and in London, and has worked extensively with their private and corporate banking arm. He was also a financial analyst, a senior consultant in Seoul, Korea - consulting on treasury activities and risk management for the banking industry, and a full time trainer with institutions of higher learning (SMa, Raffles Acadamy, PSB etc). He has conducted countless seminars, workshops, and courses to both institutional and private clients in all of his capacities either in classroom settings, or on-site training to various corporations in the Asia Pacific region. Kum Hung graduated from an Ivy-league university in the US (Columbia University) with an MBA, and earned his bachelor degree in Electrical and Computer Engineering from the State University of New York.

IMPORTANT NOTE:
1.   Replacements are allowed without charge. Please inform us of the replacement in writing at least 3 days before the commencement date.
2.   Cancellation received less then 10 working days prior to the workshop will carry a 30% administration fee.
3.   Confirmation will be sent out via email 2 weeks prior to the commencement date.
4.   EASB reserves the right to reschedule/cancel a workshop in the event of unforeseen circumstances.
 

For further information, please contact 6370 8865 / 6278 5550, or email This e-mail address is being protected from spambots. You need JavaScript enabled to view it