Structured Products

A complete workshop on the application of structured products, from the economic value of these instruments to the risk management concerns

Get Started. It's Free
or sign up with your email address
Rocket clouds
Structured Products by Mind Map: Structured Products

1. Day 1

1.1. 101 - An overview of the markets

1.1.1. 101.1 - Types of markets

1.1.2. 101.2 - Market participants

1.1.3. 101.3 - Instrument Classes

1.1.3.1. 101.3.1 - Assets

1.1.3.2. 101.3.2 - Spot Trades

1.1.3.3. 101.3.3 - Forwards and Futures

1.1.3.4. 101.3.4 - Options

1.1.3.4.1. 101.3.4.1 - Vanila

1.1.3.4.2. 101.3.4.2 - Component Trades

1.1.3.4.3. 101.3.4.3 - Exotic Options

1.1.3.5. 101.3.5 - Swaps

1.1.3.6. 101.3.6 - Securities

1.1.3.6.1. 101.3.6.1 - Bonds

1.1.3.6.2. 101.3.6.1 - Stocks

1.1.3.6.3. 101.3.6.2 - Hybrids

1.1.3.6.4. 101.3.6.3 - Funds ETF's REITS

1.1.3.7. 101.3.7 - Guarantees

1.1.3.7.1. 101.3.7.1 - Performance Bond

1.1.3.7.2. 101.3.7.2 - Surety bond

1.2. 102 - What is a structured product

1.2.1. 102.1 - Some of the economic benefits

1.2.1.1. 102.1.1 - Types of investment customers

1.2.1.1.1. 102.1.2.1 - Hedging

1.2.1.1.2. 102.1.2.2 - Speculating

1.2.1.1.3. 102.1.2.3 - Cross-border investments

1.2.1.2. 102.1.2 - Types of corporate customers

1.2.1.2.1. 102.1.2.1 - Hedging

1.2.1.2.2. 102.1.2.2 - Cash Management

1.3. 103 - Front Office (How are structured products sold)

1.3.1. 103.1 - The termsheet

1.4. 104 - Front to back processes

1.4.1. 104.1 - New Product Design

1.4.2. 104.2 - Middle Office

1.4.2.1. 104.2.1 - Market Risk

1.4.2.2. 104.2.2 - Counterparty Risk

1.4.2.3. 104.2.3 - Valuation

1.4.3. 104.3 - Back Office

1.4.3.1. 104.3.1 - Clearing and Settling

1.4.3.2. 104.3.2 - Custody

1.4.3.3. 104.3.3 - Collateral Management

1.4.4. 104.4 - Compliance

1.4.5. 104.5 - Regulation

1.5. 105 - Regulation

1.5.1. 105.1 - Trends in regulation 2013

1.5.1.1. 105.2 - Central Counterparty Clearing

1.5.1.2. 105.3 - Dodd frank wall street reform act

1.5.1.3. 105.4 - FACTA

1.5.1.4. 105.5 - AML

1.5.1.5. 105.6 - Basel II / III

1.5.2. 105.2 - Global regulation concerns

1.5.3. 105.3 - Trade Volumes

2. Day 2

2.1. 201 - How to audit an investment bank

2.1.1. 201.1 - Key audit areas and a framework

2.2. 202 - Risk Management

2.2.1. 202.1 - Market Risk

2.2.1.1. 202.1.1 - Using The Greeks

2.2.1.2. 202.1.2 - Volatility Smiles

2.2.1.3. 202.1.3 - The problems with VaR

2.2.1.4. 202.1.4 - Hedging Market Risk

2.2.1.5. 202.1.5 - Crowded Markets & Liquidity Funding

2.2.1.6. 202.1.7 - Basis Risk

2.2.1.7. 202.1.8 - Stress Testing and the Europe experience

2.2.2. 202.2 - Counterparty Risk

2.2.2.1. 202.2.1 - PFE / CLU working examples

2.2.2.2. 202.2.2 - CVA / DVA Calculations

2.2.2.3. 202.2.3 - Hedging Counterparty risk

2.2.2.4. 202.2.4 - Effects of leverage

2.2.2.5. 202.2.5 - Understanding Wrong Way Risk

2.2.3. 202.3 - Basel II / III Risk and Capital

2.2.4. 202.4 - Regulatory Reporting

2.3. 203 - Ethical Banking

2.3.1. 203.1 - Wash Trading

2.3.2. 203.2 - Painting the tape

2.3.3. 203.3 - Abusive Squeezes

2.3.4. 203.4 - Pump and Dump

2.3.5. 203.5 - Trash and Cash

2.3.6. 203.6 - Dealing ahead

2.3.7. 203.7 - Advisory vs Dealing

2.4. 204 - Valuation Techniques

2.4.1. 204.1 - What is needed to value structured products

2.4.2. 204.2 - What are the common problems with valuation

2.4.2.1. 204.2.1 - Typical model errors

2.4.2.2. 204.2.2 - Portfolio and Netting Effects