For individuals with a working knowledge of fixed income, equity, credit and option markets
At the end of this course delegates should understand
– The key characteristics of capital protected notes, reverse convertible notes and autocallables
– How to price structured notes and calculate coupons
– The mechanics of credit-linked notes
Basics of the Structured Products Market
‐ Structured product cash flows
‐ Styles of structured products
‐ The role of the investment bank
Capital Protected Note
‐ Characteristics & construction
‐ Capital protection on the effective date
‐ Calculating the option money
‐ Changing the note profile
Exercises: Pricing a capital protected note and calculating the participation rate
Reverse Convertible Note (RC)
‐ Characteristics & pay-out profile
‐ Coupons & RC repayment
‐ RC investors & rationale
Exercises: Calculating the coupon on a reverse convertible and examining the risks associated with a reverse convertible trade
‐ Characteristics & structure
‐ Pay-out profile
‐ Medium Term Notes (MTN’s)
‐ Underlying security
‐ Structured swap participants
‐ Hedging the payoff
‐ Flooring & principal protected redemption
We are thought leaders in instructional and learning journey design and holistic solution architects.
We have extensive finance and investments experience combined with skills application to deliver performance improving results.
We develop immersive learning environments that maximize time to productivity, support talent retention and added value to improving quality of hires.
We are focused on mining the embedded organisational intellectual capital for the benefit of the next generation.
We create and curate best in class practice gathered from our experience with the leading financial institutions.
We design our programmes with the end in mind – what results are you trying to achieve with this intervention? What metrics will we set ourselves to achieve that?
Quality and innovation, using current market and industry best practices, have made us a trusted partner in delivering dynamic and motivating training for the financial and capital markets.
Our programmes are generation proof and responsive to evolving learner needs and styles.
Our solutions use a multi-stakeholder engagement strategy that expands beyond relationships between the learner and learning provider. We create connections with managers, peers and the wider business to drive impactful return on investment..
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The team are so friendly and pleasant to work with, everyone is very professional and keen to help us. Building a relationship over the past couple of years helps us to feel like the Alpha team are even more able to understand our needs and provide more proactive solutions.