Industry Transformation Initiative

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DE04 – Debt Capital Market:  Bond Analytics

DE04 – Debt Capital Market:  Bond Analytics

Duration: 1 Day
Accreditation: SIDC CPE-approved: 10 CPE points

This course is designed to enable participants to acquire a working knowledge of bond structures, identify pricing and valuation trends, and provide better recommendations and advice to clients.

Who Should Attend

  • Dealers’ Representatives
  • Futures Brokers’ Representatives
  • Fund Managers’ Representatives
  • Investment Representatives
  • Financial Planners
  • Futures Fund Managers’ Representatives
  • Futures Trading Advisers’ Representatives

  • Programme Delivery

    Learning Outcomes

    Upon completion of this programme, participants will be able to:

    • Identify latest innovations in fixed income derivative products
    • Know the latest trends in pricing and modeling and appreciate the current bond valuation modeling methods
    • Create benchmarking tools and theoretical spot rate curves
    • Analyse and mitigate trading risks to better inform clients
  • Programme Outline

    DE04 – Debt Capital Market: Bond Analytics
    0830am - 0900am Registration
    0900am - 0910am Welcome remarks and introduction to the course
    0910am - 0940am Session I: Theory
    • Role of bond pricing agency
    • The structure of bonds
    • Role of the zero coupon curve
    • Bond market liquidity
    0940am - 1000am Morning refreshments
    1000am - 1050am Case Study 1
    1050am - 1100am Break
    1100am - 1130am Session II: Techniques
    • Bond valuation techniques
    • Bond valuation modelling
    1130am - 1220pm Case Study 2
    1220pm - 1250pm Session III: Techniques (con't)
    • Yield curve theories analysis
    • Measures of bond price sensitivity
    • Benchmarking methodologies
    1250pm - 0200pm Lunch
    0200pm - 0250pm Case Study 3
    0250pm - 0320pm Session IV: Application
    • Valuation issues in embedded options
    • Issues in duration and convexity calculations
    • Problems with YTM
    • Creating theoretical spot rate curves for treasury and non-treasury bonds
    0320pm - 0340pm Afternoon refreshments
    0340pm - 0430pm Case Study 4
    0430pm - 0500pm Q&A
    0500pm - 0530pm Debrief & programme wrap-up
  • Programme Fees

    Venue Fees (RM) + 6% GST
    Klang Valley (KL & Selangor) 265
    Rest of Malaysia 318