Industry Transformation Initiative

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DE05 – Debt Capital Market:  Use of Derivatives in Bond Investment

Date: 1 day

DE05 – Debt Capital Market:  Use of Derivatives in Bond Investment 

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

This course is designed to enable participants to acquire a working knowledge of bond futures products, identify pricing and valuation trends and provide recommendations to better advise 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

    DE05 – Debt Capital Market: Use of Derivatives in Bond Investment
    0830am - 0900am Registration
    0900am - 0910am Welcome remarks and introduction to the course
    0910am - 0940am Session I: Theory
    • Types of risks (market and credit)
    • Hedging fixed income securities (futures vs. OTC)
    0940am - 1000am Morning refreshments
    1000am - 1050am Case Study 1
    1050am - 1100am Break
    1100am - 1130am Session II: Theory (con't)
    • Bond futures contracts
    • Interest rate swaps
    • Volatility of interest rate and bond prices
    1130am - 1220pm Case Study 2
    1220pm - 1250pm Session III: Techniques
    • Hedging strategies
    • Pricing and valuation considerations
    • Integrating swaps and fixed income products
    1250pm - 0200pm Lunch
    0200pm - 0250pm Case Study 3
    0250pm - 0320pm Session IV: Application
    • Product specifications of MGS
    • How to trade MGS Futures
    • Creating synthetics for arbitrage strategies
    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