Fixed Income Market Analysis

FIX Protocol Training Program
September 17, 2009
Bloomberg Open Symbology – BSYM (Bloomberg open sources its Security Identifier Universe)
February 25, 2010

FIXED INCOME MARKET ANALYSIS

4 Full Days

Comprehensive course on Fixed Income Markets. This course is
designed for professionals working in Capital Markets Technology and related areas
to provide complete insight into Fixed Income markets. The course covers all fundamental
topics, market mechanics, basic pricing and risk analytics, bond options and basics
of structured products.

DAY ONE Download Presentation Slides

  • Capital Markets
    • Overview Capital Markets
    • Capital Market Products
    • Types of Securities
    • Overview of Stock Market
  • Fixed Income Markets
    • Overview of Fixed Income Markets
    • Short-term debt products
    • Long-term Products
    • Bond terminology
    • Fixed Income Product Types
  • Bond Market Structure
    • Market Players & Roles
    • Rating agencies
    • Regulatory Agencies
    • Process of Issuing Bonds
  • Essentials of Municipal Bonds
  • Essentials of Corporate Bonds
  • Essentials of Money Markets
    • Money Market Instruments
    • Treasury securities
    • Municipal notes
    • Fed securities
    • Commercial paper
    • Banker Acceptance (check)
    • Repos (Repurchase Agreements)
    • Call loans
    • CDs
    • Fed funds etc.
  • Bonds with Options
    • Types of Bond Options (CALL/PUT)
  • Essentials of Yield Curve
    • Overview of Yield Curve
    • Type of Yield Curves
    • Use of Yield Curve
  • Bond Investment & Risk Factors
    • Overview of Investment Risk
    • Types of Risks associated
    • Interest Rate/Default/Liquidity/Yield-curve/Volatility
  • Bond Valuation
    • Bond Price/Bond Quote/Bond Yield
  • Understanding Treasury Securities
    • Treasury Market
    • Treasury Products
    • Treasury Notes
    • Treasury Bills
    • Treasury Bonds
    • TIPS (Treasury Inflation Protected Securities)

DAY TWO

  • Fixed Income Analysis
    • Bond Characteristics
    • Bond Trading Mechanics
    • Understanding Bond Quotes
    • Accrued Interest
    • Clean Price, Dirty Price
    • Settlement Terminology
    • Day Count Conventions
    • Compounding
    • Bond Valuation
    • Time Value of Money:
    • Present Value
    • Future Value
    • Understanding Cash Flows
  • LAB Exercise
    • Calculating Present Values
    • Calculating Futures Values
    • Single Cash Flow and Multiple Cash Flows
    • Calculating Cash Flows

DAY THREE

  • Fixed Income Analysis
    • Calculating Yield
    • Understanding Cash Flows
    • Pricing Bonds
    • Yield Vs Prices
  • Bond Investment Risks
    • Overview of Risks
    • Types of Risks in Bond Investments
    • Interest Rate Risk
    • Credit Risk
    • Yield Curve Risk
    • Call & Prepayment Risk
    • Liquidity Risk
    • Volatility Risk
    • Corporate Credit Analysis
    • Character, Capacity, Collateral, Covenants
    • Return Analysis
    • Duration
    • Convexity
  • LAB Exercise
    • Calculating Bond Yield
    • Calculating Bond Price
    • Single Cash Flow and Multiple Cash Flows
    • Yield Vs Price Analysis
    • Calculating Duration
    • Calculating Convexity

DAY FOUR

  • Structured Products
    • Overview of Structures Products
    • Understanding Mortgage
    • Mortgage Structures/Types
    • Fixed Rate & Level payments
    • Adjustable rate
    • Balloon
    • Growing Equity
    • Reverse Mortgages
    • Mortgage Risks
    • Mortgage Grades
    • Conforming Mortgage/Prime
    • Non-conforming Mortgage/Sub prime:
    • LTV (Loan-to-Value ratio)
    • Securitization
    • Purpose of Securitization
    • Process of Securitization
  • Mortgage Backed Securities
    • MPS (Mortgage Pass-through Securities)
    • CMO (Collateralized Mortgage Obligation)
    • Overview of US MBS Market
  • Derivatives
    • Overview of Financial Derivatives
    • Types of Derivative Instruments
    • Overview of Future, Forwards, Options, Swaps etc
    • Interest Rate Derivatives
    • IRD Products
    • IR Futures
    • IR Swap
    • IR Cap
    • Essentials of IRD markets
  • Exchange Traded IRDs
    • Treasury Bond Futures
    • Treasury Note Futures
    • Agency Note Futures
    • Eurodollar Futures
Be Sociable, Share!

2 Comments

  1. Raju says:

    Hi Khadar, I am very much impressed with the course
    content, request you please let me know the next available slot to
    get trained on FixedIncome. I look forward to hearing from you.
    Thanks, Raj

  2. Thanks for sharing the blogs with us.

Leave a Reply

Your email address will not be published.