Demystifying Fixed Income Markets: What Finance and Non-Finance Executives Must Know

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Fixed income is an investment approach focused on the preservation of capital and income. It includes investment in financial instruments such as government and corporate bonds. Apart from investing in risky stocks, market participants prefer to invest in these instruments to guarantee a fixed cash flow in the future. However, many macroeconomic factors influence the yield of these instruments, thus inviting empirical analysis of fixed-income instruments. The program aims to cover the analysis of fixed income from the industry practitioner's perspective. The program will cover the fundamental aspects of fixed-income securities such as bond contact features, types of risk observed, and the yield curves.

The program is useful for finance and non-finance executives and students aspiring for Analyst positions at major international banks operating in India and abroad. A quant-focused curriculum with practical hands-on use of “Python” will equip participants to fill the current Fintech industry demand. The pedagogy imparted will give a real glimpse of how the Big Financial giants take investment decisions in fixed-income markets.

1. Introduction to Bloomberg Terminal and related data sets 2. Money markets refresher: cash markets, reference rates (Libor-type rates and overnight-index rates), and money market instruments 3. Interest Rate Modeling, Bond Valuation using a zero curve, Interest rate risk, Macaulay, effective and modified duration, and convexity 4. Deriving swap rates from zero curves, Bootstrapping zero curve from the yield curve, and swap curve 5. Fixed Income trading – yield curve strategies using barbells, butterflies, and spreads, Executing the trade- cash, future, or swaps 6. Corporate credit analysis – debt seniority 7. Credit spreads- nominal, swap, zero volatility, and option-adjusted spreads

Finance and Non-Finance Professionals, Academicians, Researchers, and MBA & Non-MBA Students.

Course Details

Venue Offline
Duration 30 Hrs.
Starts On Mar 24, 2024
Faculty Prof. Vipul kumar singh

Fees Details

Duration Professional Fee*(Per participant) GST(18%) Total Fees(Per Participant) Programme Code
30 Hrs. 17,500.00 3,150.00 20,650.00 1 24 4 69
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