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Credit Products and Derivatives

This is a 3-day course covering corporate bonds and credit derivatives, from plain vanilla credit default swaps (single names and index) through to structured credit derivatives involving correlation products such as nth to default baskets, index tranches, synthetic collateralized debt obligations, and more.

The program explores each product holistically, covering product mechanics and trading conventions, pricing, applications in investing and trading strategies including pitfalls to be aware of, risk management, infrastructure requirements, and regulatory capital for banks.

Practical application is emphasized throughout the program via real-world case studies and workshops, which focus on international best practices and explore the experiences of a range of institutions.

The course caters for participants at all experience levels, from beginner, through intermediate to advanced.

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  • Date:
  • Venue:
  • This course is only available via LFS LiveLFS Live
  • Fee:
  • US$937 per day
    US$5625 total

This course is also available in London Time Zone and Singapore Time Zone

Who The Course is For

The course is targeted at the full range of participants in the credit derivatives market, both on the buy side and sell side:

  • Credit traders and salespeople
  • Structurers
  • Asset managers
  • ALM and treasury (Banks and Insurance Companies)
  • Loan portfolio managers
  • Product control, finance and internal audit
  • Risk managers and risk controllers
Learning Objectives
  • Gain familiarity with credit market infrastructure and credit products such as Credit Default Swaps, Index CDS & Options, and Structured Credit Derivatives
  • Learn how to express credit views, take, and manage credit risk
  • Learn how to structure, and manage the risks of, different types of Structured Credit Products including CLN’s, Quanto CDS, and Tranched Products
Prior Knowledge

It is assumed that participants have a basic understanding of Fixed Income markets and Derivative instruments: forwards, call, and put options.

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