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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 programme 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 programme 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$1815 per day
    US$5445 total

This course is also available in London Time Zone and New York Time Zone

This course is FTS-Eligible* and also eligible for 24 CPD hours. GARP & CFA Institute members are eligible for 24 CE/CPD credits. See details

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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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.