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Convertible Bonds, Hybrids and CoCos: Issuing, Pricing and Investing

This course explains in detail a range of convertible securities, their applications and trading strategies (with special attention to hybrids and Contingent Convertibles - CoCos).

Participants will undertake a series of workshops to explore key ideas including pricing convertible bonds, the incorporation of credit risk, handling corporate events such as ratchets, calculating Greeks and simulating trading strategies.

Workshops are built around real world convertible bond examples where participants will work their way through several prospectuses.

All delegates will receive a copy of "The Handbook of Hybrid Securities. Convertible Bonds, CoCo Bonds and Bail-In", co-written by Dr Jan De Spiegeleer and published by Wiley.

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  • Date:
  • Please contact us
  • Venue:
  • Cliftons Singapore - The Finexis Building
  • Fee:

This course is also available in London and New York

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

Who The Course is For

  • Traders
  • Credit and equity risk managers
  • IT
  • Middle office
  • Quantitative researchers
  • Hedge funds
  • Portfolio managers
  • Structured products desk
  • Debt capital markets staff

Learning Objectives

  • Gain a solid understanding of convertible bonds and other hybrid financial instruments
  • Learn how to carry out the valuation and risk management of convertible bonds
  • Analyze the different components of a convertible structure
  • Gain familiarity with different valuation models and hedging approaches

Prior Knowledge

  • Numerate background (basic)
  • Basic knowledge of fixed income and equity products
  • Basic knowledge of Microsoft Excel

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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.