Conference
Structured Products Best Practices
Banking, Finance · Management · Engineering
Key numbers
- Editions on record
- 1first in 2012
About Structured Products Best Practices
Structured Products Best Practices
Dates: 13 - 14 September 2012
Venue: Singapore
Volumes in the derivatives market are huge. According to BIS (Bank for International Settlements) the total notional amounts outstanding stood at about $650 trillion at the end of December 2011. At the end of October 2011, the yield on the one year German Bund turned negative. The once well understood "interest rate parity" is no longer obeyed. In addition, regulators are working around the clock implementing new regulations that will create mandates to form
SEF (Swap Execution Facilities).
During this 2-day workshop, you will roll up your sleeves and comprehensively evaluate the building blocks of structured products – options, exotic and complex derivatives. You will also assess operational mechanics, pricing, valuation and practical issues in relation to hedging and replication.
Programme Agenda
DAY ONE
From Concept to CUSIP (How a structured note is created)
Capital Guaranteed Products
Challenges Posed by Low Interest Rates
CPPI (Constant Proportion Portfolio Insurance)
Snowball Structures
Target Level Forwards
Correlation
Demo: Bootstrapping algorithm
Property & Inflation Derivatives
DAY TWO
Where Credit and Equity Derivatives Meet
Analysis: The Volatility maps
Structured Notes and Reverse Engineering Workshop
The future of the structured products market
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2012 | 13–14 Sep 2012 | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is Structured Products Best Practices?
The next dates haven't been confirmed. The last edition we have on record was 13–14 Sep 2012.