Fixed Income Markets and Analytics (2024)

Fixed Income (debt) markets are a very large, and essential, part of the financial market place.

This hands-on programme will equip you to be familiar with the structure of primary and secondary markets, government bonds, corporate bonds and derivative products. The course also covers all the “Bond Maths” building blocks of fixed income analytics – present value, discount factors, yield, yield curves, duration and convexity – and their applications.

The programme includes extensive practical exercises using Excel spreadsheets to ensure that participants can apply the learning immediately.

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

This course is designed for anyone who needs to learn about Fixed Income markets & products and who needs to learn about the analytical tools required to value and/or manage the risk of individual fixed income securities or of a fixed income portfolio. Additionally, this course is for anyone who wishes to gain a basic understanding of Interest Rate Derivatives and how to use them.

• Fixed Income sales and traders
• Fixed Income portfolio managers
• Bank Treasury, Insurance Company, Pension Fund and Asset Liability Management employees
• Central Bank and Government Funding managers
• Company finance executives and Capital Markets investment bankers
• Risk managers, finance, IPV professionals, auditors and accountants

Learning Objectives

• Gain familiarity with the terminology and workings of the Primary and Secondary markets for fixed income products
• Understand the details of the various debt products – money market instruments, government bonds, corporate bonds
• Learn the meaning and importance of – and how to calculate – the various analytical functions such as discount factors, present value, price, yield, yield curves, duration and convexity
• Learn how to calculate and manage risks associated with individual instruments or a fixed income portfolio
• Explore primary Interest Rate Derivative products – Futures and Interest Rate Swaps

Basic understanding of Capital Markets at the level covered in extensive detail in the LFS Capital Markets Fundamentals course.