Fixed Income Training Series II: Derivatives in Rates Transition

Back by popular demand, the Bloomberg Fixed Income Training Series II is here. This series will continue to deepen participants knowledge on fixed income theories including instruments such as floaters and inflation bonds. It will consider current macro environments, market trends and needs of the industry. By the end of the series, participants should expect to be fully up to date with the (LIBOR) transitional era for rates. Upon completion of the series, participants will receive a global accreditation from the Continuing Professional Development (CPD) organisation and prior to each session, you will receive an email reminder.

Session 1: Understanding Libor Transition
29 March 2022 (42 Minutes)
Overview on the transition, timelines and understanding tenured vs overnight rates. Final shapes of Benchmarks.

Session 2: Return of Inflation
05 April (30 Minutes)
Macro-data and yield curve analysis preparing participants to understand the risk in fixed income instruments.

Session 3: Understanding Floaters
12 April (35 Minutes)
In the era of rising interest rates and libor transition, this session will dive into the mathematics of floaters and impact on their analysis.

Session 4: Understanding Inflation Bonds
19 April (40 Minutes)
Inflation bonds have already rallied but will stay in focus for investors in the current inflationary environment. This session will help in understanding their yield composition and their practical market use.

Session 5: Derivatives in Rates Transition
26 April (40 Minutes)
A follow up from Fixed Income Series 1; this session will investigate RFR based derivatives and changes in market data. Inflation hedges will also be covered following session 4.