Credit Default Swap | Your Training Partner

Credit Default Swaps (CDS) are one of many factors seen as contributing to the credit crisis. The European sovereign debt problem and the US budget crisis have thrown CDS to the forefront again. This course covers the features and characteristics of single name CDS as well as basic pricing and applications. The course concludes with a thorough investigation of credit indices and their applications.

Credit Default Swap Course Objectives:

By the end of the course, participants will be able to:

Describe the features and characteristics of Credit Default Swaps (CDS)
Apply credit default swaps
Explain the fundamentals of pricing and risk measures
Identify the risks associated with credit default swaps
Analyze credit indices

Prerequisites: Fixed Income or equivalent knowledge
Program Level: Foundation
Advance Preparation: None
Recommended CPE Credits: 7