Training

Reoch Credit provides a series of courses specifically designed around credit derivatives. Courses are suitable for a wide variety of delegates ranging from those with little prior experience to seasoned professionals.

Courses can last from half a day up to a full week, and we will be happy to discuss your specific requirements with you in order to tailor an appropriate course.

The available course modules include:

• Introduction to the credit markets
• Basic credit derivative products
• Documentation and the regulatory environment
• Introduction to structured credit products
• Trading strategies
• Straight through processing and credit derivatives
• Valuation of single name credit derivatives
• Valuation of structured credit products
• Introduction to valuation of asset backed securities and related derivatives
• Case studies

Valuation of structured credit products

The valuation sections in the above list consist of half-day, one-day or two day courses training delegates in the principles behind the valuation and risk management of credit derivatives. The courses cover key topics such as hazard rates, the gaussian copula, base correlation, loss mapping, and covers practical aspects relating to commonly traded structured credit instruments. The course includes many worked exercises which delegates perform on laptops using spreadsheets and models.