Product Seminar FI.
The Situation
Within the framework of financing, after having decided about the type and duration of the initial investment, your client wants to know about what hedging possibilities exist against risks in Interest Rate change, resp. the optimisation of Interest Payments.
The Solution
Building up on the Basis Seminar in Interest Management, both Seminars will focus on the realm of Hedging and Optimising Interest Rate Strategies for differing aims and market expectations with increasing complexity.
The Themes
Module I
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Hedging Products
- Interest Rate Swap with Chance
- Bonus-Interest Rate with Chance
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Interest Rate Swap with Capital Market Bonus
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Optimising Products
- Cross-Currencylibor Factor
- CMS-Difference Interest Rate Swap
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Interest Rate Swap with delayed Interest Fixing
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Hybrid Products
- Interest Rate Swap with conditional Spread
- Interest Rate Swap with conditional Conversion
- Participation-Interest Rate Swap with Foreign Exchange Barrier
Module II
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Hedging Products
- Interest Rate Swap with Potential and Maximum Interest Adjustment
- Dual Zero-Premium Cap
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Cap with conditional Premium Payment
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Optimizing Products
- Memory Interest Rate Swap
- Memory Interest Rate Sqap with Cancellation Right
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Digital Memory Interest Rate Swap
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Hybride Products
- Interest Rate Swap with Participation and Foreign Exchange Barrier
- Interest Rate Swap with Capital Market Bonus and Foreign Exchange Barrier
- Interest Rate Swap with conditional Exchange of Notionals in 2 Currencies
Seminar Duration
2 Days for each Module
Date
TBD
Location
Lucht Probst Associates GmbH
Große Gallusstr. 9
60311 Frankfurt
Germany
Costs
€ 1,495.- (non-clients of LPA)
€ 795.- (clients of LPA)
Registration
online or registration@l-p-a.com