EPIGON-News Archiv

Bond markets are taking a beating in the current rising interest rate environment and existing valuations are dropping. Marking-to-market is making otherwise sound investments look really bad.

• How do you revalue your position without monetising the hit? 

• How can a fixed income portfolio benefit you instead of losing from rising interest rates? 

• How can you adjust the investments without incurring high transaction costs?

This course will enable participants to:

1. Spot opportunities by creating synthetic FRN’s.
2. Price asset swaps for par, premium and discount bonds.
3. Use advanced spreads to properly compare investments.
4. Benefit from the asset swap margin versus the asset swap spread.
5. Apply the Z-spread.

Registration is open now. Click here to access the brochure and register.