TUESDAY 28TH JANUARY

STRUCTURED PRODUCTS MASTERCLASS

Hilton Tower Bridge, London

 

Join Tim Mortimer and Eric Barthe for a full day of in-depth,

CPD-accredited structured products training!

MORNING SESSIONS 

 

08:30

Breakfast and Registration

09:00

Global Market Overview

  • Global market update
  • European market update

09:30

Core structured products strategies

  • Capital protection
  • Yield enhancement
  • Leveraged returns
  • Why barriers are popular
  • The wonder of autocalls

11:00

Refreshments

11:30

Hedging structured products – I: from static hedging to dynamic hedging

​How reverse convertibles, barrier reverse convertibles and autocallables are hedged.

 

12:30

Lunch

 

AFTERNOON SESSIONS 

 

13:30

Cutting edge

  • Pricing structured products
  • Models and techniques
  • Assessment of structured products
  • Stress testing, value for money tests, PRIIPs

14:30

Refreshments

15:00

Hedging structured products - II : adding one dimension : correlation and worst ofs

What is correlation, impact on hedging of worst of structures

15:30

SRP latest trends

16:00

Wrap-up and final questions

 

Want to book into the SRP structured products master class?

 

Places are limited, so make sure you get in touch with Helga Tirk soon to book your spot!

 

Email: helga.tirk@structuredretailproducts.com

Call: +44 207 7798 928.