Financial Markets and Derivatives

Financial Markets and Derivatives Training

Finance: Introduction to Credit Default Swaps (One-Day)

Course Overview


This course is designed for finance professionals in asset management, hedge funds, corporates, or banking who need an understanding of credit default swaps. 




This is a one-day (6 hours of training)  course. The timing is 9.00 am to 5.00 pm.

Alternate timings can be arranged upon request. The course can be held on a date that suits you.


Our Finance: Introduction to Credit Default Swaps course can be run at our training venue near Liverpool Street (London) or any preferred location in the UK or Europe. The training can also be delivered Online Remotely using online training platforms.

Introduction to Credit Default Swaps Course Outline

Credit default swap product mechanics, fixed flows versus contingent payment

Events of default, reference entity, standard CDS definitions

Credit default swap P&L, calculating DV01, survival and default probabilities

Upfront versus running CDS spread, calculations and quotes

Mechanics of index credit default swaps, iTraxx and CDX indices

Using index CDS for credit portfolio core and satellite risk management

Understanding cash settlement, physical settlement upon default

Where does the CDS price come from, pricing methodology using hedging approach

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One to One

(which includes a tailor-made training programme for the individual where they can mix and match the topics from various levels to get the most cost-effective training

Group for up to 8 learners
The Course outlines on our website are standard, however, we would be happy to tailor them to your specific requirements. Please call us on 020 3696 2796 or send us a message to discuss further.

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This is a sample of some of the Short training videos. Please note that you can get access to many more, once you have done a course with us and are registered as one of our delegates.