Bond Market Fundamentals

10 Hour Online (Live) Certification Program

Faculty: Mr. Ameya Abhyankar

Ameya has 5+ years of teaching experience and 12+ years of professional experience in consulting and financial industry in areas spanning risk, derivatives, treasury analytics, quantitative modelling, programming. previously associated with IndusInd bank, Nomura Research Institute FT India, Deloitte and Wipro technologies.

Current role: Founder, Finquest Institute

Academic associations: Visiting faculty and student mentor at prestigious management and economics institutes in the country.

 Academic qualifications:

  • Chartered Financial Analyst (CFA), CFA INstitute USA;
  • Certificate in quantitative finance (CQF), CQF Institute, UK;
  • certificate in machine learning for finance, MLI Institute, UK;
  • Masters in business administration (MBA), FInance
  • Bachelors of ENgineering

Learning Outcomes

  • Overview of Market Ecosystem for the bond market – nuts and bolts
  • Fixed income pricing and more – product workhorse
  • Understanding Risk Management for bonds – absolute must for survival

Duration: 10 Hours

Eligibility: Open to students, faculty, research scholars and working professionals from diverse backgrounds

Fees: INR  938.1 + GST

Use code MDAEPAST50 to get the recorded version of the course at 50% discounted price of the live version (Discounted price for the recorded version: Rs 938.1)

Course Structure:

DAY 1
Session 1: (1.5 hours)

  • Overview of market ecosystem of bond markets
    • Key participants of the bond market and market regulator
    • Role of RBI is bond markets
    • Primary Market & Secondary Market

Session 2: (1.5 hours)

  • Understand trading in bond markets
    • Understand the composition of bond portfolio of key market participants
    • Overview of trading; clearing & settlement in bond markets
    • Importance of CCPs

DAY 2
Session 1: (1 hour 45 mins)

  • Understand popular types of bonds
    • Fixed rate
    • Floating rate
    • Convertible; structured notes etc.
  • Understand basics of Time value of money
  • Meaning of a yield curve
  • Pricing risk free bonds and risky bonds

Session 2: (1 hour 45 mins)

  • Meaning of Zero rates
  • Meaning of Forward rates
  • Bootstrapping model for deriving spot rates

DAY 3

Session 1: (1 hour 45 mins)

  • Risk factors in bonds:
    • PV01
    • Duration
    • Understand the bond price-yield relationship
    • Convexity

Session 2: (1 hour 45 mins)

  • Risk Management:
    • Meaning of Risk
    • Role of risk management in banking

Registrations for this certificate program are now closed. Thank you for your interest. By registering in the form below, you will jump the queue for our second intake for this program which will begin shortly. We will also be posting a few lecture take-aways, reading materials and other interesting content from this course. Follow us on our social media platforms (Facebook & Instagram) and our website to know more.