Search

 

Trading Portfolio Pricing and Valuation

In this eLearning module on Trading Portfolio Pricing and Valuation, you will be introduced to the Indian Debt Market. You will learn about bond pricing and yields of debt securities with various calculations related to the Debt Market. You will also have a brief overview of derivatives.

 

Coverage and structure for eLearning module

 

Topic

Sub-topic

Introduction 
  • Overview of a Bank’s Trading Portfolio
  • Introduction to the Debt Market
  • Types of Bonds in the Indian Debt Market
  • Price and Value of a Financial Product
  • Mark to Market (MTM) Valuations
  • Factors Affecting Valuation

Bond Pricing and Yield for Debt Securities
  • Value of a Bond
  • Bond Equivalent Yield
  • Bond Price Sensitivity
  • Discounting Rates of Bonds
  • Bonds with put & call option
  • Yield Curve for a Bond
  • Bond Portfolio Yield

Derivative Pricing
  • Forward Pricing
  • Forward - Investment Assets
  • Valuing Forward Contract 
  • Forward vs Futures Prices
  • Swaps
  • Options Pricing
  • Put-Call parity model

 

 

Module Fees: Rs. 2500/-                                  Access period: 3 months                                 Learning time: 3 hours

 

 

Steps to purchase

 

  • Go to CRISIL Learning platform https://training.crisil.com/
  • On https://training.crisil.com/ (CRISIL Learning platform) – sign up to create your unique login ID and password
  • Once your account is set up, search for "Trading Portfolio Pricing and Valuation" from the search bar
  • Select the e-learning module - Trading Portfolio Pricing and Valuation, and click on buy now; it will get added to your cart
  • Click on 'Cart' and purchase the module(s) with your debit or credit card
Detailed steps

Features of eLearning modules:

 

 

Real life case studies

 

Real life case studies built leveraging our expertise in research, ratings & risk solutions

 

Expert Speak

 

Insights incorporated in eLearning, based on 15+ years of classroom training experience

 

Glossary & Resources

 

End to end structure comprising basic definitions to advanced readings

 

Visuals for workflows

 

Use of visuals to show a complex process or workflow

 

Interactive examples

 

Interspersed with practice exercises and interactive examples to help apply concepts

 

Knowledge checks

 

Knowledge checks at the end of each topic to ensure absorption of concepts

 

Animations

 

Animations & Characters to make complex concepts easy to learn

 

Gamification

 

Final assessment questions & gamification at the end of the module to ensure learning objectives are met