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A Traderís Guide Structured Finance - Cases


Objective: a comprehensive programme available as a fully customisable in-house seminar designed to review any number of case studies  dealing with structuring of securities and derivatives for trading, new issues, investment, credit, etc.

Please note that this seminar assumes that the audience is already quite familiar with the contracts and at least standard valuation methods that are used in the case studies, as the intention is to focus on how to trade and the real world implication to P&L, rather than on the description of securities/derivatives and pricing models (which are available in other ARTSchool Seminars).


        Market makers, prop traders, structurers

        Risk Management

Table of Contents

This is a fully customisable programme that may include any and all aspects as you require, and the following is only an illustration of one of the possibilities.

      1) Overview: review of key issues and considerations for structuring including, prop trading perspective,  rebalancing perspective, new issues perspective etc.  Structuring consideration for increasing yield.  Structuring considerations for reducing risk (market, credit, etc).

      2) Case Studies: case study are chosen to reflect the client's needs, and may include examples as per: 

a) Structuring trades with expectation of increased or decreased volatility

b) Structuring trades for new issues to adjusted funding leg. 

c) Structuring products to take advantage of cross border effects, such as interest rate spreads.

d) Structuring correlated products such convertible bonds

c) Structuring for credit effects, both for capital implications, and new issue enhancement.


comprehensive and extensively illustrated Handout Notes (see samples here)

Plus copies of relevant TG2 Books/e-Books

Note: Seminars can be tailored to your trading, risk, client, and systems needs.  Submit your needs, and/or "cut/paste" from other Seminars (see entire "standard" list HERE)

    Get a Syllabus in more detail

    Sign Up for a scheduled course

    Sign Up for an in-house course


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Last modified: July 25, 2011