FX Structured Products

Overview

This two day course provides a detailed overview of FX structured products, focusing on wealth management, corporate hedging, and risk mitigation. It covers the structuring of performance-linked investments, dual currency investments, and reverse convertible bonds, alongside essential exotic options like barriers and touch contracts.

Participants will explore FX forwards, knock-out forwards, and advanced accumulator and target forwards, with case studies on pricing and hedging. Litigation issues related to FX-linked swaps and structured product risks for municipalities are also addressed, alongside complex instruments like Power Reverse Dual Convertible (PRDC) bonds. Real-world cases, including pandemic-era tactical trades, offer practical insights, with a concluding Q&A session.