Master the fundamentals of swaps, CDS, IRS, TRS, and structured finance products used in modern financial markets. Learn how banks, investors, and financial institutions transfer, hedge, and manage credit and interest rate risk.

This course provides a practical introduction to Credit Default Swaps (CDS), Interest Rate Swaps (IRS), Total Return Swaps (TRS), and Asset-Backed Securities (ABS). Learners will explore swap structures, settlement mechanisms, risk transfer models, market trends, and derivative applications in structured finance. The course also explains ABS features, CDS market evolution, swaption structures, collars, cross-currency swaps, and TRS workflows in a simplified and market-focused format. By the end of the course, learners will be able to analyze derivative products, understand swap-based hedging strategies, and interpret how financial institutions use swaps and credit derivatives in real-world risk management and investment activities.