Course Description

This course is designed to equip learners with a deep understanding of Credit Derivatives (CRD), from its fundamentals to the intricate details of trade capture and trade lifecycle events.

Start your journey with a solid foundation by delving into an “Introduction to Credit Derivatives”. Gain insights into the significance of Credit derivatives in modern finance.

The course is aimed at businesses or users who need to set up and use Calypso to trade Credit derivative products and manage their lifecycle.

Note: This course does not cover pricing models and analytics details.

Upon successful completion of this eLearning course, users will be able to:

  • Navigate through the setup requirements of CRD Reference data
  • Users would have a fair understanding of CRD market data requirements
  • Capture different categories of Credit derivative trades in Calypso
  • Understand and process the various lifecycle events associated with Credit derivatives, including allocation, termination, and credit event processing


By the end of the eLearning module, you'll have a solid foundation in Credit Derivatives, You will have a fair understanding of CRD reference and market data requirements, trade capture techniques, and the ability to manage various trade lifecycle events in Calypso.

Course curriculum

  • 1

    Introduction to Credit Derivatives

    • Introduction to CRD

  • 2

    CRD Reference Data

    • CRD Reference Data

  • 3

    CRD Market Data

    • CRD Market Data

  • 4

    CRD Trade Capture

    • CRD Trade Capture

  • 5

    Capturing CRD Trades: Volatility ,ABS and Credit Default Loans

    • Capturing CRD Trades

  • 6

    Trade Lifecycle Events

    • CRD: Trade Lifecycle Events