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Monthly Call: “Total Return Swaps & How Investors Can Use Them to Boost Returns”

January 29 @ 12:00 - 13:00

Derivatives can be effective vehicles to transfer risk or gain exposure to an underlying asset without having to buy or sell the asset.  A Total Return Swap (TRS) is an agreement between two parties to transfer the total economic exposure, including both market and credit risk, of the underlying asset which is generally an equity index, bonds, or loans.  Given the affordability and leverage provided by TRS they are an increasingly popular alternative investment used by portfolio managers to hedge portfolios or quickly gain exposure to an asset class.

John Dukich, founder of the derivative software trading, processing, and risk management firm, Ferential Systems, will address some ways investors are using TRS to boost returns and some of the processing requirements/issues investors face when using this vehicle.

  • What is a total return swap? What are some of the benefits of total return swaps
  • What are the mechanics/pricing methodology of total return swaps?
  • How are investors using total return swaps to boost returns?
  • What are some of the processing requirements/challenges for firms that use total return swaps as an alternative investment vehicle?

John Dukich has been President of Ferential Systems, Inc. since 1996, and has over 30 years in both the accounting and risk management fields.  His roles during the 1980s include CPA at Arthur Andersen (Accenture), Assistant Secretary in the accounting policy/strategic management group at Irving Trust (BNY Mellon), and Trader in the capital markets group at HSBC.  In the 1990s, Mr. Dukich held the titles of Chief Architect of the VaR system at Thomson Reuters, Partner of Integrated Computer Development at Vertek Financial Systems, and Director of Risk Management Systems at PricewaterhouseCoopers.

The call will be moderated by B.J. Bellock, executive director at Nedelma Inc.

Directions to access WebEx for the phone call on 1/29 at 12:00pm (EST).
1) Go to: https://meetings.webex.com/collabs/#/meetings/detail?uuid=M90FHW3M5W0HQLWYXFLOW91M3Z-OYNB

2) Add your first and last name to “Your Display Name”.
3) Add an email, and click “Join As Guest”.
4) Click “I Will Call In” on the left side of the screen. This will display the call-in number, access code, and your attendee ID. You can reference the call-in and meeting numbers below, but will need to be logged in to see your attendee ID
Call-in Number: 415-655-0001
Meeting Number: 190 121 665
Attendee ID: You can find this after logging into WebEx

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