$1,999

IM4-Commodity Swaps

Course
130 Lessons

Master commodity swaps as a full enterprise instrument family: fixed-floating, basis, index and differential structures, crack, spark and dark spreads, cross-commodity and quanto swaps, averaging conventions, valuation, P&L explain, hedging, collateral, settlement and CTRM implementation.

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Module 00 - Commodity Swap Foundations (Chapters 01–10)

1. What a Commodity Swap Actually Is.m4a

2. Swap vs Forward vs Future.m4a

3. Fixed Leg and Floating Leg.m4a

4. Commodity Swap Payoff Mechanics.m4a

5. Swap Instrument Hierarchy.m4a

6. Single-Period vs Multi-Period Swaps.m4a

7. Physical Reference Without Physical Delivery.m4a

8. OTC Bilateral vs Cleared Commodity Swaps.m4a

9. Commodity Swap Lifecycle.m4a

10. NorthStar Multi-Commodity Swap Estate.m4a

Module 00 - Commodity Swap Foundations.chapters.txt

Module 00 - Commodity Swap Foundations.png

Module 00 - Commodity Swap Foundations.mp4

Module 01 - Core Swap Structures (Chapters 11–20)

11. Fixed-for-Floating Commodity Swaps.m4a

12. Floating-for-Floating Swaps.m4a

13. Commodity Basis Swaps.m4a

14. Location Basis Swaps.m4a

15. Quality and Grade Differential Swaps.m4a

16. Calendar and Time-Spread Swaps.m4a

17. Index Swaps.m4a

18. Average-Price Commodity Swaps.m4a

19. Bullet vs Periodic Settlement Swaps.m4a

20. Accreting and Amortising Swaps.m4a

Module 01 - Core Swap Structures.chapters.txt

Module 01 - Core Swap Structures.png

Module 01 - Core Swap Structures.mp4

Module 02 - Advanced Linear & Cross-Commodity Swaps (Chapters 21–30)

21. Cross-Commodity Swaps.m4a

22. Crack Spread Swaps.m4a

23. Spark Spread Swaps.m4a

24. Dark Spread Swaps.m4a

25. Clean Spark Spread Swaps.m4a

26. Clean Dark Spread Swaps.m4a

27. Refinery Margin Swaps.m4a

28. LNG Netback Swaps.m4a

29. Freight-Linked Commodity Swaps.m4a

30. Multi-Index Basket Swaps.m4a

Module 02 - Advanced Linear & Cross-Commodity Swaps.mp4

Module 02 - Advanced Linear & Cross-Commodity Swaps.chapters.txt

Module 02 - Advanced Linear & Cross-Commodity Swaps.png

Module 03 - Commodity-Specific Swap Markets (Chapters 31–40)

31. European Natural Gas Swaps.m4a

32. North American Natural Gas Swaps.m4a

33. Crude Oil Swaps.m4a

34. Refined Product Swaps.m4a

35. Power Swaps.m4a

36. LNG Swaps.m4a

37. Emissions and Environmental Swaps.m4a

38. Metals Swaps.m4a

39. Agriculture and Soft Commodity Swaps.m4a

40. Freight Swaps and FFAs.m4a

Module 03 - Commodity-Specific Swap Markets.mp4

Module 03 - Commodity-Specific Swap Markets.png

Module 03 - Commodity-Specific Swap Markets.chapters.txt

Module 04 - Pricing, Curves & Valuation (Chapters 41–50)

41. Fair Fixed Price of a Commodity Swap.m4a

42. Valuing an Existing Fixed-Floating Swap.m4a

43. Multi-Period Swap Valuation.m4a

44. Average-Price Swap Valuation.m4a

45. Basis Swap Valuation.m4a

46. Cross-Commodity Swap Valuation.m4a

47. Quanto Commodity Swaps.m4a

48. Long-Dated Swap Valuation.m4a

49. Valuation Adjustments and Uncertainty.m4a

50. Multi-Commodity Swap Valuation Lab.m4a

Module 04 - Pricing, Curves & Valuation.mp4

Module 04 - Pricing, Curves & Valuation.chapters.txt

Module 04 - Pricing, Curves & Valuation.png

Module 05 - Fixings, Position & P&L Explain (Chapters 51–60)

51. Swap Fixing Architecture.m4a

52. Partial Fixing and Residual Exposure.m4a

53. Swap Position Construction.m4a

54. Fixed-Leg and Floating-Leg P&L.m4a

55. Curve-Movement P&L Explain.m4a

56. Basis-Swap P&L Explain.m4a

57. Cross-Commodity P&L Explain.m4a

58. Fixing P&L and Settlement Progression.m4a

59. New-Deal, Amendment and Termination P&L.m4a

60. Complete Swap P&L Explain.m4a

Module 05 - Fixings, Position & P&L Explain.mp4

Module 05 - Fixings, Position & P&L Explain.chapters.txt

Module 05 - Fixings, Position & P&L Explain.png

Module 06 - Market Risk, Greeks & Hedging (Chapters 61–70)

61. Swap Delta.m4a

62. Curve Bucket Risk.m4a

63. Basis Delta.m4a

64. Cross-Commodity Sensitivity.m4a

65. FX and Quanto Risk.m4a

66. Swap VaR.m4a

67. Swap Stress Testing.m4a

68. Hedging Swaps with Futures.m4a

69. Hedging Swaps with Other Swaps and Forwards.m4a

70. Swap Risk Dashboard.m4a

Module 06 - Market Risk, Greeks & Hedging.mp4

Module 06 - Market Risk, Greeks & Hedging.chapters.txt

Module 06 - Market Risk, Greeks & Hedging.png

Module 07 - Credit, Netting, Collateral & Clearing (Chapters 71–80)

71. Counterparty Exposure on Swaps.m4a

72. ISDA Commodity Swap Documentation.m4a

73. Netting Sets and Close-Out Groups.m4a

74. Potential Future Exposure for Swaps.m4a

75. Collateralized Bilateral Swaps.m4a

76. Cleared Commodity Swaps.m4a

77. Margin Liquidity on Cleared Swaps.m4a

78. Wrong-Way Risk in Swap Portfolios.m4a

79. Pre-Trade Credit for Commodity Swaps.m4a

80. Swap Counterparty Crisis Case.m4a

Module 07 - Credit, Netting, Collateral & Clearing.mp4

Module 07 - Credit, Netting, Collateral & Clearing.png

Module 07 - Credit, Netting, Collateral & Clearing.chapters.txt

Module 08 - Lifecycle, Settlement, Accounting & Control (Chapters 81–90)

81. Commodity Swap Confirmation.m4a

82. Benchmark Disruption and Price Source Fallbacks.m4a

83. Swap Amendments.m4a

84. Swap Novation.m4a

85. Early Termination and Tear-Up.m4a

86. Swap Settlement Calculation.m4a

87. Swap Accounting Fundamentals.m4a

88. Hedge Accounting Considerations for Swaps.m4a

89. Swap Reconciliation and Product Control.m4a

90. Month-End Commodity Swap Close.m4a

Module 08 - Lifecycle, Settlement, Accounting & Control.mp4

Module 08 - Lifecycle, Settlement, Accounting & Control.chapters.txt

Module 08 - Lifecycle, Settlement, Accounting & Control.png

Module 09 - CTRM_ETRM Engineering & Capstone (Chapters 91–100)

91. Canonical Commodity Swap Data Model.m4a

92. Swap Leg Architecture.m4a

93. Fixing and Observation Data Model.m4a

94. Swap Valuation Service Architecture.m4a

95. Swap Position and P&L Engine.m4a

96. Swap Risk Engine Architecture.m4a

97. Swap Credit and Collateral Integration.m4a

98. Complex Swap Architecture Case.m4a

99. Tier-1 Commodity Swap Implementation Lab.m4a

100. NorthStar Commodity Swap Capstone.m4a

Module 09 - CTRM_ETRM Engineering & Capstone.mp4

Module 09 - CTRM_ETRM Engineering & Capstone.chapters.txt

Module 09 - CTRM_ETRM Engineering & Capstone.png