Online Course

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Event Date Mon Nov 2 EST (about 1 year ago)
Location Online Course
Region Americas

This 8-week course provides participants with the tools to measure and manage their bank's interest rate risk.

Managing Interest Rate Risk is a rigorous course designed for individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.

• Understand the mechanics of valuing cash flows including duration and price sensitivity
• Identify the determinants of the overall level of interest rates
• Use static GAP analysis and duration gap to measure interest rate risk
• Asses the impact on interest rate risk of various pricing, investment, and funding decisions
• Use a range of derivatives to manage interest rate risk including futures, forwards, interest rate swaps, caps, floors, and collars
• Apply all of these concepts to the management of interest rate risk in your own institution