Managing Interest Rate Risk
Description: Managing Interest Rate Risk provides participants with the tools to measure and manage their bank’s interest rate risk.
Audience: 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.
Learning Objectives: After successfully completing this program, you will be able to:
- 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 to measure interest rate risk
- Use duration gap to measure interest rate risk
- Assess 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 their own institution
ABA Credit: 2
|Locator Number||Start Date||End Date|
|24893 – MIR34||04/03/2017||05/26/2017|
Bank Management, 8th Edition – Printed Book: Member: $238 / Non-Member: $279