Managing 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.
Description: This course provides participants with the tools to measure and manage their bank’s 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
* $15.00 shipping fee for materials will be added.
AIB Credit: 2
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