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

8 weeks
Member: $660
Non-Member: $870

ABA Credit: 2

Locator Number Start Date End Date
24893 – MIR34 04/03/2017 05/26/2017

Required Textbook:
Bank Management, 8th Edition – Printed Book: Member: $238 / Non-Member: $279