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

8 weeks

* $15.00 shipping fee for materials will be added.

AIB Credit: 2
ACE Credit:













Catalog Number Start Date End Date
3007964 11/12/2012 01/20/2013
3008036 04/08/2013 06/02/2013