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
$795/$1025*
* $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 |