Description
Provides an introduction to the practice of managing assets, liabilities and off-balance sheet exposures to protect a bank’s earnings and capital against changes in interest rates.
What You’ll Learn
After successfully completing the course, you will be able to:
- Describe the potential risks that interest rate shifts can pose for a bank
- Outline interest rate risk management policy that fits the bank
- Measure rate risk exposure across the bank, on and off the balance sheet
- Discuss various controls to limit rate risk exposure in the bank
- Develop rate risk reports for senior management and the board of directors
