Financial Risk Management: Interest Rate Risk
Course Number: ABA
Course Code: n/a
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
Audience: Risk management and control professionals in first, second or third line functions with primary responsibilities including monitoring and risk reporting of loan portfolios, underwriting, stress testing, audit or governance across credit risk or financial risk categories. Directors, members of senior management, State/Federal bank examiners, external risk consultants or auditors.
Prerequisites: n/a
