Provides an introduction to the practice of managing assets, liabilities and off-balance sheet exposures to protect a banks earnings and capital against changes in interest rates.
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
What You’ll Learn
After successfully completing the course, you will be able to: