Managing Interest Rate Risk

$875.00

SKU: 10056-1-1 Category:

Description

An exploration of interest rate risk measurement techniques such as GAP, earnings sensitivity analysis, Duration GAP and economic value of equity sensitivity analysis. Risk management policy implementation and how to change overall interest rate sensitivity through balance sheet adjustments or derivative contracts are discussed.

Learning Objectives

  • Apply the mechanics of valuing cash flows including duration and price sensitivity
  • Identify the determinants of the overall level of interest rates
  • Use static GAP, duration GAP and sensitivity analysis to measure interest rate risk
  • Examine how derivatives–futures, forwards, interest rate swaps, caps, floors and collars–are used to manage interest rate risk
  • Apply course concepts to the management of interest rate risk within your bank

Additional information

Audience

Course is designed for individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.

Start Date

10/31/22

End Date

01/06/23

Length

8 Weeks

Credits

3

Member Price

875.00

Non-Member Price

1125.00

Course Number

ABA

Location

Online Instructor-Led

Vendor

ABA

Course Code

ABA

Prerequisites

None

Day

Online

Text Book Charge

230.05

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