Interest Rate Risk Management Masterclass

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Treasury managers must know how to identify, measure, monitor and control repricing risk, basis risk, yield curve risk, option risk, and price risk of bonds and other debt securities, all of which are inherent tasks in interest rate risk management.

Specifically, Treasury managers must be able to identify the impact of interest rate risk on:

• The sensitivity of cash flows, reported earnings, and economic value or market value–of-equity (MVE)
• Differences between the timing of rate changes and the timing of cash flows (repricing risk)
• Changing rate relationships among yield curves (basis risk)
• Changing rate relationships across the spectrum of maturities (yield curve risk)
• Interest rate-related options embedded in financing instruments or that stand-alone (option risk)

The Finance 3.0 Interest Rate Risk Management Masterclass helps treasury managers understand the concepts and gain practical application tips and best practices in interest rate risk management. By providing a thorough examination of interest rate futures, options and swaps, as well as studying the applications of interest rate derivatives, you will benefit from learning about interest rate risk management in depth and quality.

The 6 courses covered in the Finance 3.0 Interest Rate Risk Management program are:

1. Treasury Management – Scope and Importance
2. Overview of Risk Management
3. Interest Rate Futures
4. Interest Rate Options
5. Interest Rate Swaps
6. Case Studies – Applications of Interest Rate Derivatives

PROGRAM DETAILS

1. Treasury Management – Scope and Importance

• What is Treasury Management?
• Structure of Treasury Management
• Functions of Treasurer and Controller

2. Overview of Risk Management

• Concept of Risk
• Risk Management Process
• Determination of Business Objectives
• Identification of Risks
• Measurement of Risk

3. Interest Rate Futures

• Futures vs. Forward Contracts
• Currency Futures Market
• Futures Contract Specifications
• Marking to Market
• Futures Quotation
• Pricing Currency Futures
• Hedging with Currency Futures
• Speculation with Currency Futures

4. Interest Rate Options

• FX Swaps
• Currency Swaps
• Currency Swap vs. FX Swap
• Quoting Conventions
• Types of Swaps
• Uses of Currency Swaps

5. Interest Rate Swaps

• Interest Rate Swaps
• Basic Structure
• Price Quoting Conventions
• Pricing & Valuing Interest Rate Swaps
• Variants of Interest Rate Swap
• Swaption

6. Case Studies – Applications of Interest Rate Derivatives

Enrollment into the Finance 3.0 Interest Rate Risk Management program also provides you with access to a detailed database of Measurement Tools, Disclosures, Market Data, Global Best Practices, Policy Templates, and Regulations.

$100 – 12 Month Program – Enroll Now