ABA Managing Interest Rate Risk 11/2/20

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. (8 weeks)

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​​​​​​​​

Audience

Managing Interest Rate Risk is a rigorous course designed for individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.

Course Credits

ABA Certifications: 30.0 CERP

ABA Certificates: This course applies to the Certificate in Bank Financial Management.

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Course / Seminar Type: Instructor-Led Online
Course / Seminar Category: Management & Leadership Training
Course / Seminar Code:
Course / Seminar Start Date: 11/02/2020
Course / Seminar Price: $875
Course / Seminar Location: