Strategic Management of Interest Rate Risk: A New Framework for Financial Institutions

In an era of yield curve inversions, monetary policy normalization, and embedded optionality risks, traditional gap analysis is no longer sufficient. This white paper by Clive Corcoran explores why modern treasury professionals need a more sophisticated approach to managing interest rate risk and how to implement it.

Discover the critical weaknesses of book-value re-pricing models, learn advanced risk measurement frameworks including duration modelling and mark-to-market dynamics, and explore practical hedging strategies using Interest Rate Swaps, SOFR futures, and SONIA futures.

Whether you're navigating maturity mismatches, basis risk, or optionality exposure, this paper provides the rigorous institutional framework you need to protect your balance sheet in volatile macroeconomic environments.

Download the white paper now and gain the insights that will prepare you for the challenges ahead.