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Starting TBC in 2021, Online
Starting TBC in 2021, Online

Master the metrics used to quantify the risk to earnings and capital

A three day practical training course

TAILOR THIS COURSE FOR YOUR TEAM

We can customise it to meet your specific training requirements and deliver it face-to-face or digitally. Contact Leigh Kendall for more information.

Measuring, managing & monitoring interest rate risk training course

Learn how to

  • Manage interest rate risk through current best practices
  • Use vital quantitative tools and metrics relating to adverse developments in the interest rate environment
  • Forecast future direction of benchmark interest rates through models
  • Model changes in the term structure of interest rates
  • Recognise the longer-term consequences of unorthodox policies for treasury functions
  • Monitor money market spreads and volatility as precursors of changes in liquidity conditions
  • Assess the impact of adverse scenarios on the capital base and future earnings of an enterprise using the tools for stress testing
  • Understand the dynamics of inflationary and deflationary forces in the global economy
  • Address unorthodox monetary policies and negative interest rates

Case studies and practical sessions

  • Excel model which permits the calculation of key bond metrics
  • Securitized banking and the run on repo (Paper by Gorton and Metrick, 2010)
  • The Taylor rule as an alternative to judgement based monetary policy
  • Excel model illustrating duration gap measurement and impacts of changing the duration characteristics
  • Risks of prolonged period of ultra-low interest rates in developed economies
  • Excel example illustrating how to model the cash flows of a fixed/floating interest rate swap
  • Excel model to illustrate how Fed Funds futures can be used to estimate probabilities of decision by the Federal Open Market Committee (FOMC) 
  • Application of actual stress testing techniques applied to duration characteristics of a balance sheet Funds Transfer Pricing (FTP)

Key information

Dates: Contact Customer Services for available dates

Venue: Virtual Classroom

Course Leader: Clive Corcoran, International Risk Specialist

Course Fee: £2999.00 + VAT @ 20%  = £3598.80

Why choose IFF

TRACK RECORD – TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991

INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues

KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best

SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer

VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment

ACCREDITATION – we are accredited by the British Accreditation Council (BAC)

Is this the course for you?


Watch expert trainer Clive Corcoran to find out more.

Past delegate

Measuring, Managing & Monitoring Interest Rate Risk

Clive is a great trainer. He has so much experience and imparts his knowledge beautifully.

Proud to partner

IFF is the official learning partner of RiskMinds (the world's leading risk managementl event series.)

(Find out more about RiskMinds' events, articles and interviews.)

CPD Certified

Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.