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8 - 10 July 2024
18 - 20 November 2024

LIVE in Central London

8 - 10 July 2024|18 - 20 November 2024

LIVE in Central London

Measuring & Managing Interest Rate & Duration Risk

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

Sign up now for the Measuring & Managing Interest Rate & Duration Risk training course

Get a detailed overview of the metrics used to quantify the risk to earnings and capital metrics used in quantifying risk to earnings and capital which result from adverse developments in the interest rate environment. You will examine the role of central banks concerning monetary policy and the setting of benchmark interest rates.

In addition, you will learn how global capital markets respond to monetary policy. There will also be a critical analysis of the variety of tools available to treasury professionals to manage interest rate risk effectively.

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

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

Why choose IFF?

  • TRACK RECORD – we have over 30 years of experience in providing training to the banking, finance and energy sectors 
  • KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts
  • VALUE – we provide a practical training experience with skills that can be used immediately

Past delegate

Measuring, Managing & Monitoring Interest Rate Risk

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


Run this course in-house

International Faculty of Finance’s customised training solutions have helped organisations deliver tailored learning in different languages to suit every requirement.

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.

Proud to partner

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