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Measuring & Managing Interest Rate & Duration Risk
Master the metrics used to quantify the risk to earnings and capital
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Save 10% when you book by 3 June 2024
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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
LEARN MORE ABOUT THIS TRAINING COURSE
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).