Southeast Regional Center
AIB Managing Interest Rate Risk (AIB-7811)
Before taking this course, participants should have an understanding of financial instruments, financial markets, and interest rate mechanics either through the Analyzing Bank Performance course or experience. This is a difficult course that covers a number of complex concepts and requires an ability to deal with a variety of mathematical concepts and computations.
Delivery Options
Instructor-Led Online
Audience
Individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.
Learning Objectives
At the conclusion of the program participants will be able to:
- Understand the mechanics of
valuing cash flows including durations and price sensitivity
- Identify the determinants of
the overall level of interest rates
- Use static GAP and duration GAP
analysis to measure interest rate risk
- Assess the impact on interest
rate risk of various pricing, investment, and funding decisions
- Use a range of derivatives to
manage interest rate risk including futures, forwards, interest rate
swaps, caps, floors, and collars
- Apply all of these concepts to
the management interest rate risk in your own institution