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AIB
Overview AIB
Online AIB Online
Schedule ABA eLearning
AIB Diplomas
MANAGING INTEREST RATE RISK
Course Description:
This course provides participants with tools to measure and manage their
bank's interest rate risk.
"I received comments from upper
management that the book we studied from (Bank Management)
is the best book in the industry. The course work took me longer than I
anticipated, but the assignments were challenging and I felt like I learned a
lot about ALM."
Delivery Method: Instructor-led
online course - AIB
Online Overview
Course
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| Price |
$765 NYBA or ABA Members/$995
Non-Members with textbook
$645 NYBA or ABA Members/$875 Non-Members without textbook.
$7.50 shipping/handling fee is added
to AIB Online Courses with textbooks. |
| Length |
8 Weeks |
| Course Credits |
AIB: 2.0; CPE: 28.5 |
| Prerequisites |
Participants should be
familiar with the characteristics of financial instruments that appear
on bank balance sheets. |
| Required Software |
Adobe Acrobat Reader;
Microsoft Internet Explorer Browser 7.0 or Mozilla Firefox 2.0 or
higher; Microsoft Excel |
| Textbook |
Bank Management,
7th Edition, 2009, Timothy W. Koch and S. Scott MacDonald, Thomson
Learning
Other courses using this textbook are: Analyzing Bank Performance;
Managing Funding, Liquidity and Capital; Managing the Bank's Investment
Portfolio. |
Audience:
Managing Interest Rate Risk is a rigorous course designed for individuals
involved in asset liability management or line managers making pricing,
investment, or funding decisions that impact interest rate risk.
Learning Objectives:
After successfully completing this program, you will be able to:
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Understand the mechanics of valuing cash flows including
duration and price sensitivity
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Identify the determinants of the overall level of interest
rates
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Use static GAP analysis to measure interest rate risk
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Use duration gap to measure interest rate risk
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Assess the impact on interest rate risk of various pricing,
investment, and funding decisions
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Use a range of derivatives to manage interest rate risk
including futures, forwards, interest rate swaps, caps, floors, and collars
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Apply all of these concepts to the management of interest
rate risk in their own institution
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Use duration gap to measure interest rate risk
Students who complete this course
along with four other courses, may obtain the Bank
Financial Management Diploma.
Questions: Call NYBA
Professional Development at 212-296-1679 or email elegg@nyba.com.
The New York Bankers
Association is a Local ABA Training Provider.
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The American Bankers Association is
registered with the National Association of State Boards of Accountancy
(NASBA), as a sponsor of continuing professional education on the
National Registry of CPE Sponsors. State boards of accountancy have
final authority on the acceptance of individual courses for CPE credit.
Complaints regarding registered sponsors may be addressed to the
National Registry of CPE Sponsors, 150 Fourth Avenue North, Suite 700,
Nashville, TN, 37219-2417. Web site: http://www.nasba.org/
Delivery Method: A group-internet based program |
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