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MANAGING INTEREST RATE RISK
Course Description:
This course provides participants with tools to measure and manage their
bank's interest rate risk
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
Textbook:
Bank Management, 5th Edition, by Timothy W. Koch and S. Scott MacDonald, Thomson
Learning 2002 is the required textbook and will be provided to participants.
If you already have a copy of the textbook, you need not request
another one.
Credit:
AIB: 2.0
Delivery Method:
This course is available in the following formats:
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AIB Online Instructor-led course; Length: 8 weeks
Price: $695 members; $875 non-members (includes textbook)
$575 members; $755 non-members (without textbook)
ENROLL NOW
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Students who complete this course
along with four other requirements, may obtain the
Bank Financial Management Diploma.
Back
to AIB Online for course start dates
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