E-Learning Course: Interest Rate Risk Management - Treasury Management

  • ID: 310106
  • Training
  • KESDEE Inc
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Financial markets have seen an enormous growth in fixed-income obligations, which in turn has increased volatility of interest rates. The management of interest rate risk using various derivative instruments (futures, swaps and options) forms the focus of this course. The mechanics and application of these instruments for hedging, arbitrage and speculation purposes are discussed in this course. Caselets and simulation exercises facilitate better understanding of interest rate risk management.

After completing this course you will be conversant with:

- Managing interest rate risk using derivative instruments
- Pricing and valuation of interest rate derivatives
- Building hedging strategies

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions.

Supervisory Agencies
Central Banks
Financial Institutions
Commercial Banks
Investment Banks
Housing Societies/Thrifts
Mutual Funds
Brokerage Houses
Stock Exchanges
Derivatives Exchanges
Insurance Companies
Multinational Corporations
Accountancy Firms
Consultancy Firms
Law Firms
Rating Agencies
Multi-lateral Financial Institutions
Others

Course Level & Number of Courses: Intermediate Level, Library of 6 Courses

Instructional Method: Dynamic, Interactive e-learning

Recommended Background: Familiarity with basic financial concepts

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Library of 6 Courses

Time taken to complete each Course: Two - Three hours

1. Treasury Management – Scope and Importance

- What is Treasury Management?
- Structure of Treasury Management
- Functions of Treasurer and Controller

2. Overview of Risk Management

- Concept of Risk
- Risk Management Process
- Determination of Business Objectives
- Identification of Risks
- Measurement of Risk

3. Interest Rate Futures

- Interest Rate Futures
- Forward Rate Agreement (FRA)
- T-bill Futures
- Eurodollar futures
- T-bond futures

4. Interest Rate Options

- Interest Rate Options
- Over-the-Counter Options
- Calls and Puts on LIBOR
- Caps, Floors and Collars
- Exchange Traded Options
- Embedded Options

5. Interest Rate Swaps

- Interest Rate Swaps
- Basic Structure
- Price Quoting Conventions
- Pricing & Valuing Interest Rate Swaps
- Variants of Interest Rate Swap
- Swaption

6. Case Studies – Applications of Interest Rate Derivatives

- Interest Rate Risk Management -

Set of 6 interactive Job Aids

- Measurement Tools
- Disclosures
- Regulations
- Global Best Practices
- Scope and Structure of FX and Derivatives Markets
- Policy Templates

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