Managing Interest Rate Risk

American Bankers Association
Training overview
Professional Course
Self-paced Online
8 weeks
From 1,125 USD
+ tax
Start dates
1,125 USD
Available On-Demand
ABA Events and Training

Course description

Managing Interest Rate Risk

Managing Interest Rate Risk explores interest rate risk measurement techniques such as GAP, earnings sensitivity analysis, Duration GAP and economic value of equity sensitivity analysis. Investigate risk management policy implementation and disocver ways to change overall interest rate sensitivity through balance sheet adjustments or derivative contracts.

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Who should attend?

For experienced bank personnel involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.

Training content

Learning Objectives

  • Apply the mechanics of valuing cash flows including duration and price sensitivity
  • Identify the determinants of the overall level of interest rates
  • Use static GAP, duration GAP and sensitivity analysis to measure interest rate risk
  • Examine how derivatives–futures, forwards, interest rate swaps, caps, floors and collars–are used to manage interest rate risk
  • Apply course concepts to the management of interest rate risk within your bank​​​​​​​​

Certification / Credits

Course Credits

  • ABA Certifications: 30.0 CERP
  • ABA Certificates: This course applies to the Certificate in Bank Financial Management.

Why choose ABA?

140 years in the banking industry

Wide range of training options for various bank job roles

Certificate and professional certification courses available

About ABA

American Bankers Association

The American Bankers Association is the united voice of America's banks—small, regional and large—that together employ more than 2 million women and men, hold nearly $17 trillion in assets, safeguard $13 trillion in deposits and extend more than $10 trillion...

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Contact info

American Bankers Association

American Bankers Association
1120 Connecticut Ave NW
20036 Washington, DC

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