Measuring, Managing & Monitoring Interest Rate Risk
IFF - International Faculty of Finance
Course description
Measuring, Managing and Monitoring Interest Rate Risk - 3-Day Course in London
During this three-day course, an expert in finance and investment will guide you through some of the key methods and skills required to measure, manage, and monitor interest rate risk.
During this course you will learn to build excel models that allow you to calculate key bond metrics, illustrate how Fed Funds futures can be used to estimate probabilities of decision by the Federal Open Market Committee (FOMC) and apply stress testing techniques regarding duration characteristics of balance sheet Funds Transfer Pricing (FTP). In addition to these exercises, you and your fellow participants will work through several case studies that allow you to use your new skills more practically.
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Training content
- Current best practices regarding the management of interest rate risk
- Vital quantitative tools and metrics relating to the anticipation and mitigation of adverse developments in the interest rate environment
- Models that can be used for forecasting future direction of benchmark interest rates
- Quantitative methods for modelling changes in the term structure of interest rates
- The longer-term consequences of unorthodox policies (such as QE and negative interest rate policies) for treasury functions
- How to monitor money market spreads and volatility as precursors of changes in liquidity conditions
- The tools that are vital for stress testing and assessing the impact of adverse scenarios on the capital base and future earnings of an enterprise
- The regulatory framework – Basel III and other public policy measures - that pertain to the management of interest rate risk
- The dynamics of inflationary and deflationary forces in the global economy
- How to address unorthodox monetary policies and negative interest rates
- Future regulatory directions with respect to Interest Rate Risk in the Banking Book (IRRBB)
About IFF
International Faculty of Finance - IFF Finance & IFE Energy - Specialist Training Courses
As one of the world's leading specialist financial training organisations, The International Faculty of Finance, provides participants in the global financial markets with intensive technical training programmes designed to help them succeed on the global stage. Established in 1991 we...
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IFF - International Faculty of Finance
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