Interest Rate Risk Hedging Workshop, NH Hotel, Čtvrtek, 05. Prosinec 2019

This 2-day course offers a detailed analysis of the process of interest rate hedging, from the measurement of risk through to detail on the products used to hedge.
On day one, we start with the basics of interest rate risk. How does it arise? How do we measure it? The course will look at how to quantify interest rate risk and the different measures popular with companies. During this section we will talk about how companies make the hedging decision and how they create a risk management policy. We also discuss dealing with banks – what’s in it for them and how do they manage the risk? On day two we move our focus to the hedging products themselves with a detailed analysis of the different products available and what each one offers as a hedge. Participants will learn the products in an intuitive way but also be taught the important pricing and risk calculations for each one. The products will be assessed in aggregate and we will discuss the role of each one in a diversified hedging portfolio. Once the products have been understood, the next section deals with how the valuation of the trade evolves over time, looking at the importance of yield curve shape in the valuation and future break costs. Next we look at the future of IBOR reference rates and the nature of their replacements.
The course finishes with a workshop session analysing some real company hedging decisions and policies, bringing together all the knowledge gained over the two days to critique the approach taken by these companies to the job of interest rate risk management.

Attend this 2-day training course and learn about:

The nature and source of interest rate risk within companies and banks
The hedging decision process including a look at how real companies decide how to hedge
How to measure interest rate risk and quantify it using risk metrics and gap analysis
Creating a risk management policy
The spectrum of interest rate hedging products available to companies and their pros and cons
The hedge lifecycle and the evolution of hedge valuation and break costs
The futures of IBOR reference rates

Who should attend?

Bank traders, salespeople, structurers
Bank market risk managers, middle office and operations professionals
Investors – institutional investors, fund managers, private traders
Company treasury managers and staff, accountants, risk managers

Course methodology
The course consists of classroom-based training which combines formal teaching of concepts and technical content, with individual and group exercises to reinforce learning points.

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Interest Rate Risk Hedging Workshop

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