Interest Rate Risk Management - Virtual

The use of interest rate swaps, caps, floors, collars and swaptions has grown explosively over the past decade. This course will provide an understanding of these financial products and how they are used to manage interest rate risk.

This is a live virtual class session accessible from any internet enabled computer anywhere in the world. All class times are listed in EDT.

No sessions currently available. Contact client services to get the next available date.
Risk managers, corporate treasurers, fund managers, sell side analysts and vendors, financial advisors, capital and fixed income markets specialists and risk auditors.
No advance preparation required.
Students will be able to:
  • Price US Interest Rate Swaps
  • Understand the uses and Applications of Caps, Floors, Collars and Swaptions
  • Price Caps, Floors, Collars and Swaptions
  • Describe how various swaps are used in today's markets
Attendees must have a solid knowledge of basic financial theories. Including: NYIF Fixed Income Suite, Overview of Capital Markets and Fundamentals of Derivatives or equivalent knowledge.
Interest Rate Risk Management
  • Pricing US Interest Rate Swaps: Ongoing
  • Repricing existing US interest rate swaps
  • Interest Rate Options: Caps, Floors, Collars and Swaptions
  • Uses and Applications of Caps, Floors, Collars and Swaptions
  • Pricing of Caps, Floors, Collars and Swaptions
  • Swap Users in Today's Markets
  • Uses by corporations (asset-liability management, bond issuance)
  • Uses by asset managers (non-leveraged uses)
  • Uses by hedge funds (leveraged uses)
  • Credit Default Swaps: uses and applications today