Corporate Treasury Management: Interest Rate Risk Management - Online

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. Caselets and simulation exercises facilitate better understanding of interest rate risk management.

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Access is for 91 days. Completion certificates will be awarded.

También, se ofrece este curso en Español. Llamada para más información.

Available TodayOnlineUSD$150
Instructional Method:
Self-Study
Level: Intermediate

ICB CREDITSICPAS CREDITS
6.253
Operations management staff, IT executives, Operational Risk Managers, Back-Office Managers, Settlement Officers, Internal Auditors, Risk Auditors
Students will be able to:
  • Manage interest rate risk using derivative instruments
  • Price and value interest rate derivatives
  • Build hedging strategies
Familiarity with basic financial concepts
"Endeavouring to explain highly complex topics such as Arbitrage etc in a concise format is a difficult task, so the Author has done a decent job!"
  • Corporate Treasury Management: Funding and Investments - Online
  • Corporate Treasury Management: Implementation - Online
  • Corporate Treasury Management: Case Studies - Online
    • Scope and Importance
    Topics covered include:
    • What is Treasury Management?
    • Structure of Treasury Management
    • Functions of Treasurer and Controller
    Duration: 1 hour

    Overview of Risk Management
    Topics covered include:
    • Concept of Risk
    • Risk Management Process
    • Determination of Business Objectives
    • Identification of Risks
    • Measurement of Risk
    Duration: 1 hour

    Interest Rate Futures
    Topics covered include:
    • Futures vs. Forward Contracts
    • Currency Futures Market
    • Futures Contract Specifications
    • Marking to Market
    • Futures Quotation
    • Pricing Currency Futures
    • Hedging with Currency Futures
    • Speculation with Currency Futures
    Duration: 2 hours

    Interest Rate Options
    Topics covered include:
    • Currency Options
    • Basic Option Strategies
    • Covered Strategies
    • Spread Strategies
    Duration: 1 hour

    Interest Rate Swaps
    Topics covered include:
    • FX Swaps
    • Currency Swaps
    • Currency Swap vs. FX Swap
    • Quoting Conventions
    • Types of Swaps
    • Uses of Currency Swaps
    Duration: 1 hour

    Case Study- Applications of Interest Rate Derivatives
    Topics covered include:
    • Case Studies – Applications of Interest Rate Derivatives
    Duration: 1 hour

    Job Aids
    Take aways:
    • Measurement Tools
    • Disclosures
    • Scope and Structure of FX and Derivatives Markets
    • Global Best Practices
    • Policy Templates
    • Regulations

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