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.

Available TodayOnlineUSD$100
Instructional Method:
Self-Study
Level: Intermediate
CPE Credits: 8

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
  • Corporate Treasury Management: Treasury Analytics - Online
  • Corporate Treasury Management: Funding and Investments - Online
  • Corporate Treasury Management: Implementation - Online
  • Corporate Treasury Management: Case Studies - Online
    • Treasury Management – Scope and Importance
    • What is Treasury Management?
    • Structure of Treasury Management
    • Functions of Treasurer and Controller

    Overview of Risk Management

    • Concept of Risk
    • Risk Management Process
    • Determination of Business Objectives
    • Identification of Risks
    • Measurement of Risk

    Interest Rate Futures

    • Interest Rate Futures
    • Forward Rate Agreement (FRA)
    • T-bill Futures
    • Eurodollar futures
    • T-bond futures

    Interest Rate Options

    • Interest Rate Options
    • Over-the-Counter Options
    • Calls and Puts on LIBOR
    • Caps, Floors and Collars
    • Exchange Traded Options
    • Embedded Options

    Interest Rate Swaps

    • Interest Rate Swaps
    • Basic Structure
    • Price Quoting Conventions
    • Pricing & Valuing Interest Rate Swaps
    • Variants of Interest Rate Swap
    • Swaption

    Case Studies – Applications of Interest Rate Derivatives

      JOB AIDS

      • Measurement Tools
      • Disclosures
      • Scope and Structure of FX and Derivatives Markets
      • Global Best Practices
      • Policy Templates
      • Regulations

      Calculators

      • American / European Quotes
      • Spot Cross Rates
      • Calculating Forward Rate
      • Forward Cross Rates
      • Pricing Currency Futures - Continuous Compounding
      • Pricing Currency Futures - Daily Basis
      • Valuation of Generic Currency Swaps
      • NPV of Currency Cash Flow in a Swap
      • Options strategies (Excel)
      • Operating Exposure
      • Current / Non-current Method
      • Monetary/Non-monetary Method
      • Temporal Method
      • Current Rate Method
      • Money Market Hedge
      • Forward Market Hedge
      • Break Forward
      • Range Forward
      • Participate Forward
      • Duration

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