Managing Short-Dated Domestic Interest Rate Risk using Derivatives - Online

This module will discuss how to manage short-dated domestic interest rate risk with derivatives. In particular, looking at how to identify short-dated domestic interest rate risk, and how to use forward interest rate agreements, exchange traded futures, and interest rate options to manage this type of risk.

This course replicates the content from lesson 4 of the course Risk Management Using Derivatives - Online

This is an asynchronous eLearning course that can be accessed 24/7 from any internet enabled computer. Subscription period for this course is 90 days.

Available TodayOnlineUSD$60.00
Instructional Method:
Self-Study
Level: Intermediate

CPE CREDITS
1
Risk managers and assistants, trading assistants, finance professionals, auditors and controllers.
Students will be able to:
  • Identify the use of forward interest rate agreements (FRAs) to manage risk.
  • Recognize exchange traded futures as they are used to manage risk.
  • Recognize management of risk using interest rate options.
Derivative Instruments or equivalent level of knowledge
  • Corporate Treasury Management: Interest Rate Risk Management - Online
  • Risk Analysis - Online
  • Market Risk Basics - Online
  • Liquidity Management & Contingency Funding Plan - Online
  • Governance Risk and Compliance - Online
    • Managing Short-Dated Domestic Interest Rate Risk using Derivatives
    • Defining short-dated domestic interest rate risk
    • Applying derivative risk management techniques
    Duration: 1 hour