Managing Long-Dated Domestic Interest Rate Risk Using Derivatives - Online

It is essential for financial managers to identify risks accurately and to use the right control techniques. This module covers managing long-dated domestic interest rate risk using derivatives.

This course replicates the content from lesson 5 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.


Risk managers and assistants, trading assistants, finance professionals, auditors and controllers.
Students will be able to:
  • Discuss the use of interest rate swaps in managing long-dated domestic interest rate risk.
  • Recognize the use of swaptions in managing long-dated domestic interest rate risk.
  • Corporate Treasury Management: Interest Rate Risk Management - Online
  • Managing Equity Risk Using Derivatives - Online
  • Operational Risk Management - Basel II - Online
  • Operational Risk Management - Online
  • Bank Branch Management: Risk Management - Online
  • Managing Long-Dated Domestic Interest Rate Risk Using Derivatives
    • Defining long-dated domestic interest rate risk
    • Applying derivative risk management techniques
    Duration: 1 hour