Managing Long-Dated Domestic Interest Rate Risk Using Derivatives

New York Institute of Finance

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Introductory

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17

Managing Long-Dated Domestic Interest Rate Risk Using Derivatives

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 is module 5 of Risk Management Using Derivatives.

CPE Credits: 1

Program Details (NASBA) View
Program Level Intermediate
Prerequisites This course has no prerequisites
Advance Preparation No advance preparation required
Recent Revision Date August 24, 2014
Instructional Delivery Method QAS Self Study
Field of Study Specialized Knowledge and Applications

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Duration : 1 hour

  • Defining long-dated domestic interest rate risk
  • Applying derivative risk management techniques