Managing Short-Dated Domestic Interest Rate Risk using Derivatives

New York Institute of Finance

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17

Managing Short-Dated Domestic Interest Rate Risk using Derivatives

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.

CPE Credits: 1

Program Details (NASBA) View
Program Level Intermediate
Prerequisites Derivative Instruments or equivalent level of knowledge
Advance Preparation No advance preparation required
Recent Revision Date August 25, 2014
Instructional Delivery Method QAS Self Study
Field of Study Specialized Knowledge and Applications

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Duration : 1 hour

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