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 |
Duration : 1 hour
- Defining short-dated domestic interest rate risk
- Applying derivative risk management techniques