AVAILABLE IN-PERSON OR LIVE ONLINE
27 - 29 July | Central London or Live Online
30 November - 2 December | Central London or Live Online
AVAILABLE IN-PERSON OR LIVE ONLINE
27 - 29 July | Central London or Live Online
30 November - 2 December | Central London or Live Online
Measuring & Managing Interest Rate & Duration Risk
Master the metrics used to quantify the risk to earnings and capital
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Expert-led finance training with full interaction and support - in the format that works for you.
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Get a detailed overview of the metrics used to quantify the risk to earnings and capital metrics used in quantifying risk to earnings and capital which result from adverse developments in the interest rate environment. You will examine the role of central banks concerning monetary policy and the setting of benchmark interest rates.
In addition, you will learn how global capital markets respond to monetary policy. There will also be a critical analysis of the variety of tools available to treasury professionals to manage interest rate risk effectively.
Learn how to
- Manage interest rate risk through current best practices
- Use vital quantitative tools and metrics relating to adverse developments in the interest rate environment
- Forecast future direction of benchmark interest rates through models
- Model changes in the term structure of interest rates
Case studies and practical sessions
- Excel model which permits the calculation of key bond metrics
- Securitized banking and the run on repo (Paper by Gorton and Metrick, 2010)
- The Taylor rule as an alternative to judgement based monetary policy
- Excel model illustrating duration gap measurement and impacts of changing the duration characteristics
Why choose IFF?
- TRACK RECORD – we have over 30 years of experience in providing training to the banking, finance and energy sectors
- KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts
- VALUE – we provide a practical training experience with skills that can be used immediately
Duration Risk Webinar
SVB's collapse in March 2023 demonstrates how even the 16th largest US bank can fall victim to duration risk mismanagement. Their portfolio of long-duration Treasury bonds, purchased during historically low interest rates, saw mark-to-market values plummet to 80% or less of par value when rates increased rapidly. Surprisingly, SVB failed to put in place a robust hedging strategy to manage duration risk when there was a depositor run on the bank.
Learn more about this training course
Certified by NASBA
As an Authorised Training Partner of NASBA, International Faculty of Finance (IFF) is recognised for delivering high-quality professional development courses that meet the rigorous standards set by NASBA.
CPD certified
Engaging in Continuing Professional Development ensures that both academic and practical qualifications do not become out-dated or obsolete; allowing individuals to continually ‘up skill’ or ‘re-skill’, regardless of occupation, age or educational level. This course has been assessed and is CPD certified.
Proud to partner
IFF is the official learning partner of RiskMinds (the world's leading risk management event series).
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World-Class Finance Training. Your Preferred Format.
Experience expert-led learning live online or in person, with full support throughout.
In-Person Training
Experience face-to-face learning in the heart of London
- Live expert-led instruction with interactive Q&A
- Hands-on support and real-time collaboration
- Focused classroom environment for optimal learning
- Central London venue with stunning 360° views of the city skyline
- Complimentary lunch and refreshments throughout the day
- Network with fellow professionals
- Access to online resource hub before and after your course
Live Online Training
Join our interactive virtual classroom from anywhere
- Connect via Microsoft Teams from any location worldwide
- Live expert-led instruction with full participation
- Interactive Q&A and trainer support in real-time
- No travel time or accommodation costs required
- Overcome visa and travel restriction challenges
- Environmentally friendly and sustainable option
- Flexible access for individuals and teams
- Access to online resource hub before and after your course