Interest rate risk derivatives and swaps

  • Treasury and capital markets risk
View Agenda
Key reasons to attend:
  • Learn key concepts that govern effective derivative risk management 

  • Deep dive into interest rate risk derivatives and types of swap trading 

  • Explore the application of cross-currency swaps and adjusted discount curves

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Customised Solutions

Does your team require a tailored learning solution on this or any other topic?

Working with the portfolio of expert tutors and’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.

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About the course

Enhance your knowledge of effective risk management and derivative instruments through this interactive 3-day learning event.  

Risk Learning’s expert faculty will guide participants through the fundamentals of derivatives, as well as explore best practices when hedging, pricing and documenting these trades. Focusing on topics such as contracts and modelling, participants will understand how to appropriately identify the risks and challenges associated with and how the pandemic has impacted these practices. 

Build on fundamental knowledge to understand the skills and techniques to be necessary for successful risk management of derivatives.  

Learning objectives

  • Analyse discount and construct projection curves

  • Manage different types of derivative instruments

  • Calculate the cost of credit exposure by mastering valuation adjustments

  • Indicate cross-currency swap mechanics in comparison with FX swaps

  • Explore diverse types of swap trading and comprehend interest rate risk derivatives concepts

  • Examine the application of cross-currency swaps and adjusted discount curves

Who should attend

Relevant departments may include but are not limited to:  

  • Risk management 

  • Regulation 

  • Asset-liability management 

  • Liquidity 

  • Balance sheet management 

  • Interest rate risk 

  • Treasury 


May 7–9, 2023

Live online. Timezone: Emea/Americas


  • Introduction to derivatives

  • Interest rate swaps

  • Curve construction    

  • Forwards and forward rate agreements

  • Futures contracts

  • Cross-currency swaps

  • Valuation adjustments

  • An overview: current and future landscape

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Dr Gary Wayne van Vuuren

Risk Reward


This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The resources below have been selected to enhance your learning experience:

A subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month 


May 7–9, 2024

Online, Emea/Americas



Early-bird Price

Ends April 5
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Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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