Interest rate risk derivatives and swaps
View AgendaKey reasons to attend:
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Learn key concepts that govern effective derivative risk management
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Deep dive into interest rate risk derivatives and types of swap trading
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Explore the application of cross-currency swaps and adjusted discount curves
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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
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Analyse discount and construct projection curves
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Manage different types of derivative instruments
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Calculate the cost of credit exposure by mastering valuation adjustments
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Indicate cross-currency swap mechanics in comparison with FX swaps
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Explore diverse types of swap trading and comprehend interest rate risk derivatives concepts
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Examine the application of cross-currency swaps and adjusted discount curves
Who should attend
Relevant departments may include but are not limited to:
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Risk management
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Regulation
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Asset-liability management
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Liquidity
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Balance sheet management
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Interest rate risk
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Treasury
Agenda
May 7–9, 2023
Live online. Timezone: Emea/Americas
Sessions:
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Introduction to derivatives
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Interest rate swaps
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Curve construction
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Forwards and forward rate agreements
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Futures contracts
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Cross-currency swaps
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Valuation adjustments
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An overview: current and future landscape
Tutors
Dr Gary Wayne van Vuuren
Risk Reward
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
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Climate is changing for derivatives valuation adjustments - Read article | Risk.net
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Interest rate vol triggered three breaches at CME in Q2 - Read article | Risk.net
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Getting the jump on pricing dividend-protected derivatives - Read article | Risk.net
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month
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