Interest rate risk derivatives and swaps
View AgendaKey reasons to attend:
- Learn the key concepts that govern effective derivative risk management
- Examine interest rate risk derivatives and types of swap trading
- Explore best practice procedures for documentation
Customised Solutions
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About the course
Enhance your knowledge of effective derivative risk management and interest rate instruments through this interactive learning event.
Led by a subject matter expert, participants will deep dive into the fundamentals of derivatives and explore best practices when hedging, pricing and documenting these trades. Focusing on topics such as cross-currency swaps, valuation adjustments and future contracts, participants will understand how to appropriately identify and mitigate problems associated with each and discuss pricing.
Sessions will explore derivatives risks in different areas of risk management, such as credit and liquidity risk while also analysing various real-life examples. Participants will build the necessary skills and techniques for successful risk management of derivatives within your organisation.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
- 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber (use code SUB30)
- Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)
*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.
Learning objectives
- Distinguish different types of derivatives and their importance
- Address the challenges related to derivates risk
- Evaluate adjustments on valuation adjustments – known collectively as XVAs
- Hedge and price future contracts
- Define uses for different types of option contracts
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
- Foreign exchange
- Derivatives
Agenda
April 23–25, 2024
Live online. Timezones: Emea/Americas
Sessions:
- Introduction to derivatives
- Introduction to interest rate instruments
- Forward contracts
- Futures contracts
- Options contracts
- Swaps contracts: interest rate, foreign exchange and credit default
- Derivatives risk
- Documentation and climate risks
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:
- Calibrating interest rate curves for a new era - Read article | Risk.net
- FRA-OIS demise leaves hole in bank treasury risk management - Read article | Risk.net
- Long-end euro swap pricing anomaly remains largely untapped - 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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