Interest rate risk derivatives & swaps

  • 3 days
  • Treasury & capital markets risk
  • 6 CPD points
View Agenda
Key reasons to attend:
  • Learn key concepts that govern effective derivative risk management 

  • Apply best practice approaches improving governance and strategy  

  • Focus on how to address challenges and opportunities in derivatives 

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About the course

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

Participants, led by Risk Learning’s expert faculty, will deep dive into 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

  • Identify the key risks arising within derivatives use and how risk management has changed due to recent market volatility 

  • Address the challenges relating to models and modelling approaches of derivatives  

  • Use best practices for identifying and monitoring limits, thresholds, and reporting 

  • Demonstrate effective risk management approaches for option contracts  

  • Distinguish the different swap types and methods  

  • Apply the ISDA master agreement and framework for documentation of swaps and derivatives 

Who should attend

Relevant departments may include but are not limited to:  

  • Risk management 

  • Regulation 

  • ALM 

  • Liquidity 

  • Balance sheet management 

  • Interest rate risk 

  • Treasury 

Agenda

November 14 - 16, 2022

Time zones: Emea / Americas
Start time: 14.00 GMT / 9.00 EST
Finish time: 16.15 GMT / 11.15 EST

Sessions:

  • Introduction to derivatives 

  • Risk management of derivatives 

  • Forward transactions 

  • Futures contracts 

  • Derivative controls and methods 

  • Options contracts 

  • Exploring swaps contracts

  • Documentation

View detailed agenda

Tutors

  • Dr Gary 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:

To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial

Enquire about:

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