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 

  • 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.  

Flexible pricing options:

  1. Early-bird rate: book in advance and save $200 

  2. 3-for-2 group rate: book three delegates for the price of two and save more than $2,000 

  3. Season tickets: book a team of 10 or more and save up to 50%

Learning objectives

  • Analyse discount and construct projection curves 
  • Distinguish different types of swaps and methods 
  • Address the challenges relating to models and modelling approaches of derivatives 
  • Manage cross-currency swap mechanics in comparison with foreign exchange swaps 
  • Evaluate adjustments on different valuation adjustments, know as XVA
  • Hedge and price future 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 


May 10–12, 2023

Timezones: Emea/Americas


  • Introduction to derivatives

  • Interest rate swaps

  • Curve construction and valuation

  • Forwards and forward rate agreements (FRAs)

  • Futures contracts

  • Cross-currency swaps (CRX)

  • Valuation adjustments


October 16–18, 2023

Timezone: Apac



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:

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May 10 - 12, 2023

01:30 pm - 05:00 pm




Earlybird Price


October 16 - 18, 2023

08:30 am - 10:45 am




Earlybird Price

Book now

Enquire about:

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

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