Interest rate risk derivatives & 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
Customised Solutions
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Working with the portfolio of expert tutors and Risk.net’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.
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:
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Early-bird rate: book in advance and save $200
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3-for-2 group rate: book three delegates for the price of two and save more than $2,000
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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 XVAs
- Hedge and price future contracts
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 10–12, 2023
Timezones: Emea/Americas
Sessions:
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Introduction to derivatives
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Interest rate swaps
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Curve construction and valuation
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Forwards and forward rate agreements (FRAs)
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Futures contracts
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Cross-currency swaps (CRX)
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Valuation adjustments
October 16–18, 2023
Timezone: Apac
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
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
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