Interest Rate Swaps: Structure, Pricing & Risk Management

Interest Rate Swaps | Risk Management | Hedging | OTC Clearinghouses | Swap Valuation | Floating Interest Rates

Created by: Starweaver Instructor Team
Learning | Doing | Connecting®

Created by: Paul Siegel
Top rated instructor and course creator

What Will I Learn?

• Describe the details of interest rate swaps and how they are priced
• Use IRS to implement effective risk management strategies to mitigate the potential impact of interest rate movements on floating rate liabilities.
• Understand the features and functions of OTC clearinghouses and how they work
• Appreciate the various risk concerns with interest rate swaps and solutions for risk management
• Calculate the potential impact of interest rate movements on floating rate liabilities using appropriate risk management tools.
• Evaluate the suitability of different interest rate swap structures to manage the risk of floating rate liabilities.
• Determine the fair value of an interest rate swap using various pricing models and techniques.
• Analyze the impact of different interest rate scenarios on the value of an interest rate swap.
• Use appropriate pricing tools to calculate the net present value of an interest rate swap.

Requirements

• A financial calculator is recommended for this course
• Knowledge of the English language

Target audience

• Relationship managers (0-5 years) in commercial, corporate and investment banking.
• Analysts and associates in commercial, corporate and investment banking.