Interest Rate Risk Management


The Basel Committee changes finalised in April 2016 are expected to be fully implemented by Banks in 2018. The new processes will impose significant challenges to banks and ALM practices worldwide, a topic which will be amply addressed during this course. This two day course reviews modern practices and methods of quantifying, measuring and monitoring interest rate risks in banking and trading books. At the end of this course participants will become familiar with industry best practices of interest rate risk management.

Training courses

Banking & Finance

Course Background

As banks are continuously striving to achieve an optimal return on their regulatory and economic capital deployed, the OTC hedges endeavoured are imposing substantial challenges. Starting with the severe credit conversion factors under the Basel III regime for the counterparty risk (CVA) associated with OTC derivatives and structured financing transactions to the omnipresence of daily collateral margining in ISDA CSA contracts, the industry is going through unprecedented challenges.

Above and beyond, the IRBB processes finalised by the Basel committee in April 2016 and expected to be fully implemented by banks in 2018 are imposing significant challenges to banks ALM practices worldwide, a topic which will be amply addressed during this course.

This two-day course is addressing some of these challenges and attempts to build on best practices employed by leading treasury and capital markets professionals.

This course is also available bespoke for larger groups and organizations.

Who is this course for?

Bank Treasury Managers

Fixed Income Traders

Money Market and Fixed Income Derivatives Traders

Market Risk Managers

Counterparty Risk Managers

Internal/External Auditors

Product Control and New Product Process Managers

Management and Financial Accountants

Public course dates for - Interest Rate Risk Management