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AIB Managing Interest Rate Risk
AIB Course Code: 7811
Dates Offered | Registration (Deadline is one week prior to start date)
This course provides participants with the tools to measure and manage their bank's interest rate risk.
| Price* |
$925 Nonmembers / $745 Members (with textbook)
$805 Nonmembers / $625 Members (without textbook**) |
| Course Length |
8 Weeks |
| Course Credits |
AIB: 2.0 ; CPE: 28.5 |
| Prerequisites |
Participants should be familiar with the characteristics of financial instruments that appear on bank balance sheets. |
| Required Software |
Microsoft Excel |
| Textbook** |
Bank Management, 6th Edition, by Timothy W. Koch and S. Scott MacDonald, 2005, Thomson Learning |
Audience
Managing Interest Rate Risk is a rigorous course designed for individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.
Learning Objectives
After successfully completing this program, you will be able to:
- Understand the mechanics of valuing cash flows including duration and price sensitivity
- Identify the determinants of the overall level of interest rates
- Use static GAP analysis to measure interest rate risk
- Use duration gap to measure interest rate risk
- Assess the impact on interest rate risk of various pricing, investment, and funding decisions
- Use a range of derivatives to manage interest rate risk including futures, forwards, interest rate swaps, caps, floors, and collars
- Apply all of these concepts to the management of interest rate risk in their own institution
* Registration for one or more courses that include accompanying textbooks will also incur a shipping & handling fee.
** If you already have a copy of the textbook, be sure to register using the "without textbook" option.
Questions, complaints or concerns? Please contact online@aba.com or 1-800-BANKERS for more information.
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The American Bankers Association is registered with the National Association of State Boards of Accountancy (NASBA), as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors, 150 Fourth Avenue North, Suite 700, Nashville, TN, 37219-2417. Web site: http://www.nasba.org/
Delivery Method: A group-internet based program |
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