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Managing Interest Rate Risk

An exploration of interest rate risk measurement techniques such as GAP, earnings sensitivity analysis, Duration GAP and economic value of equity sensitivity analysis. Risk management policy implementation and how to change overall interest rate sensitivity through balance sheet adjustments or derivative contracts are discussed.

Learning Objectives

  • Apply the mechanics of valuing cash flows including duration and price sensitivity
  • Identify the determinants of the overall level of interest rates
  • Use static GAP, duration GAP and sensitivity analysis to measure interest rate risk
  • Examine how derivatives–futures, forwards, interest rate swaps, caps, floors and collars–are used to manage interest rate risk
  • Apply course concepts to the management of interest rate risk within your bank​​​​​​​​

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.

Course Credits

ABA Certifications: 30.0 CERP

ABA Certificates: This course applies to the Certificate in Bank Financial Management.

College Credit Recommendations: In the upper division baccalaureate degree category, 3 semester hours in Banking, Business Administration, Finance, or Management (when combined with Analyzing Bank Performance, Managing Funding, Liquidity and Capital, and, Managing the Bank's Investmest Portfolio) for classwork completed no later than September 30, 2017. To receive credit for these courses, you must request your transcript​ by September 30, 2018.


For group registrations or more information, please contact training@aba.com.
 

 Registration & Pricing

 

Facilitated Course
ABA Member  • $660
Nonmember • $870
Bill Me Option

Textbook - 8th Edition
Printed
ABA Member  • $215
Nonmember • $255

Additional fees and taxes may apply.
 

 Upcoming Dates

 
  • November 5, 2018
  • April 8, 2019
 

 Course Advantages

 
  • Collaborative​ communities
  • Convenience and flexibility
  • ​Expert instructors
  • Interactive discussions
  • Real-world assignments