Self-Study

Interest Rate Risk Management

  • Tuesday, May 1, 2018 – Tuesday, April 30, 2019

  • 1.5
    CREDITS
    Finance

This CPE course begins with a review of interest rates, then describes methods of interest rate risk such as equity financing, debt financing, or a combination of both. It describes internal and external hedging methods, as well as forward rate agreements (FRAs). It examines the features and operation of interest rate guarantees (IRGs) and interest rate futures (IRFs). It then explains interest rate futures and options, and methods of exchanging these transactions via swap.

Objectives

  • Recognize features of common instruments for managing interest rate risk
  • Identify techniques for combining options in order to achieve a specific risk profile: caps, collars and floors
  • Identify internal hedging techniques

Highlights

  • Operation and features of the more common instruments for managing interest rate risk: swaps, forward rate agreements, futures and options.
  • Techniques for combining options in order to achieve a specific risk profile: caps, collars and floors.
  • Internal hedging techniques.

Additional Information

Designed For

CGMA exam candidates
Management accountants wanting to develop skills in governance and risk management

Vendor

American Institute of CPAs

Field of Study

Finance

Course Number

18AIS0192

Level of Knowledge

Intermediate

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