Measuring & Managing Interest Rate & Duration Risk - 28

#1673340: Measuring & Managing Interest Rate & Duration Risk - 28 - 30 July 2025

Description:	Sign up now for the Measuring & Managing Interest Rate & Duration Risk training course Get a detailed overview of the metrics used to quantify the risk to earnings and capital metrics used in quantifying risk to earnings and capital which result from adverse developments in the interest rate environment. You will examine the role of central banks concerning monetary policy and the setting of benchmark interest rates. In addition, you will learn how global capital markets respond to monetary policy. There will also be a critical analysis of the variety of tools available to treasury professionals to manage interest rate risk effectively. Learn how to Manage interest rate risk through current best practices Use vital quantitative tools and metrics relating to adverse developments in the interest rate environment Forecast future direction of benchmark interest rates through models Model changes in the term structure of interest rates See Agenda Case studies and practical sessions Excel model which permits the calculation of key bond metrics Securitized banking and the run on repo (Paper by Gorton and Metrick, 2010) The Taylor rule as an alternative to judgement based monetary policy Excel model illustrating duration gap measurement and impacts of changing the duration characteristics Download Brochure Why choose IFF? TRACK RECORD – we have over 30 years of experience in providing training to the banking, finance and energy sectors KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts VALUE – we provide a practical training experience with skills that can be used immediately Find out more
More info:	https://informaconnect.com/measuring-managing-and-monitoring-interest-rate-risk/

Description:

Sign up now for the Measuring & Managing Interest Rate & Duration Risk training course
Get a detailed overview of the metrics used to quantify the risk to earnings and capital metrics used in quantifying risk to earnings and capital which result from adverse developments in the interest rate environment. You will examine the role of central banks concerning monetary policy and the setting of benchmark interest rates.

In addition, you will learn how global capital markets respond to monetary policy. There will also be a critical analysis of the variety of tools available to treasury professionals to manage interest rate risk effectively.

Learn how to
Manage interest rate risk through current best practices
Use vital quantitative tools and metrics relating to adverse developments in the interest rate environment
Forecast future direction of benchmark interest rates through models
Model changes in the term structure of interest rates
See Agenda

Case studies and practical sessions
Excel model which permits the calculation of key bond metrics
Securitized banking and the run on repo (Paper by Gorton and Metrick, 2010)
The Taylor rule as an alternative to judgement based monetary policy
Excel model illustrating duration gap measurement and impacts of changing the duration characteristics
Download Brochure

Why choose IFF?
TRACK RECORD – we have over 30 years of experience in providing training to the banking, finance and energy sectors
KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts
VALUE – we provide a practical training experience with skills that can be used immediately
Find out more

More info:

https://informaconnect.com/measuring-managing-and-monitoring-interest-rate-risk/

Date added	March 27, 2025, 12:44 p.m.
Source	Informa Connect
Subjects	Awareness Courses / Training Conferences and Seminars Europe
Venue	London, July 28, 2025, midnight - July 30, 2025, midnight
Country	United Kingdom