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Measuring, Managing and Monitoring Interest Rate Risk

27 - 29 November 2017

London, UK, Venue TBC

Attend this intensive two-day training course and develop a deep understanding of:

  • Current best practices regarding the management of interest rate risk
  • Vital quantitative tools and metrics relating to the anticipation and mitigation of adverse developments in the interest rate environment
  • Models that can be used for forecasting future direction of benchmark interest rates
  • Quantitative methods for modelling changes in the term structure of interest rates
  • The longer-term consequences of unorthodox policies (such as QE and negative interest rate policies) for treasury functions
  • How to monitor money market spreads and volatility as precursors of changes in liquidity conditions
  • The tools that are vital for stress testing and assessing the impact of adverse scenarios on the capital base and future earnings of an enterprise
  • The regulatory framework – Basel III and other public policy measures - that pertain to the management of interest rate risk
  • The dynamics of inflationary and deflationary forces in the global economy
  • How to address unorthodox monetary policies and negative interest rates
  • Future regulatory directions with respect to Interest Rate Risk in the Banking Book (IRRBB)

Download the Interest Rate Risk course brochure

Dates: 27-29 November 2017, 16-18 April 2018
Venue: Central London
Course Leader: Clive Corcoran, Finance and Investment Expert
Course fee: £2199.00 + VAT @ 20% = £2638.80

View the Interest Rate Risk training course agenda

Packed with real-life practical case studies, keeping the course up-to-date

Exercises include; Excel models which permits the calculation of key bond metrics; Excel model to illustrate how Fed Funds futures can be used to estimate probabilities of decision by the Federal Open Market Committee (FOMC); Application of actual stress testing techniques applied to duration characteristics of a balance sheet Funds Transfer Pricing (FTP)

Case studies include: The Taylor rule as an alternative to judgement based monetary policy; Excel model illustrating duration gap measurement and impacts of changing the duration characteristics; Risks of prolonged period of ultra-low interest rates in developed economies; FTP as cornerstone of balance sheet and liquidity risk management


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Clive Corcoran

Clive Corcoran has been engaged in the finance and investment management sectors, on both sides of the Atlantic, for more than 25 years. Since re-locating to the UK in 2000, he has continued as an FCA registered investment adviser, to be engaged in providing strategic investment advice to private clients and pension funds. During recent years he has written several books on international finance, focusing on asset allocation and risk management. He also has also been very actively involved in executive education on a global basis for finance professionals. He conducts workshops and in house courses on a variety of topics including risk management, Basel III and capital adequacy, central banking, systemic risk, asset allocation techniques, credit risk, market risk and derivatives.

Watch the introduction video to Measuring, Managing & Monitoring Interest Rate Risk

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