1. COURSE OBJECTIVES At the end of this workshop the participants will be able to: Construct the par, zero coupon and forward curve using market data Price Interest Rate Swaps and Forward Rate Agreements using the forward curve Price Interest Rate Caps, Floors, Inverse Floaters
A two day introduction to treasury products, pricing, operations and risk for non-treasury resources. The course aims to fill in knowledge gap for teams that interact and interface with treasury and can benefit from an insider’s look at how treasury desks quote, manage and execute
This intermediate level workshop serves as a Value at Risk refresher and reviews intermediate topics and implementation issues related to Value at Risk.
Finance Training Course – Course Outline – Interest Rate Models: Forecasting Interest Rates and Application
The workshop is aimed at treasury, risk and fixed income investors who use interest rate forecasting tools for arbitrage, ALM, risk or credit policy decisions.
Treasury risk management requires a fair understanding of pricing, products, modelling and local market challenges. This signature crash course workshop format compresses the content of a quarter semester across a full day course.
This advanced level workshop serves as a refresher to liquidity management, with an emphasis on traditional models including gap analysis and earnings at risk, stress testing, scenario planning, policy making and simulations.