Training Program – Hedging tools for Interest rate risk

Interest rate risk management – Overview

  • Evolution and growth
  • Risk and Uncertainty in Interest rate
  • Understanding Interest rates, policy rates, market rates and their dynamics
  • Understanding benchmark interest rates – MIBOR, LIBOR, MIFOR
  • Understanding Interest rate risks – Repricing Risk, Basis Risk, Options related risks
  • Macroeconomic factors impacting interest rate
  • Asset Liability management and interest rates
  • Use of derivatives in hedging the ALM related interest rate risk