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A Provider of AIB Products AIB Managing Interest Rate Risk |
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AIB Course Code: 7811 Course Length: 8 weeks Course Description: This course provides participants with the tools to measure and manage their bank's interest rate risk Audience: Managing Interest Rate Risk is a rigorous course designed for individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk. Learning Objectives: After successfully completing this program, you will be able to: • Understand the mechanics of valuing cash flows including duration and price sensitivity • Identify the determinants of the overall level of interest rates • Use static GAP analysis to measure interest rate risk • Use duration gap to measure interest rate risk • Assess the impact on interest rate risk of various pricing, investment, and funding decisions • Use a range of derivatives to manage interest rate risk including futures, forwards, interest rate swaps, caps, floors, and collars • Apply all of these concepts to the management of interest rate risk in their own institution Textbook: Bank Management, 6th Edition, by Timothy W. Koch and S. Scott MacDonald, Thomson Learning 2005. If you already have a copy of the textbook, be sure to register for your next course using the “without textbook” option. Course Credits: AIB: 2.0; CPE: 28.5 Prerequisites: Participants should be familiar with the characteristics of financial instruments that appear on bank balance sheets. Required Software: Microsoft Excel
 Forms Page ... Registration ... Requests ... WithdrawalPBA Contact: Jackie Catalano • (717) 255-6939 • jCatalano@paBanker.com |
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