Interest rate risk management

Identifying, limiting and managing potential risks

Dates & Place

17.09. - 18.09.2024 in Stuttgart
03.12. - 04.12.2024 in Vienna




1,5 days


EUR 1.990,- plus VAT.

Günther Bauer

Günther Bauer


Schwabe, Ley & Greiner

Christof Kornfeld

Christof Kornfeld


Schwabe, Ley & Greiner


In the seminar "Interest Rate Risk Management", we shed light on the various manifestations of interest rate risk. Theoretically and with the help of case studies, the origin of interest rate risks will be discussed as well as the quantification of the risk by means of different approaches and the management by means of hedging instruments such as forward rate agreements, swaps and options. 

Main topics

  • Sources and manifestations of risk
  • Risk measurement methods: sensitivity and at-risk analyses
  • Approaches to interest rate risk strategy: cost and risk aspects
  • Hedging instruments: Forward rate agreements, swaps, options
  • Risk reporting
  • Case studies

Group of participants

Employees and managers who work in or are responsible for foreign currency or interest rate risk management, as well as corporate account managers from banks who want to learn about their clients' day-to-day business from their perspective


  • What are the manifestations of interest rate risk?
  • Which positions contain interest rate risks?
  • What is the difference between interest balance risk and value risk?
  • How are the risks quantified?
  • What are the strengths and weaknesses of each quantification method?

Feedback from our customers

This seminar is perfect if you want to gain a basic understanding of risk management.

Do you have any questions?

Marc Baumgärtner

Marc Baumgärtner

Seminar organization

Treasury Training

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