Interest rate risk management
Identifying, limiting and managing potential risks
11.03. - 12.03.2025 ONLINE
01.07. - 02.07.2025 in Cologne
11.11. - 12.11.2025 in Vienna
Basics
1,5 days
EUR 1.990,- plus VAT.
Günther Bauer
Partner
Schwabe, Ley & Greiner
Content
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
Targets
- 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
Seminar organization
Treasury Training
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