IIRF Online > Finance & Accounting > Finance Cert & Exam Prep > Financial Markets > Interest Rate Swaps: Structure, Pricing & Risk Management
Interest Rate Swaps: Structure, Pricing & Risk Management by Udemy
Interest Rate Swaps | Risk Management | Hedging | OTC Clearinghouses | Swap Valuation | Floating Interest Rates
Course Highlights
- Describe the details of interest rate swaps and how they are priced
- Use IRS to implement effective risk management strategies to mitigate the potential impact of interest rate movements on floating rate liabilities.
- Understand the features and functions of OTC clearinghouses and how they work
- Appreciate the various risk concerns with interest rate swaps and solutions for risk management
- Calculate the potential impact of interest rate movements on floating rate liabilities using appropriate risk management tools.
- Evaluate the suitability of different interest rate swap structures to manage the risk of floating rate liabilities.
- Determine the fair value of an interest rate swap using various pricing models and techniques.
- Analyze the impact of different interest rate scenarios on the value of an interest rate swap.
- Use appropriate pricing tools to calculate the net present value of an interest rate swap.
Skills you will learn!
Curriculum
4 Topics
Welcome!
Introduction of Swaps
Interest Rate Swap Basics
Interest Rate Swap Contract Features
4 Topics
Fixed to Floating Interest Rate Swaps
Periodic Settlement Payments on Interest Rate Swaps
Hedging Cash Flow Uncertainty with Interest Rate Swaps
Net Interest Cost of a Synthetic Fixed Coupon Bond
3 Topics
OTC Clearinghouses
Cleared Swaps Versus OTC Swaps Ex-Clearinghouse
Functioning of OTC Clearinghouses
4 Topics
Terminating a Swap Before Maturity
Interest Rate Swap Pricing
Pricing Fixed for Floating Interest Rate Swaps
Valuing Swaps Hedging Cash Flow Uncertainty
6 Topics
Managing the Cash Flow Risk of Fixed and Floating Rate Assets
Basis Swaps (Fixed Versus Floating Swaps)
Capital Market Equivalents for the Fixed and Floating Rate Payers
Value Hedging Asset Swaps
Variations in the Structure of Interest Rate Swaps
Structuring and Pricing Basis Swaps
1 Topic
Take-aways
Interest Rate Swaps: Structure, Pricing & Risk Management
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