Featured Course
Interest Rate Swaps
Duration: 75 Minutes
Course Overview
At the end of this online session participants will be able to
- Describe how interest rate swaps work
- Explain the key terms associated with interest rate swaps
- Discuss the interest rate swap market
- Outline the factors affecting the value of a swap
- Discuss pricing of interest rate swaps
- Outline uses of interest rate swaps
- Highlight the risks of trading interest rate swaps
Course Content
- What is an interest rate swap
- The swap rate
- The floating rate
- Notional
- Term
- Frequency
- Cash flows
- Plain vanilla
- Variations
- The interest rate swap market
- Market size and volumes
- Over-the-counter (OTC) markets
- Market participants
- Swap quotes
- A swap trade
- Trade confirmation
- ISDA master agreement
- Collateral
- Expected developments
- Valuation & pricing
- Uses of interest rate swaps
- Risks associated with interest rate swaps
- Interest rate risk
- Counterparty credit risk
Participants will be required to complete exercises throughout the session.
Who should attend?
Investment professionals who require a greater understanding of interest rate swaps.
No previous knowledge is required but an understanding of basic financial markets would be beneficial.
Organisation types: investment management, fund administration, trustee, banking, securities, prime broker, audit.
FOR FURTHER DETAILS: email (JavaScript must be enabled to view this email address)
