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Interest Rate Futures & Swaps - Pricing, Hedging & xVA Adjustments

Finex Learning, Online (+1 locations)
Length
3 days
Next course start
Contact the provider for group bookings (+2 start dates)
Course delivery
Virtual Classroom, In Company
Length
3 days
Next course start
Contact the provider for group bookings (+2 start dates)
Course delivery
Virtual Classroom, In Company
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Course description

This comprehensive 3-day program is designed to equip participants with the skills to use, price, manage, and evaluate interest rate and cross-currency derivatives. Starting with the fundamentals of money markets and futures, the course progresses through yield curve construction, interest rate and cross-currency swaps, and their real-world applications.

The training emphasizes a hands-on approach, with numerous practical exercises focused on hedging, valuation, and risk management. Additionally, the course covers key topics such as xVA, documentation, and settlement processes.

Participants will gain valuable experience through extensive use of Excel-based tools for valuation and risk management, which they can immediately apply in their professional roles.

Upcoming start dates

Choose between 2 start dates

Contact the provider for group bookings

  • In Company
  • United Kingdom

Contact the provider for group bookings

  • Virtual Classroom
  • Online

Suitability - Who should attend?

This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives.

  • Interest-rate sales / traders / structurers / quants
  • IT
  • Bank Treasury
  • ALM
  • Central Bank and Government Treasury
  • Funding managers
  • Insurance Investment managers
  • Fixed Income portfolio managers
  • IPV professionals

Outcome / Qualification etc.

Learning Objectives

Learn how to use, price, manage, and evaluate interest rate futures and swaps in this comprehensive, hands-on three-day programme. Includes xVA and documentation

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Finex Learning
12 The Grange
SE1 3GW London

Finex Learning

Finex Learning: Expert-Led In-House Training for the Financial Services Industry At Finex Learning, we specialize in organizing and delivering customized in-house training solutions tailored to the financial services industry. Our comprehensive programs focus on Capital Markets and are designed for...

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