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Interest Rate Swaps Structure, Pricing & Risk Management

Last updated 8/2022MP4 | Video: h264, 1280x720 | Audio: AAC, 44.1 KHzLanguage: English | Size: 4.95 GB | Duration: 3h 30m


 

Interest Rate Swaps | Risk Management | Hedging | OTC Clearinghouses | Swap Valuation | Floating Interest Rates

What you'll learn

Describe the details of interest rate swaps and how they are priced

Use IRS to implement effective risk management strats 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.

Detee 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.

Requirements

A financial calculator is recommended for this course

Knowledge of the English language

Description

Dive into the world of interest rate swaps (IRS) with this comprehensive online course. You'll start by learning the basics of swaps, including the structure of fixed and floating interest rate swaps. From there, you'll explore a variety of different swap structures and how to price and value them. Finally, you'll discover how to use interest rate swaps for risk management and speculation. This course features 20 lectures over 5 sections, including a look at OTC clearinghouses and how to effectively manage floating rate liabilities with swaps. Whether you're new to interest rate swaps or want to expand your knowledge, this course has something for you.The 20 lectures in this course are divided into 5 sections: Introduction to Interest Rate SwapsRisk Management of Floating Rate LiabilitiesOTC ClearinghousesSwap Pricing and ValuationRisk Management with Interest Rate SwapsWe attempt to build from foundational knowledge up to more detailed awareness of how IRS are used in the real world. The goal of this program is not to make you an IRS trader or structurer calling on clients, or another front/middle/back-office professional, but to provide foundational knowledge so that you work toward a practical understanding of how IRS work.More about this course and StarweaverThis course is led by a seasoned capital markets industry practitioner and executive with many years of hands-on, in-the-trenches financial markets sales, trading, and analysis work. It has been designed, produced, and delivered by Starweaver. Starweaver is one of the most highly regarded, well-established training providers in the world, providing training courses to many of the leading financial institutions and technology companies, including:Ahli United Bank; Mashreqbank; American Express; ANZ Bank; ATT; Banco Votorantim; Bank of America; Bank of America Global Markets; Bank of America Private Bank; Barclay Bank; BMO Financial Group; BMO Financial Services; BNP Paribas; Boeing; a; Citibank; Cognizant; Commerzbank; Credit Lyonnais/Calyon; Electrosonic; Farm Credit Administration; Fifth Third Bank; GENPACT; GEP Software; GLG Group; Hartford; HCL; HCL; Helaba; HSBC; HSBC Corporate Bank; HSBC India; HSBC Private Bank; Legal & General; National Australia Bank; Nomura Securities; PNC Financial Services Group; Quintiles; RAK Bank; Regions Bank; Royal Bank of Canada; Royal Bank of Scotland; Santander Corporate Bank; Tata Consultancy Services; Union Bank; ValueMomentum; Wells Fargo; Wells Fargo India Solutions; Westpac Corporate Bank; Wipro; and, many others.Starweaver has and continues to deliver 1000s of live in-person and online education for organizational training programs for new hires and induction and mid-career and senior-level immersion and leadership courses.If you are looking for live streaming education or want to understand what courses might be best for you in technology or business, just google:starweaver journey builder starweaver[dot]comHappy learning.

Overview

Section 1: Introduction to Interest Rate Swaps

Lecture 1 Welcome!

Lecture 2 Introduction of Swaps

Lecture 3 Interest Rate Swap Basics

Lecture 4 Interest Rate Swap Contract Features

Section 2: Risk Management of Floating Rate Liabilities

Lecture 5 Fixed to Floating Interest Rate Swaps

Lecture 6 Periodic Settlement Payments on Interest Rate Swaps

Lecture 7 Hedging Cash Flow Uncertainty with Interest Rate Swaps

Lecture 8 Net Interest Cost of a Synthetic Fixed Coupon Bond

Section 3: OTC Clearinghouses

Lecture 9 OTC Clearinghouses

Lecture 10 Cleared Swaps Versus OTC Swaps Ex-Clearinghouse

Lecture 11 Functioning of OTC Clearinghouses

Section 4: Swap Pricing and Valuation

Lecture 12 Teating a Swap Before Maturity

Lecture 13 Interest Rate Swap Pricing

Lecture 14 Pricing Fixed for Floating Interest Rate Swaps

Lecture 15 Valuing Swaps, Hedging Cash Flow Uncertainty

Section 5: Risk Management with Interest Rate Swaps

Lecture 16 Managing the Cash Flow Risk of Fixed and Floating Rate Assets

Lecture 17 Basis Swaps (Fixed Versus Floating Swaps)

Lecture 18 Capital Market Equivalents for the Fixed and Floating Rate Payers

Lecture 19 Value Hedging, Asset Swaps

Lecture 20 Variations in the Structure of Interest Rate Swaps

Lecture 21 Structuring and Pricing Basis Swaps

Section 6: Closing Remarks

Lecture 22 Take-aways

Relationship managers (0-5 years) in commercial, corporate and investment banking.,Analysts and associates in commercial, corporate and investment banking.

HomePage:

https://www.udemy.com/course/interest-rate-swaps/

 

 

 


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