ABA Manage Interest Rate Risk

Date:

Apr 7, 2025

Location:
Online Course

This 8-week course provides participants with the tools to measure and manage their bank's interest rate risk.

Audience: Managing Interest Rate Risk is a rigorous course designed for individuals involved in asset liability management or line managers making pricing, investment, or funding decisions that impact interest rate risk.

Topics

After successfully completing this program, you will be able to:

  • Understand the mechanics of valuing cash flows including duration and price sensitivity
  • Identify the determinants of the overall level of interest rates
  • Use static GAP analysis and duration gap to measure interest rate risk
  • Asses the impact on interest rate risk of various pricing, investment, and funding decisions
  • Use a range of derivatives to manage interest rate risk including futures, forwards, interest rate swaps, caps, floors, and collars
  • Apply all of these concepts to the management of interest rate risk in your own institution
Additional Information

Textbook: Bank Management, 8th Edition, by Timothy W. Koch and S. Scott MacDonald, 2014, Thomson Learning
Prerequisites: Participants should be familiar with the characteristics of financial instruments that appear on bank balance sheets. 
Required Software: Microsoft Excel, Adobe Acrobat Reader 
Course Credits: ABA Certifications: 30.0 CERP

Fees

Member Price: $1094 w/textbook, $795 w/o textbook **
Nonmember Price: $1249 w/textbook, $995 w/o textbook **

** If you already have a copy of the textbook, be sure to register using the "without textbook" option.

location

ABA Online course

Association Contact

Questions? Contact Susan Clark at the IBA at 317/387-9380.

Cancellation Policy

There is a full refund for any cancellations or transfers made before the start of the class and upon the return of the textbook to ABA. Refunds will be made (less $100 cancellation fee) if received within 10 business days from the start of course and the return of the textbook if applicable. Please include your packing slip or order number with the return of your textbook. You may request a transfer only once with a fee of $100. There are no refunds for cancellations received more than 10 business days after the start of the class.