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

Description

Overview

Interest Rate Derivatives are an essential part of the financial marketplace. This 3 Days programme will equip you to use, price, manage and evaluate interest rate and cross-currency derivatives.
The course starts with the building blocks of money markets and futures, through yield curve building to interest-rate and cross-currency swaps, and applications. The approach is hands-on and learning is enhanced through many practical exercises covering hedging, valuation, and risk management. This course also includes sections on XVA, documentation and settlement.
The programme includes extensive practical exercises using Excel spreadsheets for valuation and risk-management, which participants can take away for immediate implementation.
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

Who the course is for

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