WBA/ABA Managing Interest Rate Risk
An exploration of interest rate risk measurement techniques such as GAP, earnings sensitivity analysis, Duration GAP, and economic value of equity sensitivity analysis. Risk management policy implementation and how to change overall interest rate sensitivity through balance sheet adjustments or derivative contracts are discussed.
The required textbook for this course is Bank Management, 8th Edition.
IMPORTANT: Be sure to order the required book for this course if you do not have it. We recommend that you FIRST select and add your course session to the shopping cart, then select your preferred format of book from the “Recommended Training” options that appear alongside the shopping cart.
Please note this book is used for all four Bank Management courses: Managing Interest Rate Risk, Analyzing Bank Performance, Managing Funding, Liquidity, and Capital, and Managing the Bank’s Investment Portfolio.