The objective of this first seminar in a series on interest rate swaps is to update and deepen the fundamental concepts, concepts, and models required to effectively use interest rate swaps in financial risk management practice.
This seminar provides for deepening and / or studying:
- the concept of derivatives and basic parameters of interest rate swaps;
- the ability to decompose a swap on base instruments and synthesize a swap on base instruments;
- the mechanism for the functioning of the interest rate and the taxonomy of interest rates;
- sets of percentage curves, interactions and differences between them;
- methods for constructing percentage curves and tools for quantitative analysis of such curves;
- an algorithm for estimating the cost of a classic interest rate swap and necessary for its adjustment depending on changes in the parameters (structure) of such a swap;
- definition of market risk metrics for the swap.
For more information about the webinar please call us +38 (044) 227 81 73 or e-mail email@example.com