Financial Markets and Derivatives
Financial Markets and Derivatives Training
Finance: Introduction to Interest Rate Swaps (One-Day)
This course is designed for finance professionals in asset management, hedge funds, corporates, or banking who need an understanding of interest rate swaps.
This is a a one-day (6 hours of training) course. The timing is 9.00 am to 5.00 pm.
Alternate timings can be arranged upon request. The course can be held on a date that suits you.
Our Finance: Introduction to Interest Rate Swaps course can be run at our training venue near Liverpool Street (London) or any preferred location in the UK or Europe. The training can also be delivered Online Remotely using online training platforms.
Introduction to Interest Rate Swaps Course Outline
Interest rate swap product mechanics, fixed versus floating flows, notional principal
Floating flows, libor versus alternative risk-free rates (RFRs), overnight index rates
Understanding swap pricing, market-determined rates, PV fixed equals PV floating
Calculating Swap DV01, interpretation and usage for swap market-makers
Calculating interest rate swap mark-to-market and swap unwinds
Using interest rate swaps for hedging, swapping fixed to floating and floating to fixed
Using interest rate swaps for managing fixed income portfolios
One to One
(which includes a tailor-made training programme for the individual where they can mix and match the topics from various levels to get the most cost-effective training
Group for up to 8 learners
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