Comprehensive Interest Rate GAP and Duration GAP Analysis
Unlock the secrets of financial stability and risk management with our course on Interest Rate Gap and Duration Analysis
4.50 (1 reviews)
145
students
2.5 hours
content
Oct 2024
last update
$44.99
regular price
What you will learn
Fundamentals of Gap Analysis: Understand the basic concepts and principles behind gap analysis and its importance in assessing interest rate risk.
Gap Methodology: Gain expertise in the Gap Method, enabling them to identify and measure the discrepancies between interest-sensitive assets and liabilities.
Net Interest Income Impact: Analyze how net interest income is influenced by gap positions and learn strategies to optimize this crucial financial metric.
Target Gap Establishment: Learn how to establish target gaps that align with an organization’s financial objectives and risk appetite.
Income Statement Analysis: Assess the impact of interest rate gaps on income statements and overall financial performance.
Introduction to Duration Analysis: Discover the concept of duration as a measure of interest rate sensitivity and its relevance in risk management
Duration and Price Volatility: Explore the relationship between duration and price volatility, understanding how changes in interest rates affect bond prices.
Duration Gap Model: Apply the Duration Gap Model to measure and manage duration gaps in investment portfolios.
Risk Management Techniques: Develop strategies for managing interest rate risk, including the use of forward rate agreements and interest rate swaps.
Hedging Strategies: Learn about Eurodollar features and various hedging techniques to mitigate interest rate risk exposure.
6242377
udemy ID
10/18/2024
course created date
10/22/2024
course indexed date
Bot
course submited by