- Identify the main sources of interest rate risk in a bank’s balance sheet.
- Examine the process and purpose of Funds Transfer Pricing in banks.
- Understand and learn how to measure directional and curve risk, basis risk, and mortgage prepayment optionality risk (Excel).
- Understand and learn how to model core deposit optionality risk (Excel).
- Examine regulatory requirements for IRRBB.
- Simulate IRRBB measurement for a hypothetical bank balance sheet (Excel).
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- Earn verifiable Continuing Education and Professional Development credits with Optimal MRM’s e-Learning program.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.