Interest Rate Futures & Swaps - Pricing, Hedging & xVA Adjustments

Overview

This comprehensive 3-day program is designed to equip participants with the skills to use, price, manage, and evaluate interest rate and cross-currency derivatives. Starting with the fundamentals of money markets and futures, the course progresses through yield curve construction, interest rate and cross-currency swaps, and their real-world applications.

The training emphasizes a hands-on approach, with numerous practical exercises focused on hedging, valuation, and risk management. Additionally, the course covers key topics such as xVA, documentation, and settlement processes.

Participants will gain valuable experience through extensive use of Excel-based tools for valuation and risk management, which they can immediately apply in their professional role