All Course Topics

A detailed look at how interest rate swaps are structured, including the roles of the fixed-rate payer, floating-rate payer, and the notional principal.

Understanding the methods used to price interest rate swaps, including the present value of cash flows and the impact of market conditions.

Exploration of how interest rate swaps are used to manage risk related to fluctuations in interest rates and how they can be incorporated into broader hedging strategies.

Insights into who uses interest rate swaps, such as corporations, financial institutions, and speculators, and the various purposes these entities may have for using swaps.

An examination of the regulatory framework governing interest rate swaps, as well as the accounting standards that apply to their reporting and disclosure.

Establishes the organizations culture and attitudes towards internal controls, influencing overall control consciousness.

Involves identifying, analyzing, and managing risks that could affect the organizations ability to achieve its objectives.

Encompasses the policies and procedures that ensure management directives are executed effectively to mitigate risks.

Centers on the systems and processes used to capture and communicate vital information within an organization for decision-making.

Involves regular evaluations and audits of internal controls to ensure they are functioning as intended and are updated as necessary.

An exploration of how currencies are traded and the factors that influence exchange rates.

A study of the roles and functions of global institutions like the IMF and the World Bank in stabilizing and developing international monetary cooperation.