Finance, Accounting & Budgeting

Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging – London, 14–25 Jun 2027

Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging runs in London from Monday 14 June to Friday 25 June 2027 (2 Weeks). The fee is 41,400 SAR per participant. The same programme is also scheduled in 7 other cities.

Dates: Monday 14 Jun – Friday 25 Jun 2027
Length: 2 Weeks
Fee per participant: 41,400 SAR
Format: In person, London
Venue: Central London four-star
Status: Open for registration
Week: 24 of 2027
Reference: 796_20000

This session

14–25 Jun 2027

This Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging session in London runs from Monday 14 June to Friday 25 June 2027 (week 24, Q2 2027). It is the 2nd of 2 dates in London in 2027, at a fee of 41,400 SAR, the same for each of them. Registration is open for this date. It is held in person at Central London four-star.

When else does it run in London?

1 – 12 March 2027 41,400 SAR
14 – 25 June 2027 This date 41,400 SAR

How do I book this date?

Reference for this date: 796_20000. Quote it when you contact us.

Before you book, read our cancellation policy.

Let’s talk about your next step.

Questions about this date

When does Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging in London start and finish?

It starts on Monday 14 June and finishes on Friday 25 June 2027: 2 Weeks.

How much does Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging in London cost?

The fee for this date is 41,400 SAR per participant. Please read our cancellation policy before you book.

Is this date held in person or online?

It is held in person in London, at Central London four-star.

Where else does Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging run?

It is also scheduled in 7 other cities: Amsterdam, Barcelona, Dammam, Dubai, Jeddah, Paris and Riyadh.

What does this programme cover?

Interest rate swaps and related derivatives protect borrowers, lenders and investors from rate moves, yet many organisations sign swaps, caps and collars without checking the curve behind the price, the DV01 they carry, the collateral terms they accept or the accounting result they will report. This Core Concept course takes treasury, trading, risk, ALM and corporate finance staff from money market conventions, FRAs and futures through curve bootstrapping, swap valuation and option pricing to ISDA documentation, clearing, XVA and IFRS 9 hedge accounting. Participants build a Hedge Strategy and Valuation Pack for a case borrower.

The programme outline covers:

Introduction
Course Objectives
Target Audience
Course Outline
Day 1: Money Market Instruments, Rate Conventions and Short-Dated Rate Contracts
Day 2: Curve Construction, Bootstrapping and Multi-Curve Discounting
Day 3: Vanilla Interest Rate Swap Mechanics, Pricing and Mark-to-Market
Day 4: Swap Risk Measures, Basis Swaps and Overnight Index Swaps
Day 5: Benchmark Reform, Cross-Currency Swaps and Week-One Valuation Case
Day 6: Caps, Floors, Collars and Swaptions
Day 7: ISDA Documentation, Collateral, Clearing and Counterparty Exposure
Day 8: Hedge Strategy Design for Corporate Borrowers and Bank Balance Sheets
Day 9: IFRS 9 Hedge Accounting and Hedge Programme Measurement
Day 10: Capstone: Hedge Strategy and Valuation Pack for a Case Borrower
Skills You Will Gain
Why Attend This Course
Conclusion