Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging – Paris, 23 Nov – 4 Dec 2026
Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging runs in Paris from Monday 23 November to Friday 4 December 2026 (2 Weeks). The fee is 42,300 SAR per participant. The same programme is also scheduled in 7 other cities.
- Dates
- Length
- 2 Weeks
- Fee per participant
- 42,300 SAR
- Format
- In person, Paris
- Venue
- Right Bank business hotel
- Status
- Open for registration
- Week
- 48 of 2026
- Reference
- 796_20002
This session
23 Nov – 4 Dec 2026
This Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging session in Paris runs from Monday 23 November to Friday 4 December 2026 (week 48, Q4 2026). It is the only date in Paris in 2026, at a fee of 42,300 SAR, the same for each of them. Registration is open for this date. It is held in person at Right Bank business hotel.
When else does it run in Paris?
- 23 November – 4 December 2026 This date 42,300 SAR
- 22 March – 2 April 2027 42,300 SAR
How do I book this date?
Register online to request your place, or send us a question about this date first.
Reference for this date: 796_20002. 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 Paris start and finish?
It starts on Monday 23 November and finishes on Friday 4 December 2026: 2 Weeks.
How much does Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging in Paris cost?
The fee for this date is 42,300 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 Paris, at Right Bank business hotel.
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
Where else does this programme run?
Also scheduled in 7 other cities.
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