Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging – Barcelona, 27 Sep – 8 Oct 2027
Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging runs in Barcelona from Monday 27 September to Friday 8 October 2027 (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, Barcelona
- Venue
- Eixample district four-star
- Status
- Open for registration
- Week
- 39 of 2027
- Reference
- 796_20004
This session
27 Sep – 8 Oct 2027
This Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging session in Barcelona runs from Monday 27 September to Friday 8 October 2027 (week 39, Q3 2027). It is the only date in Barcelona in 2027, at a fee of 42,300 SAR. Registration is open for this date. It is held in person at Eixample district four-star.
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_20004. 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 Barcelona start and finish?
It starts on Monday 27 September and finishes on Friday 8 October 2027: 2 Weeks.
How much does Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging in Barcelona 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 Barcelona, at Eixample district four-star.
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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