Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging – Jeddah, 14–25 Feb 2027
Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging runs in Jeddah from Sunday 14 February to Thursday 25 February 2027 (2 Weeks). The fee is 35,100 SAR per participant. The same programme is also scheduled in 7 other cities.
- Dates
- Length
- 2 Weeks
- Fee per participant
- 35,100 SAR
- Format
- In person, Jeddah
- Venue
- Corniche four-star
- Status
- Open for registration
- Week
- 6 of 2027
- Reference
- 796_20007
This session
14–25 Feb 2027
This Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging session in Jeddah runs from Sunday 14 February to Thursday 25 February 2027 (week 6, Q1 2027). It is the only date in Jeddah in 2027, at a fee of 35,100 SAR. Registration is open for this date. It is held in person at Corniche 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_20007. 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 Jeddah start and finish?
It starts on Sunday 14 February and finishes on Thursday 25 February 2027: 2 Weeks.
How much does Interest Rate Swaps and Derivatives: Curve Building, Valuation and Hedging in Jeddah cost?
The fee for this date is 35,100 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 Jeddah, at Corniche 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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