The five days’ workshop detailed course about the concepts of yield curve analysis, different analytical techniques like duration, convexity and basis point value, which form the basis for understanding the overall risk measurement framework are the elements of this course group. The practitioner is introduced to the Value-at-Risk (VAR) methodology to measure.
By the end of this course you will be able to:
- Explain the concept of yield curve analysis and different analytical techniques like duration, convexity, and basis point value
- Understand the concept of Value-at-Risk (VAR) and demonstrate its calculation methods
- Learn the computation techniques associated with VAR calculation
- Calculate the various yield measures such as current yield & yield-to-maturity
- Calculate the price of option-free bonds and price/volatility characteristics of bonds with embedded options
Is it right for me?
The course is Suitable for:
- Financial institutions (Banks & Exchange houses)
- Treasury Managers
- Middle and high-level management (Statistics and economist)
- Auditors & Accountants
- Compliance officers
*ASTC reserves the right to alter venue, dates, content & trainer.