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Interest Rate Risk Management

Virtual Seminar

Educational

January 18, 2017
1:00 PM - 5:00 PM Eastern Standard Time

$475 | $575
4.5
4.5
4.5
Management Advisory Services
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Although the vast majority of commercial borrowers have enjoyed low and stable of interest rates over recent years, this phase of the economic cycle has come to an end. The Federal Reserve has stated it would raise short-term interest rates for the first time since the financial crisis. With proven risk management tools at the disposal of treasury and finance managers, there’s little justification for a company to be unprepared. This seminar teaches finance professionals the tools available for managing interest rate risks and strategy in order to achieve a variety of interest rate objectives.  

Click here for information on CTP/CCM, FP&A and CPE credit requirements.

Learning Objectives


  • Establish an effective governance structure and policy for interest rate risk

  • Understand the analytical models and their applications

  • Develop risk management and hedging strategies

  • Design effective board and management reports

Pre-Requisites

None
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Speaker

James C. Lam
President, James Lam & Associates

Mr. Lam has 20+ years of experience in risk and business management. He is widely noted as the first ever "chief risk officer" and an early advocate of enterprise risk management. Previously, Mr. Lam served as Partner of Oliver Wyman, Founder and President of ERisk, Chief Risk Officer of Fidelity Investments, and Chief Risk Officer of FGIC Capital Markets Services, Inc., a GE Capital company.

Mr. Lam graduated summa cum laude with a BBA from Baruch College, and holds an MBA with honors from UCLA. He was appointed a senior research fellow at Beijing University in 2004, has lectured at Harvard Business School, and has taught graduate-level courses in risk management and advanced derivatives at Babson College as an adjunct professor of finance.