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Understanding Interest Rate MTM’s

December 9 @ 10:00 am PST - 11:00 am PST


This workshop is designed to provide a grounding in the valuation concepts of interest rate derivatives, and the factors which will impact those valuations.

Participants will gain an understanding of the data and models used to value interest rate derivatives, how those valuations are reflected in financial statements, and the impacts of realization of cash flows on those valuations.

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Course Description:

This workshop covers:

• Basics of interest rate swap and cap valuation
• Derivative cash flow generation and discounting
• Impact of passage of time on derivative valuation
• Credit Valuation Adjustment (CVA) calculation methods

Learning Objectives:

After completing this course, participants will have familiarity with valuations concepts as they relate to interest rate derivatives, and an understanding of how market factors and the passage of time influence those valuations.

Delivery Method: Group Internet-Based
Program Level: Intermediate (This course is designed for accounting, reporting, finance, or treasury personnel at any level who need a thorough understanding of how interest rate derivative valuations and cash flows impact the Company’s financial statements.)
Prerequisites: ASC 815 (FAS 133) IR Intro course recommended
Advanced Preparation: None

CPE Credit: 1.0      Program: Accounting
CTP/CCM Credit: Finance, accounting, and ethics-related programs which qualify for CPE credits will also qualify for CTP/CCM recertification credits.

For more information regarding refund, concerns and program cancellation policies, please contact our offices at 408-350-8580.


December 9
10:00 am PST - 11:00 am PST
Event Category: