Learners will analyze duration and price volatility, evaluate duration gap and Economic Value of Equity (EVE), and apply derivative-based hedging strategies to manage interest rate risk. By the end of this course, learners will be able to calculate Macaulay and modified duration, interpret reinvestment and price risk, assess balance sheet sensitivity, and implement futures, Forward Rate Agreements (FRAs), and interest rate swaps to stabilize financial performance.

This course equips banking and finance professionals with practical asset-liability management tools used in real-world risk management. Through structured explanations and applied examples, learners gain the ability to connect duration gap theory with portfolio-level hedging decisions and derivative applications. What makes this course unique is its integrated approach: it bridges duration gap analytics with hands-on hedging strategies using Eurodollar futures, FRAs, and swaps—moving beyond theory into actionable financial risk management techniques. Whether managing Economic Value of Equity or stabilizing net interest income, learners develop decision-ready skills applicable in banking, treasury, and financial risk management roles.