Analyze & Apply Duration Gap Risk Strategies Course
by Coursera
Learn to analyze duration gap and apply hedging strategies using derivatives. Master EVE, interest rate risk, and financial stability in banking with
Why this course
- Covers essential concepts like Macaulay and modified duration in practical context
- Teaches real-world hedging strategies using futures, FRAs, and interest rate swaps
- Focuses on Economic Value of Equity (EVE), a critical metric for financial institutions
- Provides structured learning path for managing interest rate risk in banking
