Course Overview
Explore IRFs, Yield Curves, and Hedging Tools for Interest Rate Exposure Fee: ₹5,000 Duration: 3 Weeks | Fixed-paced Category: Regulatory/Advanced Certification: Marksheet + Certificate Course Overview This course focuses on India’s interest rate derivatives (IRDs) and fixed-income-linked futures. Learn how they are used by banks, traders, and treasuries to manage rate volatility and hedge bond portfolios. Key Topics - What are IRFs (Interest Rate Futures)? - Pricing and valuation: yield, duration, convexity - RBI’s role in rate setting & bond issuance - Hedging G-Sec exposure using IRFs - IRFs vs OIS (Overnight Indexed Swaps) - Use cases for banks, NBFCs, fund houses - Exchange-traded IRDs: settlement, margining Who Should Take This - Treasury team members, F&O traders - Institutional sales or fund accounting staff - Advanced derivatives enthusiasts, bond researchers