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Resources On-Demand Webinar: Understanding Interest Rate MTMs

On-Demand Webinar: Understanding Interest Rate MTMs

Ruth Hardie provides a grounding in the valuation concepts of interest rate derivatives and the factors that impact those valuations in this helpful webinar. This video helps you 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. Ruth begins with the basics of interest rate swap and cap valuation, then delves into derivative cash flow generation and discounting. This webinar also outlines the impact of passage of time on derivative valuation and details Credit Valuation Adjustment calculation methods.

Ruth Hardie

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