Money Markets - Part 2

Money Markets - Part 2

Retired

概要

This tutorial introduces official interest rates and their influence on financial markets and the economy as a whole. The tutorial outlines the use of simple, zero-coupon, interest rates and their application to accrual products in the money markets. It also examines market rates and the currency day count conventions used in money market calculations. Finally, the tutorial shows how reference rates such as LIBOR and Euribor are calculated in today’s money markets, and how overnight indices have developed as a benchmark replacement for LIBOR and Euribor

Prerequisite Knowledge
Interbank Market

宗旨

On completion of this tutorial, you will be able to:
- Recognize the influence of official central bank rates on money market rates of various maturities
- Calculate interest on various money market products
- Identify market benchmark rates such as LIBOR and Euribor, and the growing significance of overnight indices as market benchmarks

內容

Topic 1: Market Rates & Maturities
Topic 2: Interest Rate Calculations
Topic 3: Reference Rates & Indices

詳情

活動編號
TEPFD17002101
地點
網上平台
語言
英文
級別
Intermediate
課程時數
SFC:1.00, PWMA:1.00
費用
機構會員員工: HK$290
非會員: HK$410
所有會員: HK$290