2nd Quarter Interest Rate Risk Management Webinar
Wednesday, June 11, 2025
10:30 a.m. CT
Course Format
Group live program.
Prerequisites
Basic knowledge of finance and banking is recommended.
Knowledge Level
The level of learning for this seminar is intermediate.
Advanced Preparation
None.
CPE Credits
1 hour of Finance CPE Credits will be earned for your participation in this group internet-based webinar.
The Baker Group is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.NASBARegistry.org.
After completing this webinar, you will be able to:
- Identify Key Balance Sheet Trends that Relate to Interest Rate Risk
- Answer Questions About Regulatory Requirements for Interest Rate Risk Reporting
- Recognize the Difference Between Earnings at Risk and Capital at Risk
- Explain the Relationship Between Price Risk and Cash Flow Volatility in Bond Portfolios
- Measure and Assess Relative Value Between and Among Bonds
Refunds/Suggestions
Because this webinar is presented without charge to participants, there are no refund or cancellation policies. We do, however, welcome any constructive suggestions you might have concerning the webinar. Your comments should be directed to Skoshi Heron at 1.888.990.0010.