Bank Loan Products and Interest Rate Derivatives

Comprehensive two day programme covering banking products offered to corporate clients, with a particular focus on those products sold as “packages” with interest rate derivatives structures.


The course builds from first principles, looking at the financing requirements of clients as well as the risks that they face from, inter alia, changes to interest rates.

Delegates are provided with a deep understanding of the principal interest rate derivative types, including interest rate swaps, caps and collars from the perspective of their role in enabling banks’ clients to hedge their risks and critically assesses the suitability of the interest rate derivative products actually sold to banks’ clients using a series of case studies drawn from clients’ experiences.

The key factors influencing equity options, including the sensitivity measures embodied in the “Greeks”, are covered, along with the key relationships amongst these factors and the fundamental importance of volatility.


  • Bank relationship managers
  • Banking product mis-selling analysts
  • Structured lending product managers
  • Banking product analysts
  • Corporate treasurers
  • Interest rate derivative analysts


One day – Risk manager

Learning Objectives

At the end of the course delegates should have a broad understanding of the following subject areas:

  • Principal structures of basic bank loan products
  • Risks faced by banks’ loan product clients pre- and post sale
  • Main interest rate derivative types and their economic purpose
  • Mechanics of interest rate derivatives and how they are valued
  • Net effect of the combination of loan products with interest rate derivatives
  • Critical analytical tools required to assess the suitability of products sold to clients


A basic level of knowledge of banks, fixed income and derivatives would be helpful but is not essential.

Quartic Support

Quartic is here to support you at every stage of your studying. Tutors are available by phone, e-mail or Skype, or in person if you are coming to face-to-face classes. Our Support team can assist with every aspect of administration.

Please contact us on +44 (0) 20 7776 7500 or email us at [email protected] with any questions you may have and we will be happy to help you.

Registration for : Bank Loan Products and Interest Rate Derivatives

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