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Elena Bajic
2006
7 Months into the Drumpf Administration, and nearly 10 years from the peak of the financial crisis, institutions remain exposed to US interest rates risk. In this session, Antonio Rivela, Adjunct Professor of Finance at IE University, will provide analysis on the duration, risk and the sensitivity impact of interest rate changes on investment portfolios.
This master class focuses on Asset and Liability Management (ALM) methodologies in order to identify financial institutions exposed to US interest rates risk. This session will provide analysis on the duration risk and the sensitivity impact of interest rate changes on portfolios.
In addition, Antonio Rivela, Adjunct Professor of Finance at IE University will review term structure and the impact of volatility on key rates, which measures duration at a specific maturity point on the yield curve to improve our ALM.
Antonio Rivela is CEO and founder of Netvalue Forensic SLP (www.netvalueforensic.com), a firm that focuses on litigation/arbitration disputes from a financial perspective. He has worked as an investment banker and financial consultant since 1996: mostly derivatives, fixed income, debt capital markets and corporate finance in the following positions: Managing Director at UBS. European Co-Head of Fixed Income/DCM and Derivatives Sales, Director at Deutsche Bank. Responsible for derivatives structuring. Spain and Portugal, Analyst at Merrill Lynch. Mergers and Acquisitions, Analyst at Banco Santander. Derivatives valuation models.
