INTEREST RATE RISK (NON-FINANCIAL COMPANIES)
“Managing Interest Rate Volatility to Protect Profit Margins and Financial Stability”
Course Schedule
| Date | Venue | Fees (Face-to-Face) |
|---|---|---|
| 04 – 05 Mar 2025 | Doha, Qatar | USD 1995 per delegate |
| 13 – 14 May 2025 | Doha, Qatar | USD 1995 per delegate |
Course Introduction
Interest rate risk is not just a concern for banks and financial institutions—non-financial companies with debt, leasing, and financing exposure are equally affected by rate fluctuations. Volatile interest rates can significantly impact a company’s cost of capital, cash flows, profitability, and investment decisions.
This intensive 2-day course provides corporate finance and treasury professionals with practical tools and strategies to measure, manage, and mitigate interest rate risk. Participants will explore how rate changes affect borrowing costs, financial forecasts, and hedging decisions, and learn how to develop risk management frameworks aligned with business strategy.
Course Objectives
By the end of this course, participants will be able to:
• Identify how interest rate movements impact financial performance and capital structure
• Quantify interest rate exposure using sensitivity and scenario analysis
• Evaluate the benefits and costs of fixed vs floating rate financing
• Understand and apply hedging instruments such as swaps and options
• Integrate interest rate risk into treasury and financial planning functions
Key Benefits of Attending
• Protect your company’s earnings and cash flows from interest rate volatility
• Develop internal models for measuring and forecasting rate risk
• Strengthen negotiations on loan terms and interest-related contracts
• Learn how to apply derivatives for corporate hedging
• Align interest rate decisions with financial strategy and risk appetite
Intended Audience
This program is designed for:
• Corporate finance and treasury professionals
• CFOs and financial controllers
• Treasury analysts and risk officers
• Budgeting and financial planning teams
• Professionals involved in funding, debt management, or capital investment
Individual Benefits
Key competencies that will be developed include:
• Interest rate sensitivity analysis and exposure mapping
• Loan structuring and rate benchmarking
• Hedging strategy selection (e.g., swaps, caps, collars)
• Risk-adjusted performance analysis
• Application of interest rate scenarios in financial modeling
Organization Benefits
Upon completing the training course, participants will demonstrate:
• Better control over interest costs and financial planning accuracy
• Enhanced treasury strategy aligned with risk management principles
• Increased resilience to interest rate volatility
• Stronger credit negotiations and lender communication
• Optimized use of fixed/floating debt instruments and derivatives
Instructional Methdology
The course follows a blended learning approach combining theory with practice:
• Strategy Briefings – Key concepts of interest rate risk and market dynamics
• Case Studies – Real-life interest risk impacts on corporate financials
• Workshops – Exposure analysis, loan evaluation, and hedge simulations
• Peer Exchange – Risk-sharing frameworks across industries
• Tools – Excel models for sensitivity testing, hedge evaluation, and rate forecasting
Course Outline
Detailed 2-Day Course Outline
Training Hours: 07:30 AM – 3:30 PM
Daily Format: 3–4 Learning Modules | Coffee breaks: 09:30 & 11:15 | Lunch Buffet: 01:00 – 02:00
Day 1: Understanding and Measuring Interest Rate Risk
Module 1: Interest Rate Fundamentals and Corporate Impact (07:30 – 09:30)
• Market drivers, benchmarks (SOFR, LIBOR transition), and rate structures
Module 2: Rate Exposure in Corporate Balance Sheets (09:45 – 11:15)
• Identifying fixed vs floating exposures in liabilities and assets
Module 3: Forecasting and Sensitivity Analysis (11:30 – 01:00)
• Scenario planning, shock analysis, and rate simulations
Module 4: Workshop – Build a Company Interest Rate Risk Model (02:00 – 03:30)
Day 2: Hedging Strategies and Financial Planning Integration
Module 1: Hedging Instruments for Non-Financial Firms (07:30 – 09:30)
• Interest rate swaps, options, caps, collars – mechanics and use cases
Module 2: Strategy Design and Hedge Effectiveness (09:45 – 11:15)
• Choosing the right hedge, hedge ratios, IFRS 9 implications
Module 3: Rate Risk in Capital Planning and Investment Decisions (11:30 – 01:00)
• Cost of capital, WACC, lease vs buy, and loan structuring
Module 4: Certification and Wrap-Up (02:00 – 03:30)
• Final Q&A, action planning, and certificate distribution
Certification
Participants will receive a Certificate of Completion in Interest Rate Risk (Non-Financial Companies), validating their expertise in identifying, measuring, and managing interest rate exposure within corporate finance and treasury functions.