Asset Liability Management (ALM)

How to manage interest rate risks

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IE Business School would like to invite you to our next Virtual Master Class, focused in our Master Finance Programs. As part of a series of Virtual Master Classes that focus on current financial topics, this session is aimed at giving prospective candidates, who are unable to  visit our Madrid campus, the opportunity to experience a finance class at IE. IE Business School is regarded as one of the world’s leading schools by the most internationally renowned graduate education rankings, including The Financial Times, The Economist, and The Wall Street Journal.


The purpose of this Master Class is to understand how to manage interest rate risk. We will review the following concepts with a practical and realistic case. We will implement all the mathematical procedures using Matlab software as Investment Banks and Insurance Companies do in the     marketplace.

  •  Modified Duration, Macaulay Duration, DVO1, PVO1, Buckets Duration
  •  Convexity
  •  Term structure of interest rates
ANTONIO RIVELA                  
IE Finance Professor
Managing Partner of Netvalue Forensic
 Antonio Rivela
Tuesday, April 23rd 2013, 16.00hrs
(Local Time Madrid)


Professor Antonio Rivela has 16 years of professional experience in corporate finance, DCM and derivates structuring/sales. He has been working for UBS Europe, Middle East & Africa as Head of Fixed Income/Derivates/DCM sales in London. He is also the ex-Managing Director of UBS, Deutsche Bank and Merrill Lynch, London.
Antonio holds a BA in Industrial Engineering and a M.S.c in Management from ICAI (University Pontificia Comillas) as well as a PhD in Finance from     ICADE.


Practical Approach: The syllabus was designed by leading Capital Market Professionals from top financial institutions (93% of our professors are practitioners). It was created to reflect the actual needs of financial recruiters and is continuously updated to incorporate the latest trends in finance.Strong focus on the top fields of Finance & Career Path Orientation: The Masters in Finance programs will cover key financial areas that aim to replicate the same areas and functions in capital markets and investment banking. We offer a unique curriculum tailoring the elective period to students’ preferred career paths.Innovative Teaching Methodologies: While almost all IE classes rely on the case method to drive the learning experience, professors also employ other techniques such as the IE Investment Game, a real-time simulation using the leading Bloomberg platform Zoologic, and MatLab, a financial modeling and analysis software.We look forward to welcoming you to this event. Please contact for further information.Warm regards,
Masters in Finance Admissions Team


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