About This Course

Derivatives have become one of the fastest growing instruments for interest rate risk management and provide avenue to mitigate adverse ability to meet the guaranteed benefits to policyholders and protect shareholder’s margin.This course provides a comprehensive and practical understanding of the derivative instruments, their pricing mechanism, contract specifications, hedging strategies, valuation methodology, impact on solvency, hedge accounting and regulations for the derivative market. Additionally, you will understand how the derivatives have evolved over the last few years.