Managing Interest Rate
Risk in the New Normal
Basel III capital rules, pending implementation of the Dodd-Frank Act, and continued aggressive
activity by the Federal Reserve have made navigating the interest rate landscape an ever-challenging
process for corporate treasurers. Learn how these new rules affect market operations and what
methods can be employed to identify opportunities and successfully execute your debt issuance
hedging programs in these challenging conditions.
What you will learn:
Understand the implications of new capital requirements and the Dodd-Frank Act
Monitor market conditions and analyze relative value opportunities
Compare the pros and cons of various pre-hedging strategies, from Treasury locks to swaptions
Quantify credit valuation adjustments objectively
Risk manage, stress test, and mark-to-market a portfolio of hedges
Fixed Income Application Specialist
Mr. Lecompte has been a Fixed Income Application Specialist at Bloomberg since 2010. In this role he is responsible for guiding product development, managing key industry relationships, and training clients on market best practices. Prior to joining Bloomberg, he was a Managing Director at RBC for eight years where he managed the derivatives trading desk. Prior to that, he was a Managing Director at Raymond James for four years and a bond arbitrage portfolio manager at Koch Industries for five years.