{"id":3749,"date":"2026-05-01T20:49:16","date_gmt":"2026-05-01T20:49:16","guid":{"rendered":"https:\/\/plusdynamique.net\/elearning\/swaps-sensitivities-and-risk-management\/"},"modified":"2026-07-15T15:20:44","modified_gmt":"2026-07-15T15:20:44","slug":"swaps-sensitivities-and-risk-management","status":"publish","type":"elearning","link":"https:\/\/plusdynamique.net\/it\/elearning\/swaps-sensitivities-and-risk-management\/","title":{"rendered":"Swaps: Sensitivities and Risk Management"},"content":{"rendered":"<p>The fixed and floating side of an interest rate swap have separate sensitivities to movements in interest rates. This tutorial looks at key sensitivity measures such as dollar duration and Dollar Value per 01 (DV01) and also looks at the sensitivities of index and discounting curves to rate movements.<\/p>","protected":false},"excerpt":{"rendered":"<p>The fixed and floating side of an interest rate swap have separate sensitivities to movements in interest rates. This tutorial looks at key sensitivity measures such as dollar duration and Dollar Value per 01 (DV01) and also looks at the sensitivities of index and discounting curves to rate movements.<\/p>","protected":false},"featured_media":0,"template":"","categories":[20],"class_list":["post-3749","elearning","type-elearning","status-publish","hentry","category-business-skills"],"acf":[],"_links":{"self":[{"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/elearning\/3749","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/elearning"}],"about":[{"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/types\/elearning"}],"version-history":[{"count":1,"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/elearning\/3749\/revisions"}],"predecessor-version":[{"id":8938,"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/elearning\/3749\/revisions\/8938"}],"wp:attachment":[{"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/media?parent=3749"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/plusdynamique.net\/it\/wp-json\/wp\/v2\/categories?post=3749"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}