November 30, 2011
Webinar
Interest rate swaps are financial tools used by many local government agencies to manage interest rate risk. The swap market at times provides issuers the opportunity to lower their cost of financing versus traditional alternatives in the bond market. Swaps remain an important tool in managing an issuer’s debt service obligations and exposure to interest rate risk. For many swap pricing is often viewed as a “black box.” This webinar is intended to provide an understanding of swap math and includes:
Executive Office
BCA Page URL
Speakers
Although municipal bonds are a mainstay of public finance, understanding their economic value requires specialized knowledge and expertise. The vocabulary, financial concepts and calculations, and market incentives may be unfamiliar, if not entirely new, to public agency officials. This two-part, intermediate level webinar focuses on the mathematical concepts and calculations underlying bond pricing and structure.
Presentation Materials
Day 1 Slides by Session
Speakers
October 3, 2012
Webinar
Speakers
Presents the 11th Annual CDIAC Pre-Conference to
The Bond Buyer’s 22nd Annual California Public Finance Conference:
Exploring the Dimensions of
Municipal Credits
Speakers
October 24, 2012
Webinar
Speakers
November 14, 2012
Webinar