*This F9 (FM) Summary Notes is Valid Up to 31 August 2025.
Chapter Focus Points: Interest Rate Risk, Gap Exposure, Negative Gap, Positive Gap, Structure of Interest Rates, Yield Curve, Normal Yield Curve, Inverted Yield Curve, Flat Yield Curve, Liquidity Preference Theory, Expectations Theory, Market Segmentation Theory, Forward Rate Agreement (FRA), Interest Rate Guarantees (IRGs), Interest Rate Cap, Interest Rate Floor, Interest Rate Collar, Swaps, Interest Rate Swaps, Currency Swaps, Cash Flow Matching, Asset and Liability Management (ALM).
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