Structuring an Interest Rate Swap for a UK Infrastructure Fund
Overview
What this challenge is about.
Structure a SONIA swap for a UK infrastructure fund, calculate cash flows and CVA, then apply IFRS 9 hedge accounting. End with a verifiable certificate.
The scenario
InfraBridge manages £1B in infrastructure assets. The toll road project has 10-year concessions with stable, inflation-linked cash flows.
The Brief
What you'll do, and what you'll demonstrate.
Structure an interest rate swap to hedge the floating-rate debt of a 10-year infrastructure project, ensuring alignment with project cash flows and accounting standards.
Earning criteria — what you'll demonstrate
- Price an interest rate swap using the SONIA swap curve
- Analyze the impact of interest rate swaps on a company's risk and financial statements
- Evaluate credit valuation adjustment (CVA) for swap counterparty risk
- Apply hedge accounting rules to qualify for IFRS 9 treatment
Program Fit
Where this fits in your program.
Sharpens the same skills your degree expects you to demonstrate.
Aligned coursework coming soon.
Skills
Skills you'll demonstrate.
Each one shows up on your verified credential.
- Interest Rate Swaps
Apply interest rate swaps to solve real industry problems and demonstrate production-level capability.
- Derivatives Pricing
Apply derivatives pricing to solve real industry problems and demonstrate production-level capability.
- Credit Risk
Apply credit risk to solve real industry problems and demonstrate production-level capability.
- Hedge Accounting
Apply hedge accounting to solve real industry problems and demonstrate production-level capability.
Careers
Career paths this challenge builds toward
Completing this challenge demonstrates skills that transfer directly to these roles: