AFM INTEREST RATES MARATHON | All Concepts + All LDR Questions | Full Revision N26 & M27

Notes & Updates on Telegram Channel: https://t.me/bhavikFRSFM (CA BHAVIK CHOKSHI - Final FR/AFM) Lectures & Books (Reg Batch): https://www.benchmarxacademy.com/prod... Lectures & Books (EO Batch): https://www.benchmarxacademy.com/prod... Follow us on: Telegram: https://t.me/bhavikFRSFM Insta: https://www.instagram.com/chokshibhav... LinkedIn: https://www.linkedin.com/in/bhavik-ch... WhatsApp Channel: https://whatsapp.com/channel/0029VbDl... Watch the complete playlist here for more revision videos: FR:    • FR REVISION LECTURES FOR MAY 26 & ONWARDS   AFM:    • AFM REVISION LECTURES MAY 26 & ONWARDS   Inter:    • INTER REVISION VIDEOS MAY 26 & ONWARDS   00:00:57 Introduction – Interest Rate Risk Management 00:02:50 Participants in the Interest Rate Market and Interest Rate Risk 00:03:51 Interest Rate Futures 00:17:50 Q.3 00:28:36 Forward Rate Agreement (FRA) – Futures and Forwards 00:31:04 FRA Strategy 00:34:17 FRA Terminology 00:36:31 FRA Settlement and Time Value Adjustment 00:42:17 Q.4 00:45:59 Q.20 00:47:56 Q.5 00:56:31 Q.6 01:01:27 Q.7 01:10:39 Q.17 01:18:55 Interest Rate Options – Introduction to Caps and Floors 01:19:27 Interest Rate Caps – Protection Against Rising Rates 01:21:34 Interest Rate Floors – Protection Against Falling Rates 01:24:10 Collar Strategy – Buying a Cap and Selling a Floor 01:27:19 Cap and Floor Premium 01:35:07 Q.8 01:44:15 Q.9 01:51:03 Q.15 01:59:41 Q.21 02:04:26 Q.22 02:10:18 Q.23 02:19:08 Interest Rate Floors – Important Concepts and Applications 02:20:03 Interest Rate Swaps – Fixed vs Floating Interest 02:24:04 Interest Rate Swap Questions – Application and Strategy 02:28:55 Question 19 – Interest Rate Swap 02:35:11 Generic Interest Rate Swap – Settlement and Calculations 02:37:34 Question 18 – Advanced Interest Rate Swap Application 02:40:00 Question 12 – Interest Rate Swap Calculation 02:43:09 Recent Exam Question – Interest Rate Swap 02:47:26 Overnight Index Swap (OIS) – Concept and Reset Frequency 02:48:37 OIS – Daily Interest Reset and Actual/365 Basis 02:52:08 Question 13 – Overnight Index Swap Calculation 02:55:37 Gap Exposure – Positive vs Negative Gap 02:57:48 Earnings at Risk – May 2026 Exam Application 03:00:58 Yield Curve – Normal, Flat, Inverted and Humped 03:02:23 Final Revision Advice and Exam Strategy 03:03:06 Closing Remarks