The Interest Rate Environment & the Term Structure

 

Audience: Junior- to mid-level asset managers, Wealth advisors/financial planners, Family offices, Corporate finance associates, and Wealth advisory firm clients (retail investors)
Duration: 2-4 hours, depending on desired content and level of detail
Location: Miami Business School, University of Miami

Overview

Interest rates in the economy are fundamental to financing, banking, valuation, and investing. Moreover, observed differences between short- and long-term Treasury rates (the “term structure”) provide a powerful macroeconomic forecasting tool. This seminar explores the myriad of interest rates in the economy, demonstrates the importance of the interest rate environment in security prices and business valuation, details the methods and importance of interest rate forecasting, and investigates how the shape of the Treasury yield curve forecasts the future economic climate.

Faculty


Timothy R. Burch

Timothy R. Burch is Associate Professor of Finance at the Miami Business School and Academic Director of the full-time Master of Science in Finance (MSF) program. His research on mergers and acquisitions, investor behavior in crisis periods, and equity financing is published in leading academic journals, and his current research focuses on mutual funds and asset bubbles. Professor Burch’s industry experience includes full-time work as an actual analyst at a global pension consulting firm, serving as a board member of a mutual fund family, and providing a wide variety of financial consulting services.
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