This three day programme is designed primarily for banking professionals or those who either consult companies on how to manage their FX and interest rate exposures or are involved in corporate treasury and risk management functions.
First day introduces the risk management tools and concentrates on deriving a consistent methodology for the valuation of these instruments. You will learn about risk management products including FRAs, swaps, futures and options as well as mark-to-market and cash flow approaches.
Day two is exploring different strategies to manage interest rate risks for linear and non-linear derivatives and during the third day you will be taken through strategies to manage currency risks.
This is very hands-on course with many practical exercises and computer-based demonstrations. You will have a chance to learn the latest strategies to manage those two critical types of financial exposure.
Main Topics Covered During This Training
- Understanding the risk management products including FRAs, swaps, futures and options
- Mark-to-market valuation
- Valuing linear instruments
- A primer in option valuation
- Using interest rate derivatives with linear payoffs
- Using non-linear interest rate derivatives
- Managing currency risks with forwards, swaps and options and packaged solutions
- Using exotic option in FX risk management
Who Should Attend
From Investment, Corporate and other financial institutions - Managers and Professionals from the following departments:
- Risk Management
- Interest Rate Analysts, Sales and Traders
- Currency Analysts, Sales and Traders
- Auditors
- Financial Analysts
- Portfolio Managers
- Treasury Managers
Teaching Method
This is a very interactive course with many exercises, classroom discussions and case studies.
You will benefit from comprehensive take away course documentation.
In order to help us establish your individual and business concerns, you will be asked to fill pre-course questionnaire.
Because of the nature of the course the number of places is limited and will be filled on first come, first accepted basis. We advise to book in advance in order to avoid disappointment.
