Treasury Risk Management Course

 Location: London (Central)

 Dates: 05.03.2012 - 06.03.2012  Duration: 2 Days  Price: 1,995.00 GBP

Sound treasury risk management requires a thorough understanding of the key financial markets and instruments used to effectively manage risk, capital flows and debt financing. In the light of the current financial challenges facing the global finance industry, a strong working knowledge of risk management practices, treasury functions, financing and investment strategies is paramount to the success of any corporate entity. This course is of extreme relevance to those actively involved in the treasury risk department, treasury sales, corporate finance, risk management, executive finance, accountancy and audit.

What You Will Learn

The objective of this two-day comprehensive practical based workshop is to cover the fundamental aspects of treasury risk management and the variety of key financial instruments available. Delegates are assumed to have a working knowledge of banking and finance as well as some basic financial mathematics along with the ability to use spreadsheets for applied problem solving. The course will be intensive and thorough building on the basics through to some advanced modelling and risk management techniques. Hence, it should be useful for the junior newcomer to the financial markets as well as those actively managing and utitlising treasury products. The teaching methods will include lectures, exercise classes, group discussions, and workshop sessions.

Course Overview

Participants will benefit from a thorough understanding of how the individual markets and key financial products work as well as understanding the rationale and risk management strategies that treasury managers employ on a day-to-day basis. In particular, participants will gain knowledge of the instruments used from the money, capital and derivatives as well as further support their progress with computer based workshop classes and simulations.

Is This Course Right For You?

The course will be intensive and thorough building on the basics through to some advanced modelling and risk management techniques. Hence, it should be useful for the junior newcomer to the financial markets as well as those actively managing and utitlising treasury products.

This course is of extreme relevance to those actively involved in the treasury risk department, treasury sales, corporate finance, risk management, executive finance, accountancy and audit.


Course categories:Asset Management Courses, Derivatives Courses, FX & Money Markets, Hedge Funds Courses, Operations Settlements Clearing Courses, Prime Brokerage Courses, Risk Management Courses, Securities Services/ Securities Finance, Treasury Courses, Back Office Inhouse Courses , Corporate Banking Inhouse, Derivatives Inhouse, FX & Money Markets Inhouse, Hedge Funds Inhouse, Operations settlements Clearing Inhouse, Securities Services/ Securities Finance Inhouse, Treasury Inhouse

COVERED TOPICS


INTRODUCTION

What is the treasury function?
The treasurers role
Types of risk to manage

CASH AND MONEY MARKETS

The forward market
Forward transactions
The mechanics of Forward Rate Agreement (FRAs)
Hedging and trading with FRAs
Short Term Interest Rate (STIR) futures
FRAs and futures

Workshop: Analysing the use of FRAs and futures in Risk Management

INTEREST RATE RISK MANAGEMENT

What is GAP analysis?
Types of GAP analysis
Advantages versus disadvantages
Duration, Present Value of a Basis Point (PV01s) and Dollar Value of a Basis Point (DV01s)
Modified and Macaulay duration
Convexity adjustment
Hedging with duration and convexity

Workshop: Managing Interest Rate Risk with Gap Analysis

SWAPS

The swaps market
Different swap contracts:

o Interest rate
o Currency
o Basis
o Forward

Actual/Actual (Act/act), Actual/360 (act/360) and 30/360
Discount factors
Constructing yield curves
Valuing cash flow legs
Net Present Value

Workshop: Pricing and Managing a Swaps Contract

THE FOREIGN EXCHANGE PRODUCTS

The FOREX market
Quoting conventions
Spot & forward transactions
Factors affecting currency markets
Cross rates and cross trading
Currency arbitrage

Workshop: Modelling and Managing FX Instruments

FUNDAMENTALS OF DERIVATIVES MARKETS

Overview of derivatives:

o What are derivatives?
o Risks involved
o Gearing and leverage
o Market liquidity

Payoff and Profit & Loss (P&L) profiles
Black and Scholes model
Put-call parity
The Greeks and hedging with options
Interest rate caps, floors and collars
European swaptions

Workshop: Valuing Options and their Risk Management

REGISTRATION & PRICING INFORMATION

For more information or to be contacted by the event provider please fill this form:

The registration is closed


Price: 1,995.00 GBP
Location: London (Central)
Event date: 05.03.2012 - 06.03.2012
Event duration: 2 Days
Event time: 09.00 h - 17.00 h

ADDITIONAL DATES

Event Date Duration Venue Price Credits Signup
Treasury Risk Management Course 05.10.2011 8h00 London (Central) Country: gb 1,995.00
Treasury Risk Management Course 05.03.2012 2 Days London (Central) Country: gb 1,995.00

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