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 incluidng Fras, swaps, futures and options as well as mark-to-market and cash flow apporaches. 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
For more information including programme go to:
http://www.eurekafinancial.com/courses/market_risk_management.html
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
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