Treasury Risk Management

Agenda Summary ï Treasury Management Today ï Liquidity Risk Management ï Credit Risk Management ï Operational Risk Management ï Funds Transfer Pricing ï Accounting for Derivatives Hedges ï Treasury Risk Management ï Managing Currency Risk ï Managing Interest Rate Risk ï Forwards, Forward/Forwards & Futures ï Managing Interest Rate Risk ï Getting to Grips with Risk Management ï Mastering the Practicalities of Spot Foreign Exchange ï Covered Interest Arbitrage ï Practical Treasury Management ï Currency and Interest Rate Swaps ï The Regulatory Environment Case Studies and Exercises ï Centralised and decentralised treasury management ï Novartis and BNPP ï Credit risk management ï The role of disclosure in operational risk management ï Funds transfer pricing FAQ ï The benefits of IFRS 9 for hedgers ï Treasury management at Evraz and StoraEnso ï Currency risk management at Southcorp and Apple ï Interest rate risk management at Vodafone ï Hedging with FRAs, futures and interest rate swaps ï Managing the interest rate risk in a portfolio of assets and liabilities ï Understanding the weaknesses and strengths of VaR ï Mastering the practicalities of spot foreign exchange Forward Foreign Exchange ï Hedging with forward outrights, FX swaps and currency swaps ï Interest Rate & Currency Options ï Currency options trading; Currency options hedging ï Currency options P/L dynamics ï Interest rate options trading; Interest rate options hedging, interest rate caps, floors and collars ï The popularity of the carry trade ñ asymmetrical P/L profiles ï Benefits of multi-currency debt management ï Swap driven bond issues; Swaps risk management, differentiating hedging from trading and establishing their relative impact on the treasury