Risk Management

This course is for those seeking to learn more about risk management. At the end of the course, delegates should be comfortable with the need for, and the techniques of, risk identification and quantification. They will understand the various roles of management, front office, middle office & support within an organisation's treasury.

Participants should also be conversant with the concepts of control that are used to contain treasury risk within the parameters defined by the organisation.

Some of the topics which will be covered include the aspects of risk, such as normal/abnormal market risk and hidden exposures. Participants will also learn about product liquidity and house liquidity risk and how to manage risk with traditional and integrated control concepts.

This course will also tackle different strategies, including hedging and the principle of efficient frontiers. Participants will delve into interest rate exposure analysis and will be looking at the validity of yield curve analysis, the zero-coupon curve, "omega" risk analysis and VaR techniques. The course will also touch upon foreign exchange exposure analysis, including transaction and competitor risks.