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BALANCE SHEET MANAGEMENT AND MARKET RISK
 
     
  Summary Description  
  The workshop applies the methods most often used by executives in financial institutions and companies for the acquisition and management of treasury risks.  
     
  Methodology  
  Presentations, case studies, group work and classroom discussion  
     
  Target Audience  
  Financial managers involved in the activities of private banking, financial control, sales & trading, treasury and international businesses  
     
  Main Topics  
 
Creation and management of market risks
- Practice: calculate profits/losses in traditional mismatches using the
  Cost-to-Close method/Derive prices for forward yield curves using spot prices
Management the risks of adverse movements in interest rates on floating
   and fixed-rate debts
- Case study: Structure hedges to manage interest rate risk using futures,
  forwards, options, and structured products
Risk acceptance criteria: alternative approaches
- Comparative analysis and application
  Hedge structure fort adverse interest rates movements on floating rate
  debt using options
- Case study: Comparing benefits and limitations in the use of hedges through
  forward and interest rate options markets
Management of market risk in investment portfolios using forward and options
  markets: Asset Swaps, Blend & Extend Swaps, Forward Start Swaps
- Case study: Structure forward and options hedges to show how
  they transform yields and the risks of adverse interest rate movements
Risk management against adverse exchange rate movements
- Practice: create, price, and show the use of different hedging
  methods: forward currency contracts, currency swaps, and options
 
       
 
  Duration  
  2 to 3 days  
     
   
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