Training Hedging Interest Rate & Currency Exposures

This training course teaches how to effectively manage your interest rate and foreign exchange currency exposures.

How to Hedge and Manage Your Interest Rate and Currency Exposures

This workshop gives you a framework for understanding how derivatives products are priced and structured by investors, hedgers and financial intermediaries for the purpose of hedging your financial exposures.

Here are just some of the key benefits you gain from this course:

  • How to Manage Corporate Exposures
  • How to Hedge Interest & Currency Exposures
  • Marketing Derivative Solutions
  • How to Structure Effective Hedging Strategies
  • How to Manage Market Risks
  • Learn how to tailor effective hedging strategies, using forwards and options on currency and interest rates and perform comparative analysis between alternative structures and solutions.
  • You will develop an understanding of how originators, investors and financial intermediaries’ interact with each other to execute their hedging strategies and meet your specific business needs.

In addition, a comparative analysis will target the structure and pricing techniques most commonly used in the OTC and exchange-traded derivatives products on interest and currency rates:

  • FRA’s, interest rate swaps, asset swaps, treasury rate locks, forward starts and blend & extends
  • Caps, floors and collars on interest rates
  • FX forwards, FX swaps, cross currency swaps
  • Caps, floors and collars on FX rates

Who should attend

  • Corporate risk managers
  • Corporate Treasury Professionals
  • Bank Treasury Professionals
  • Dealers
  • Capital Markets Professionals
  • Market risk managers
  • Credit risk managers
  • And support area specialists (i.e. audit, legal, trading and sales) who are required to structure, price and/or execute derivatives transactions on behalf of their clients.

Course Outline

  • Overview of the current Corporate Risk landscape, setting the foundation
  • Establish framework for measuring, reporting and managing net exchange positions
  • Establish framework for measuring, reporting and managing IR risks
  • Introduction to foreign exchange markets
  • Currency risk management through use of forward contracts
  • Currency risk management using options on foreign exchange rates
  • IR risk management through use of Forward Rate Agreements and IR swap contracts
  • Floating-rate risk management through use of options on IR’s
  • Bond price risks and assets swaps
  • Interest rate risk management through use of forward-starting swaps and basis swaps
  • Creating Synthetic Securities using swaps and options
  • Documentation
  • Regulations and their impact on markets
  • Collateral Management
  • Commercial Pricing Providers & Open Source Alternatives

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Catatan :

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