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Course covers

This 3—4 day seminar takes a look at the key ways of managing financial risk in the international markets. The seminar will review the characteristics of the main instruments used for managing risk. . Participants will learn how to evaluate and employ each derivative product in hedging risk and ways in which risk is measured across an international portfolio.

Topics and Content

  • Managing financial risk across different asset classes
    – overview of different derivative products, including:

      – FX forwards, swaps and options
      – Interest rate futures, swaps and other hedging tools
      – Equity options, swaps and futures
      – Key commodity derivatives

    – contract features
    – investment characteristics and pricing
    – trading and risk management applications

  • Quantitative techniques for measuring and managing financial risk.
    – value-at-risk and “expected shortfall”
    – tail risks and stress testing
  • Overview of other risks
    – credit, counterparty and liquidity risks

Course objectives

The purpose of this course is to enable participants to:

  • Have a solid and practical understanding of financial market risks that exist in an international portfolio made up of different asset classes.
  • Learn the methods and tools for managing financial risk.
  • Gain an understanding of risk management strategies and how they can be controlled and implemented in practice.
  • Evaluate the differences and similarities of the products that exist for trading and risk management applications.

Who should attend?

This course is designed for anyone who wishes to be able to understand, use, manage or evaluate financial market risk management instruments. This could include directors, treasurers, corporate finance and investment managers, accountants and IT personnel.