Active Risk Management in the Treasury: Liquidity Management, Capital Management and Hedging:

New York
29 & 30 May 2013
London
5 & 6 June 2013

 

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Learning outcomes:

  • How the projected economic outloook will drive banking in the immediate and mid-term
  • The dynamics between capital liquidity, ALM and BSM within a modern bank treasury
  • Building FTP curves, and the critical importance of accurately pricing liquidity provision
  • The cost to your treasury of maintaining a liquid asset, and how to optimise this
  • The function that derivatives perform in managing risk and securing profits and losses
  • How these are funded, the effect of funding on pricing, and the consequences for treasury
  • How traders use FX and Interest Rate derivatives to support the objectives of the business
  • How risk weighted assets are calculated, and the implications for capital
  • How many institutions are looking to reduce RWAs and why this impacts on treasury

Course Highlights

  • First day of training delivered by an expert in the field of ALM, FTP and Treasury
  • Day two will see four experts cover derivatives, hedging and risk weighted assets
  • Fundamental responsibilities of the ALM and BSM functions comprehensively explained
  • Session discussing the building and development of a funds transfer pricing curve
  • Learn the importance of appropriately valuing the cost of preserving a liquid asset buffer
  • Discuss best practice in managing interest rate risk and liqudiity risk actively
  • Expert will introduce use of derivatives in the treasury for funding and risk management
  • Expert traders wil evaluate the use of interest rate and FX derivatives for hedging

Course dates & venues

NEW YORK
29 & 30 May 2013

LONDON
5 & 6 June 2013

VENUE DETAILS

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Course Tutors

New York

- Amiel Goldberg, Managing Principal, Goldberg and Hohmann LLC
- Claudio Albanese, CEO, Global Valuation Limited and Professor, KING'S COLLEGE LONDON
- Jason Shell, Managing Director, Head of NA FX Trading, DEUTSCHE BANK

London

- Macer Gifford, Visiting Fellow, Globalisation and Finance Programme, UNIVERSITY OF LONDON
- Claudio Albanese, CEO Global Valuation Limited and Professor, KING'S COLLEGE LONDON
- Jason Shell, Managing Director, Head of NA FX Trading, DEUTSCHE BANK

For more information please contact a member of the team at training.delegates@incisivemedia.com