Prepare for a full day of discussion from some of the Nigeria’s best and brightest.
Participants will be able to acquire knowledge and skills in taking responsibility for and adopting an attitude to risk, developing a risk management policy as well as risk management using financial risk analysis and treasury products.
Senior Strategic Managers, Financial Controllers and Internal Audit, Treasurers and Treasury Managers, Heads of Credit in Banks and Financial Institutions, Risk Managers and Corporate Treasurers.
13-14, July 2017.
Moneymart Centre, Plot 1398B, Tiamiyu Savage St., Victoria Island, Lagos
Renewed focus on Market Risk as a result of the recent market turmoil
Identification, measurement and management of risk
Market Risk in Banking & Position Risk Management
Importance of Control Processes
Mark to Market, Mark to Model
Profit and Loss Monitoring
Monitoring of Limits
Organisational Culture and Structure/Systems
How to manage a large exposure maturing on a single day
Laying off part of the position in the market Option position The choice to hold’em or fold’em Internal Position Limits/Desk Limits/Overnight Limits Vega Limits/Theta Limits/Gamma Limits
Profit Loss ratios
Investment and funding diversification
Currency Risk: Types, effects and measurement
Types of Interest Rate Risks
Duration and Convexity based hedging
Money Market Risk Management & Tools
VAR and probability based approach to Risk management decision
Cash Management Systems
Cash-Flow forecasting, statement information.
Maturity and gap analysis
Present Value arithmetic, simple and compound
Yield, IRR and NPV
Yield Curve analysis
Duration, modified duration and Convexity
Actual and Perceived Risk
Managing Credit Risk by Credit Analysis Limit, Collateral and Credit Derivatives Volatility Risk Economic Risk
Legal and Regulatory Risk