ITM-blackwhite

Advanced Treasury Risk Management

13-14, July 2017. Lagos

 Register

Strap yourself in for ideas

Prepare for a full day of discussion from some of the Nigeria’s best and brightest.

  • Details

    PROGRAMME OBJECTIVE
    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.

    FOR WHOM
    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.

    DATE
    13-14, July 2017.

    VENUE
    Moneymart Centre, Plot 1398B, Tiamiyu Savage St., Victoria Island, Lagos

    COST
    N145,500.00

  • Outline

    Introduction

    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
    Spike risks
    Barrier Options

    Hedging Strategy using Financial Products
    Structural
    Futures
    FRA’s
    Interest Rate Swaps
    Interest Rate Options

    Hedging Strategy using Financial Products
    Structural
    Futures
    FRA’s
    Interest Rate Swaps
    Interest Rate Options

    Liquidity & Interest Rate Risk Management
    Gapping (cash-flow)
    Investment and funding diversification
    Currency Swaps
    Currency Risk: Types, effects and measurement
    Types of Interest Rate Risks
    Floating Rates
    Fixed income
    Re-investment
    Gapping
    Structural Management
    Duration and Convexity based hedging
    Immunization

    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

    Credit/Counter-party Risk
    Actual and Perceived Risk
    Managing Credit Risk by Credit Analysis
    Limit, Collateral and Credit Derivatives
         Volatility Risk
         Economic Risk
    Political Risk
    Legal and Regulatory Risk

  • Trainers

Join us for a day of
ideas & discussion.

ALL INCLUSIVE PACKAGE
FMDA STUDY ACCESS
Admit One

Per Person

Register Now

N145,000.00

#FMDATrainings2016

FOLLOW US FOR UPDATES @fmda