Dates
8 April 2010
10 November 2010
Course Overview
At the end of the course delegates should be comfortable with
the need for, and the techniques of, risk identification and
quantification.
They will understand the various
roles of management, front office, middle office & support
within an organisation’s treasury.
They should also be conversant
with the concepts of control that are used to contain treasury
risk within the parameters defined by the organisation.
Course
Content
Risk Management Defined
 The roles of the
treasurer, management, support and middle office
The historic
development of risk management
The development of
new technology.
Aspects of Risk
Credit /
counterparty
Normal market risk
Abnormal market
conditions
Hidden exposures
Product liquidity
House liquidity
risk
Concepts of Control
Defining and
measuring the risk - throughout the organisation.
Traditional
methods of control
Integrated control
concepts.
Banking book vs
trading book
Central Bank
guidelines
Case studies
comparing traditional methods and newer techniques
Accounting and
regulatory issues.
CAD / BIS issues.
Defining the Strategy
Risk tolerance
Hedging needs
The principle of
efficient frontiers
Setting Limits
Counterparty
related
Market related
Simplicity vs
accuracy
Interest Rate Exposure Analysis
Gap analysis
Duration and
convexity: their uses as a measure of risk exposure.
The validity of
yield curve analysis
The zero-coupon
curve.
"Omega" risk
analysis
Basis risk
Overview of VAR
techniques
Foreign Exchange Exposure Analysis
Transaction risk
Pre-transaction
(budget) risk
Translation risk
Economic risk,
including competitor risk.
| Times |
Cost |
Solicitors Regulation Authority (SRA)
CPD Hours |
| 09.30 - 17.00 |
£475 + VAT = £558.13 |
6 |
IN ADDITION TO THE PUBLIC DATES ABOVE, THIS COURSE CAN ALSO BE TAILORED TO YOUR REQUIREMENTS AND DELIVERED IN-HOUSE FOR YOU.
 PLEASE CIRCULATE THIS PDF AMONG YOUR COLLEAGUES!
IF YOU HAVE ANY QUESTIONS ABOUT THIS SEMINAR PLEASE WRITE TO US AT post@redcliffetraining.co.uk
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