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Structured Products – How to Manage Financial Risk
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Structured Products – How to Manage Financial Risk
  • Overview
  • Objectives & Outline
  • Methodology
  • Participant Profile
  • Trainers
  • Overview
    PROGRAMME DETAILS

    DATE

    31 July – 1 August 2017

    TIME

    9:00 AM – 5:00 PM

    VENUE

    Asian Banking School
    The goal of this two-day workshop is to provide participants with a thorough understanding of the broad range of financial risks faced by companies, with detailed focus on Exchange Rate Risks, Interest Rate Risks, and Commodities Price Risks that are typically faced by business enterprises. The programme focuses on how these risks are identified, categorised, managed, and mitigated by utilising various risk management tools.
    LEARNING LEVEL

    Intermediate

    PROGRAMME FEE*

    AICB MEMBER

    MYR

    2,200

    / PAX

    NON-MEMBER

    MYR

    2,700

    / PAX

    *inclusive of GST 
  • Objectives & Outline
    LEARNING OBJECTIVES
    Upon completion of the programme, participants will be able to:  
    • Identify and understand Foreign Exchange Rate Risks, Interest Rate Risks, and Commodities Price Risks. 
    • Describe a comprehensive overview of financial risk management process. 
    • Demonstrate how Forward Contracts work 
    • Illustrate how Forwards are applied in Foreign Exchange Risks and Interest Rate Risks 
    • Demonstrate how Futures Contracts work 
    • Illustrate how Futures are used to hedge financial and commodities risks 
    • Demonstrate how Swap Contracts work 
    • Illustrate how Swaps are used to manage currency and interest rate risks 
    • Demonstrate how Options work 
    • Illustrate how Options are used to manage Interest Rate, Equity and Currency Risks
    PROGRAMME OUTLINE
    Overview of Foreign Exchange Rate Risks, Interest Rate Risks, and Commodities Price Risks.

    Overview of the following Risk Management Products, and how each of them is structured:


    • Forwards 
      • The Definition of Forward Contracts and how the market works 
      • The nature and workings of Spot, Forward and Over-the Counter Markets and their relevance to Forwards 
      • The definition of Currency Forward 
      • Key Ingredients in a Currency Forward Contract 
      • How a Forward Contract is created 
      • How is the Forward Contract used to hedge risks 
      • The nature of Non-Delivery Forward (NDF) 
      • Why is there a need for NDF 
      • How NDF is used as an instrument for hedging and speculation

    • Options 
      • The Definition of Options – Call and Put Options 
      • The difference between American and European Options 
      • The Pay-Off Diagrammes for various scenarios of Options 
      • Types of Options 
      • Benefits and Uses of Options 
      • Risks of Options 
      • Currency Options 
      • The workings of a Currency Option 
      • Trading in Currency Options 

    • Swaps 
      • Definition of Swaps 
      • The mechanism of an Interest Rate Swap 
      • The mechanism of a Cross Currency Swap 
      • Types of Cross Currency Swaps 
      • How are swaps used to hedge financial risks

    • Futures 
      • The Definition and Origin of Futures 
      • Introduction to Futures Exchanges 
      • The Range of Futures Contracts 
      • The mechanism of a Futures Market 
      • How are Futures used to hedge risks 
      • Participants in Futures Markets 
      • The Risks of Futures
  • Methodology

    Presentations, lectures, case studies, group discussions, quizzes and MCQs

  • Participant Profile
    This programme is applicable to finance personnel in business enterprises, as well as senior management members involved in the business strategy and risk management of companies.
  • Trainers

    DOUGLAS BONGARTZ-RENAUD

    Douglas Bongartz-Renaud has over 35 years’ experience in the Financial Markets and Services Industry. He was an Executive Director in the Markets Division with ABN AMRO in Amsterdam. Douglas headed the Treasury, ALM and market risk team in ABN AMRO’s Risk Advisory Service business, which was engaged in projects with over 40 banking clients in Asia and the EMEA region.

    His client-based advisory and implementation work covered:
    • Treasury and Investment Banking – Financial Product Range Expansion, Infrastructure Development, Systems and Processes Selection and Implementation;
    • Market Risk Management – Basel II Standard & IMA Approach Compliance, Risk Exposure Measurement and Reporting methods, implementation and assessment of VaR, IRC, Stress-Testing Models;
    • Asset and Liability Management – Structural Interest Rate, Currency, Liquidity Risk Management, and Fund Transfer Pricing frameworks and Processes.
    He held a number of senior trading and product management positions in ABN AMRO’s Financial Markets and Treasury Department from 1985 through 2011, including, Global Head of Currency Derivatives Trading, Structuring & Distribution, Global Head of Structured Products Trading & Derivatives Product Development, Global Head of Swaps & Options Trading.
    Douglas is a member of the GARP (and holds the ‘FRM’ certification) and of the PRMIA risk associations, and served on the ISDA (International Swaps and Derivatives Association) Board of Directors from 1994 to 2008, He is a Senior Partner in Tripod Partners. and provides training and consultancy to banks in the areas of ALM, Treasury and Risk Management. Douglas has worked for the IFC (World Bank Group) in projects in Asia and Africa and as a part time subject matter expert for KPMG for banking sector engagements in Indonesia.

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