During the last two years we have run about 12 odd treasury training workshops for banking customers in the region. Given the work we have been doing, the statement shouldn’t surprise you. What should surprise you though is the profile of the attendees in these workshops.
Who are these participants?
Corporate Account Managers
Key Relationship Managers
Credit and Risk [...]
This is the transcript from the video recording for session three of selling treasury products where we use the case study of an oil refinery to show how to translate impact of crude oil price volatility into P&L and margin impact. This impact forms the basis for exposure estimation used to suggest an oil price hedging solution to a customer impacted by a change in crude oil prices.
Price volatility in crude oil, gold, silver, cotton, sugarcane, wheat and cereals has created an unprecedented opportunity for corporate relationship managers to cross sell treasury products to their institutional, trading, manufacturing and high net worth customers. We present below a framework for empowering client facing treasury teams to go out and cross sell high value, high margin trading concepts to clients by educating customers about their exposures and some of the solutions available to reduce the risk associated with the same exposures.
By the end of the two day workshop participants will be able to:
a) Appreciate the linkage between commodity markets (precious metals, crude oil), currencies and rates
b) Trace the impact of monetary policy announcements on commodity markets
c) Explain trading strategies using futures, options and exotic products
d) Understand trading triggers
e) Derive risk limits for counterparty exposures
liquidity risk management framework training video session covering the origins of a liquidity crisis
This advanced ICAAP modules workshop focuses on issues related to modelling using Interest Rate simulations, Interest Rate Mismatch and Liquidity Risk for Internal Capital Adequacy Assessment.
Starting with a balance sheet model, we quickly introduce tools and traditional models including gap analysis and earnings at risk, stress testing, [...]
This intermediate level workshop serves as a guide to Internal Capital Adequacy Assessment framework implementation with a special focus on treasury, market risk and counterparty limits.
1. COURSE OBJECTIVES
At the end of this workshop the participants will be able to:
View trends from a much broader perspective, in general the practical as opposed to the quant/ data [...]
A focus on ICAAP – Pillar II risks primarily ALM and Liquidity Risk Capital using Interest Rate Simulations. The two day main event is preceded by a single day foundation workshop on Internal Capital Adequacy with a focus on treasury, market and counterparty risk management.
This intermediate level workshop serves as a guide to Internal Capital Adequacy Assessment framework implementation with a special focus on treasury, market risk and counterparty limits.
This advanced ICAAP modules workshop focuses on issues related to modelling using Interest Rate simulations, Interest Rate Mismatch and Liquidity Risk for Internal Capital Adequacy Assessment.
Starting with a balance sheet model, we quickly introduce tools and traditional models including gap analysis and earnings at risk, stress testing, scenario planning, policy making and simulations, followed by structured analysis required for ICAAP submissions, reporting and recommendations.
