Advanced derivatives for corporates
The principles behind complex treasury instruments

Content

The Advanced Corporate Treasury*Bank seminar shows participants how to manage and master sophisticated treasury products with the focus on corporate treasury activities. PC simulation allows you to practise using various derivatives as you learn how to run a successful corporate treasury.

Learning for the real world

• Advanced FX products: FX options and their risk factors
• Understanding and pricing of exotic FX options (e.g. barrier options, digital options, etc.)
• Toolbox for advanced treasury interest rate products
• Understanding and pricing various types of advanced interest rate swaps:
  • cross-currency swaps
  • amortizing swaps
  • in-arrears adjustments
  • constant maturity swaps (CMS)
  • principles of quanto swaps
• Components of structured products commonly used by corporates:
  • advanced FX hedging strategies
  • interest rate-linked instruments such as reverse floaters, steepener and flattener bonds, target redemption notes (TARN)
• Using actual market data (yield curve, interest differentials, volatility levels) to optimize the attractiveness of different hedging strategies
• State-of-the-art corporate market risk measurement using the VaR methodology

Cyber*Preparation

• Financial mathematics for the money and capital markets
• Fixed income markets – terminology, bonds, advanced pricing, duration
  
• FX options
• Interest rates swaps, interest rate options
• Treasury strategies: components and structured products

Target group

• Corporate sales and customer desk managers and dealers
• Experienced customer relationship managers from corporates and financial institutions
• Bank staff from departments related to corporate treasury – risk controllers, accountants, back office
• Financial managers from the corporate and financial institutions sector