The management of financial risk is vital for all companies as these risks have the potential to cause a company to collapse if they are not identified and mitigated. This financial risk exists in many forms, for example, currency risk, commodity risk, interest rate risk, funding and liquidity risk, and credit risk.
The course identifies sources of financial risk and examines how these risks can be assessed and quantified. It recommends and justifies techniques and tools to mitigate the risks in different situations and within the context of a risk management framework. Many of these techniques involve the application of financial derivatives. Therefore, you will examine common uses of forwards, options, interest rate and currency swaps, and credit default swaps. You will look at how these derivatives are priced, how their values are affected by external factors, and how their use gives rise to operational and counterparty risks.
You will work on case studies throughout the course to illustrate practical applications of the course material. The cases are based on real-life companies exposed to financial risk and show the risk management solutions they apply. The companies are drawn from a variety of sectors such as oil and gas exploration and production, airlines, airports, agriculture, engineering and retail.
Who Should Attend
This course is designed for anyone who is involved in managing financial risk or who needs to analyse or understand the financial risks arising from a company’s business operations.
The course will also be very beneficial to those within the organisation applying solutions to mitigate the risks, or senior management wanting to understand their Treasury activities. Likewise, external stakeholders looking in to evaluate the risks within the company and the effectiveness of the risk management framework would highly benefit from the course.
Benefits of Attending
- Critically discuss the structure of risk management frameworks
- Examine sources of currency, commodity, interest rate, funding and liquidity, and credit risk, and examine how to assess and quantify them
- Compare and contrast the characteristics of common derivatives: forwards, options, interest rate and currency swaps, credit default swaps
- Calculate estimated values for derivatives
- Recommend and justify hedging solutions to mitigate currency, commodity, interest rate, funding and liquidity, and credit risk
Prof. Arif Ahmed
Prof. Arif Ahmed, is a Chartered Accountant and MBA (Finance) and a Doctorate in Finance. He has 25 years of experience in the area of finance and risk management.
In addition to training, Prof. Ahmed has assisted many organisations to design and implement financial management and control systems across various industries including media, metals and minerals, logistics, banking, engineering, energy, hospitality, paper, etc.
He is one of the most sought-after speakers for his inimitable style of blending concepts with application in industry. Prof. Ahmed is the Director of South Asian Management Technologies Foundation based in India.
Prof. Veena Hingarh
Prof. Veena Hingarh, is a Chartered Accountant, Company Secretary, and a Certified Information System Auditor. A career rank-holder, Prof. Veena focuses on the areas of finance and their interface with information technology as her specialisation. Delegates gain from her insight into the working of finance and its integration with IT.
Prof. Veena is the Joint Director of South Asian Management Technologies Foundation, India.
Prof. Arif and Prof. Veena are contributors to and co-authors of bestselling books – Wiley International Trends in Financial Reporting, Understanding And Conducting Information Systems Audit, Handbook on IFRS, Manual of Information Systems Audit, etc. They have also been consultants with the World Bank.
Upon completion of this training course, participants will earn a digital badge.
Earners of the Financial Risk Management badge are able to understand the mechanics of risk management on macro and micro levels and recognise the value of good risk controls. They are able to assess credit risk exposure and the methodologies risk managers use to hedge credit risk as well as manage the risk inherent in the cash flows of large complex books.
Identify interest rate risk, assess foreign exchange rate risk exposures, utilizing derivatives, structure risk management strategies
- Attend and participate in the 4 full days of training course duration, led by the designated training expert, with less than 2 hours of noted absence.
- Successful completion of the course assessment
|HYFLEX COURSE FEE|
Pricing excludes 5% VAT, which will be charged where applicable.
Course fees include documentation, luncheon and refreshments for in-person learners. Delegates who attend all sessions and successfully complete the assessment, will receive a Informa Certificate of Completion. A hard copy will be provided to in-person learners and a soft-copy will be provided to virtual learners.
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