Currency and Interest Rate Risk Management 2020 - Vienna (B) | Schwabe, Ley & Greiner | 3 November 2020 | TBA, Vienna, Austria

Currency and interest rate fluctuations can cause considerable volatility in earnings for both companies and banks. This has been shown to have a negative impact on the company's value, and in some cases even question its continued existence.

In the course of the seminar, the process of market risk management is structured. It identifies which positions are at risk and analyzes how the risks affect the company. Different quantification methods are presented and the advantages and disadvantages are discussed in detail. All this information makes it possible to make well-founded decisions on the risk strategy and subsequently implement them.

The potential importance of these risks requires careful management. Not only due to legal requirements, but also in the context of sustainable corporate management (keyword: compliance).

Topics:
• Forms of risk - direct and indirect currency risk
• Risk analysis
• Quantification based on volatilities
• Approaches to the risk strategy and building blocks of a risk policy
• Hedging instruments in practical use: futures, options
• Basic principles of accounting for derivative instruments
• Digitization aspects in treasury
• Sources and manifestations of the risk
• Risk measurement methods: sensitivity and at-risk analysis
• Approaches to the interest rate risk strategy: cost and risk aspects
• Hedging instruments: forward rate agreements, swaps, options
• Risk reporting

2020 Speakers

Thomas Schörner
Partner, Schwabe, Ley & Greiner

Günther Bauer
Partner, Schwabe, Ley & Greiner