Venue
TBA
TBA, California, USA

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Event Date Mon Jun 1 PDT - Fri Jun 5 PDT (over 1 year ago)
In your timezone (EST): Mon Jun 1 11:00am - Fri Jun 5 8:00pm
Location TBA
California, USA
Region Americas
Details

This GLOMACS training seminar focuses on understanding the contemporary functional roles of global banking and financial intermediation and the short-term money markets, foreign exchange markets, and swap markets. It will examine a wide range of modern-day case examples regarding money transfers and the various products-services that support banking intermediaries. This seminar will also review the full range of global banking and money markets, including: country and regional monetary policies, overnight deposits, SWIFT wire transfers, M1-M2-M3 L and “prime” [LIBOR] lending-rate benchmarks. The focus will be on terminology, models, risk positions, hedging, and the role of monetary on lending, borrowing, and short-term marketable securities worldwide.

This GLOMACS training seminar will highlight:
• The roles and relative interactions of central banks in London, EU, China, Japan, and the U.S.
• All types of daily currency transactions between individuals, businesses, and nations
• The function of money markets’ short-term lines of credit on daily/overnight balances
• The function of money market interest-bearing instruments on short-term liquid holdings
• How financial engineering developed the swap markets for interest and currency
• How monetary policies affect short-term cash flow strategies and risk positions
• The role of FOREX [foreign exchange] markets cash and futures, also put and call options
• Strategies for managing banking and money market transactions and relationships

Who Should Attend?

This GLOMACS training course is suitable to a wide range of professionals but will greatly benefit:
• Anyone looking to expand their working knowledge about how global monetary policies impact cash flow cycles for both foreign receivables coming in and payables going out
• Anyone looking to improve the financial positioning of corporate/organizational short-term funds management for both global lines of credit and liquid marketable securities
• Senior Operational Executives who want to incorporate cash flow risk mitigation into the business model for all facets of the company’s global operations
• Board Members who want to enhance their fiduciary capacity to manage and mitigate FOREX risk exposure in global partnerships, markets, and transactions
• Business Development executives who want broader valuation impacts for potential commercial opportunities in foreign industries and markets