Interest Rate Risk Management 2019 - Vienna (A) | Schwabe, Ley & Greiner | 27 March 2019 | Schwabe, Ley & Greiner GmbH, Gertrude-Fröhlich-Sandner-Straße 3, 1100 Wien, Austria

Changes in interest rates often result in a significant change in earnings volatility for companies such as banks, and can sometimes even jeopardize the existence or access to credit lines and thus negatively impact enterprise value.

The aim of the seminar is to impart a practice-oriented, implementable approach for dealing with interest rate risks in the corporate reality:
• Sources of interest rate risk
• Sources and manifestations of the risk
• Risk Measurement Methods: Stratified Balance Sheet, Cash Flow-at-Risk, Value-at-Risk, Duration, Simulation
• Building blocks of a risk policy
• Performance evaluation - benchmarking (also in debt management)
• Sales and purchasing approaches for the banker and treasurer
• Digitization aspects in treasury
• Case studies

Participants:
Persons responsible for finance and treasury as well as controlling, risk management and auditing, account managers from banks as well as money and currency trading employees.

Methodology:
Presentation elements alternate with case studies from consulting practice. The risk analysis, as well as the use of instruments (on this
topic, we offer the seminar "Derivative currency and interest rate instruments calculate and use") is conceptually presented and
practiced directly in individual or group work.

The seminar thus requires the active participation of the participants. Calculators are required.

2019 Speaker

Günther Bauer
Partner at Schwabe, Ley & Greiner