Wed Nov 4 CET - Thu Nov 5 CET (12 months ago)
In your timezone (EDT): Wed Nov 4 7:30am - Thu Nov 5 11:00am
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 this seminar is to show the participants the understanding of the importance of consistent and systematic treasury procedures and to provide the tools for developing their own risk policy.
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
Partner, Schwabe, Ley & Greiner