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| Download Registration Form |
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| Date: |
16 June 2011 |
| Time: |
9.00am to 5.00pm |
| Fee: |
SGD 988 Nett |
| Enquiries: |
6720 3333
OR email |
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To ensure maintain the quality of the Master Class, enrolment is capped at 25 participants per session.
Registrations are processed on a first-come, first-served basis. |
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| PRACTICAL AND PROFESSIONAL KNOWLDGE |
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Exposure to changes in interest rate, currency, equity and commodity markets is a fact of life but effectively measuring and managing those risks can mean the difference between profitability and loss. Selecting the product and risk hedging strategy that makes sense for a particular company and situation requires care and a solid understanding of the financial instrument tools and applications available in the market. This 1 Day Masterclass focuses on the core body of knowledge required for risk management analysis and decision making under condition of uncertainty. It includes identification and modeling of risk factors, market and credit risk measurement, and risk hedging using derivatives, such as, options, futures and swap contracts.
Facilitated by Professor Chris Hessel, PhD New York University, this course is uniquely designed to help treasury professionals build competency-based skills for identifying, measuring and managing financial risk exposure. Using case studies and application-focused checklists to cover risk analysis from assessment to evaluation, and will bridge the gap between theory and practice with:
• an overview of the key fundamental techniques used to manage exposure to changes in interest rate, currency, equity and commodity markets
• understand the risk-return tradeoff of common financial instruments and related applications
• emphasis on the practical implementation issues such as data selection, valuation and hedge effectiveness of specific financial risk management tools
The emphasis throughout this program is on the practical aspect of effective financial risk management. The course will use case studies to explain and demonstrate concepts, and stimulate discussion.
Course Outline
• Introduction to risk management
• Alternative measures of risk
• VAR as downside risk - definition and methods
• Stress testing
• Introduction to credit risk
• Measuring credit risk
• Credit risk diversification
• Introduction tofixed income, equity and currency derivatives - options, futures and swap contracts – IRS, FCS and CDS
• Derivatives - analysis and pricing
• Hedging linear risk – futures and swap hedging
• Applications of optimal hedging – duration and beta hedging
• Dynamic Hedging - Option Hedging
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Professor Christopher Hessel
PhD in Finance, New York University, Stern School
Professor Hessel is a full time member of the Zicklin School of Business teaching a full spectrum of courses ranging from undergraduate introduction to finance courses to Graduate advanced electives in risk management. He is also a member of the faculty for the executive masters in finance programme. Professor graduated NYU Stern school with a PhD in Finance. Over his career he has published many scholarly papers in financial journals. For the past 16 years Professor Hessel has be running in-house executive training programs for banks and corporations and has hosted conferences in 21 countries for companies like Euromoney Financial Training, and Linton Capital Markets.
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- Course Manual: comprehensive material tailored for professionals notes
- A Certificate of Participation
- A total value worth US$3,500 of course
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To ensure maintain the quality of the Master Class, enrolment is capped at 25 participants per session. Registrations are processed on a first-come, first-served basis.
Register by calling: 6720 3333 or email: training@aventisgroup.com.sg
| Date |
16 June 2011 |
| Venue |
Hotel Concorde, Orchard Road |
| Time |
9am to 5pm |
| Fee |
SGD 988 Nett |
| Enquiries |
6720 3333
or Email: training@aventisgroup.com.sg |
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