This professional course focuses on how treasury teams manage financial risks, including foreign exchange, interest rates, and commodity exposure. Through real-market data exercises and case-driven discussions, participants will learn hedging strategies and develop internal frameworks to measure and monitor treasury risk.
Live market data simulations
Structured risk assessment workshops
Hands-on derivative application exercises
Risk dashboard and reporting walkthroughs
Identify types of financial risks affecting treasury
Map exposures and quantify their impact
Understand and apply derivatives like forwards, swaps, and options
Develop a treasury risk policy and hedging strategy
Evaluate hedge effectiveness and compliance needs
Use reporting tools to monitor and communicate exposures
Day 1: Understanding Treasury Risk
FX, interest rate, and counterparty risks
Risk quantification techniques and metrics
Exposure identification across business units
Day 2: Hedging Strategies and Instruments
Forwards, futures, swaps, and options
Hedging cost vs protection trade-off
Hedge accounting and documentation
Day 3: Risk Monitoring and Governance
Policy creation and risk appetite framework
Risk dashboards and limit monitoring
Reporting to management and regulators
We are open to customizing this program to align with your specific learning objectives. If your team has particular goals or areas they wish to focus on, we would be happy to tailor the course outline to meet those needs and ensure the program supports the achievement of your desired outcomes.
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