Basic training course: Risk management module
This module provides a practical overview of the entire risk management process. Currency and interest rate risks are identified, analyzed, and quantified. Based on this, instruments, strategies, and implementation steps are presented. Finally, an overview of treasury systems, trading platforms, matching solutions, market data providers, and other innovative digital tools is provided.
Risk management for advanced users
Professional risk management is equally relevant and feasible for large corporations and medium-sized companies. The seminar shows how financial risks are identified, presented, and interpreted. Subsequently, hedging decisions are made, including using modern methods. Meaningful reporting complements the process. Optionally, a third module provides a practical in-depth look at risk calculation in Excel.
Currency and interest rate risk management
Currency and interest rate fluctuations can cause significant volatility in earnings and pose an existential threat to companies. The seminar provides a structured approach to the market risk management process. Risk positions are identified and their impact analyzed. Various quantification methods are compared to enable informed decisions on risk strategy and subsequent consistent implementation within the company.
Currency Risk Management
The process of market risk management is presented in a structured manner and explained in a practical way. Risky positions are identified and their effects analyzed. Quantification methods are compared and evaluated. These findings enable well-founded strategic decisions to be made. In view of regulatory requirements and sustainable corporate management, careful and professional risk management is essential for long-term corporate success.
Interest rate risk management
The Interest Rate Risk Management seminar covers various manifestations of interest rate risks. Theoretical principles and practical case studies explain their origins and quantification. In addition, the use of hedging instruments such as forward rate agreements, swaps, and options is explained in detail in order to manage interest rate risks in a targeted and efficient manner.
Financial mathematics and interest calculation
Although calculations in treasury are usually system-supported, mathematical fundamentals are essential for understanding. The seminar teaches interest rate types and conventions such as Actual/360 or 30/360. Participants learn to understand bank calculations. Building on this, examples for valuing bonds and interest rate swaps are calculated together and explained in an understandable way.
Portfolio management for investors and debtors
Investments in stocks, bonds, or funds require clear return targets and a defined risk appetite. Debtors also face cost and financing risks. The seminar covers the relationship between risk and return, portfolio theory, possible objectives, and performance measurement. In addition, it explains what content a complete treasury policy must contain.
Hedge Accounting and Accounting for Treasurers
Different accounting standards such as HGB, UGB, or IFRS lead to differing rules for reporting derivatives and hedging relationships. This seminar provides practical training in the fundamentals of hedge accounting. Theory is explained using case studies. Finally, the opportunities and limitations of systemic support in the context of digitization projects in treasury are critically discussed.
Your contact person
- mba@slg.co.at
- +43 1 585 48 30 - 770
- Gertrude-Fröhlich-Sandner-Straße 3, 1100 Vienna
