Outcomes
By the end of this training course, trainees will be able to :
- Gain a thorough understanding of future exposure (PFE) risk and its significance in the context of foreign exchange currency swaps and forwards.
- Enhanced risk management skills needed to assess, quantify, and manage PFE risk effectively.
- Make strategic decisions regarding FX swaps and forwards, ensuring they are aligned with risk tolerance and organizational objectives.
- Identify the regulatory framework and capital requirements related to PFE risk to navigate compliance challenges and enhance their institutions' risk management practices.
- Stay updated on industry trends and developments, ensuring their knowledge is current and relevant.
- Approach FX swaps and forwards with increased confidence in their ability to manage and mitigate associated risks effectively.
Target Group
- Risk management, treasury, middle office and treasury operations employees .
Contents
- Understanding PFE risk and FX market fundamentals:
- Introduction to PFE risk.
- Foreign exchange market fundamentals.
- Calculating future exposure.
- Factors affecting PFE in FX swaps and forwards.
- Managing PFE risk in FX Currency swaps and forwards:
- PFE risk management techniques.
- Regulatory framework and capital requirements.
- Future trends and developments.
- Case studies and practical applications.