"Treasury and MM (Level 2)" delves deeper into foreign currency derivatives and interest rate risk management strategies within financial institutions. Participants will explore the differences between foreign currency futures and forward contracts, analyze the use of foreign currency options for speculation, understand interest rate risk, and learn about interest rate derivatives such as interest rate swaps.
Illustrate how foreign currency futures differ from forward contracts
Analyze how foreign currency options are quoted and used for speculation purposes
Consider the distinction between buying options and writing options in terms of whether profits and losses are limited or unlimited
Explain how foreign currency options are valued
Define interest rate risk and demonstrate how it can be managed
Explain interest rate swaps and how they can be used to manage interest rate risk
Financial Traders=Corporate Treasury Managers=Investment Analysts=Risk Management Professionals=
