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Protecting Financial Results From FX - May2024

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55 views9 pages

Protecting Financial Results From FX - May2024

Uploaded by

Catherine Joy Carlos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Ateneo-BAP Institute of Banking Online Program

Protecting Financial Results from


FX and Interest Rate Risks
May 20, 21, 23 & 24, 2024
Synchronous sessions via Zoom
Materials and Exam will be accessed through the AteneoBlueCloud (Canvas LMS)
CONTENT
About AGSB-CCE

Who Should Attend?

Objectives

Program Outline

Resource Person

Program Inclusions and Fees


ABOUT
AGSB-CCE
The Ateneo Graduate School of Business - Center for
Continuing Education (AGSB-CCE) was established to
complement the existing Ateneo-BAP Institute of Banking, a
consortium between the Ateneo de Manila University and the
Bankers Association of the Philippines. It was initially known
as the Basic Leadership Program (BLP) until the name was
changed to Continuing Professional Education (CPE) and then
finally, to Center for Continuing Education (CCE).

Under AGSB, CCE takes an active role in addressing specific


industry concerns that require immediate, purposeful, and
focused response. As an industry resource and partner,
CCE offers continuing professional development programs
that are workplace-based with immediate take-away value.
Methodologies are based on business simulation, practical
exercises and applications, case analyses, and focused
discussions. Courses are designed, developed and delivered by
industry practitioners who are noted experts in their respective
fields. Together, AGSB and CCE support the Ateneo mission to
promote excellence, integrity and service.
WHO SHOULD OBJECTIVES
ATTEND? The program is designed for participants to acquire good
understanding of:
● Finance and treasury officers of companies
who wish to acquire a very good How exposures in foreign exchange and interest rates in a
understanding of how exposures in foreign company are generated, identified, measured and reported; and
exchange and interest rates occur (such how they could impact profitability and capital position of the
as when borrowing in foreign currency or company;
when issuing debt securities), monitored and
controlled; and how to manage these risks Various foreign exchange and interest rate products to be used
using various products and techniques; for managing foreign exchange and interest rates risks;

● Commercial banking, corporate banking and The risks between counterparties when transacting foreign
branch managers with client relationship exchange or interest rates products;
responsibilities who wish to have a good
understanding of the FX and interest rates Hedging FX or interest rate exposures; and
risks their clients would have and of the
FX and interest rate products that they Controlling counterparty risks from transactions in FX and
can provide their clients to assist them in Interest Rate products.
managing such risks, and being aware of the
credit risk implications of each product; and

● Officers in banks involved in the processing


and controlling of credit risks arising from FX
and interest rate transactions with clients.
PROTECTING FINANCIAL RESULTS PROGRAM OUTLINE
FROM FX AND INTEREST RATE RISKS
Module 1
Financial results of companies could be adversely impacted by
1. Course Introduction
movements in foreign exchange rates and interest rates. For
example, a large Philippine listed company recorded losses from 2. Concept of Exposures and Risks
foreign exchange equivalent to 11.4% of its Net Income before
3. Foreign Exchange Exposure and Risk
Tax. A large US bank in a matter of 48 hours had to close down
due to massive withdrawals of its deposits after depositors were 4. Components of a FX Transaction
made aware of significant losses on its bond portfolio arising from
5. Foreign Exchange Rate Quotation
higher interest rates. This course is designed for participants to gain
confidence and competency to protect financial results from market 6. The FX Markets -Geography, Types
changes of foreign exchange rates and interest rates.
7. Factors Affecting FX rates

This course will show how to identify and measure foreign exchange 8. Types of FX Transactions
and interest rate exposures that are created in the normal course of 9. Forward Rate, Forward Points, Non-Delivery Forwards
operations of a company, how to measure the risk of potential loss
arising from the exposures, and how to manage these risks using 10. Review of FX Transactions, Markets

foreign exchange and interest rate products. Illustration of risks will


be discussed from the viewpoint of both the corporate side (who will Module 2
require FX and interest rate products to hedge their risks) and the
1. FX Swaps
bank side (who will provide such hedging products to their clients).
2. FX Options

3. Review of FX Swaps and Options

4. Managing FX Exposures Using various FX Products


Module 3 Module 4

1.Interest Rate Exposures and Risks 1.Counterparty Risks in FX & IR deals

2. Interest Rate Gaps -Pre-Settlement & at Settlement date

3. Interest Rate and Liquidity Gaps 2. Limits to Control Market and Counterparty Risks of various FX &
IR transactions/positions
4. Factors Affecting Interest Rates
3. Review Counterparty risks and limits to control Market and
5. Monetary Policy Framework Counterparty risks in various FX & IR transactions

6. Interest Rate Products: Bonds, Repos, IRS, CCS and 4. Case Studies on measuring FX and Interest Rate Exposures,
elated market risks managing the related risks and recommending hedging measures,
if warranted.
7. Review of exposures in Interest rates and related risks
5. Closing
8. Managing Interest Rate Exposures using loans/deposit,
bonds, repo, IRS, CCS
RESOURCE
PERSON
Mr. Clemente Escaño is an in-house trainer at large banks and has conducted training at official
institutions such as the South East Asian Central Banks Training Centre (SEACEN), Bank Indonesia,
Institute of Banking and Finance, Singapore; financial institutions; and large corporations in
Singapore, Manila, Jakarta, Kuala Lumpur. He is also a Consultant on financial market products,
services, risk management, financial markets group organizational structure and policies and human
resource development.

Prior to this, he worked at senior management levels in Citibank Manila, Hong Kong, Singapore,
Bank of America, Union Bank of Switzerland, ABN AMRO Bank, Jakarta, Indonesia.

He was the founding Director of Singapore International Monetary Exchange (SIMEX). He also
CLEMENTE ESCAÑO served as Director, Institute of Banking and Finance, Singapore, and Chairman, Singapore Foreign
Exchange Market Committee, to name a few.

Mr. Escaño completed his Bachelor’s degree in Economics from Xavier University and Master’s
degree in Industrial Economics from University of Asia and the Pacific. He is also a Certified Reiss
Profile Master.
PROTECTING FINANCIAL RESULTS FROM FX
AND INTEREST RATE RISKS
PROGRAM DETAILS

May 20, 21, 23 & 24, 2024


Monday - Friday
1:00 - 5:00 PM

Synchronous sessions via Zoom


Materials and Exam will be accessed through the AteneoBlueCloud (Canvas LMS)

PROGRAM FEE

Php 10,000 (Early Eagle Rate until May 6)


Php 11,000 (Regular Rate)

*Schedules and prices may change without prior notice.

INCLUSIONS

● Digital copies of the materials can be accessed through AteneoBlueCloud


(Canvas LMS)
● Digital Certificate of Completion

REGISTER NOW!
Mr. AA Agabao
(+63) 956 477 2371
(+63) 2 8830-2040
[email protected]
[email protected]

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