Corporate Hedging and Derivatives

Start Date:Mar 8, 2018 End Date:Mar 10, 2018
Last Date for Application:February 22, 2018 Last Date for Early Bird:February 15, 2018
Programme Fee: 100000 INR

Plus 18% GST

Early Bird Fee:93000 INR

Plus 18% GST

The programme is designed to discuss the use of derivatives and structured financial instruments for corporate hedging and risk management in practice. The focus of the programme would be on understanding the products popularly offered to companies by banks to hedge foreign exchange, commodity price and interest rate risks. 

The objective of the programme is to expose senior management in medium to large sized corporations to the practicalities of corporate hedging and risk management. In particular, it would enable participants to decide the optimal mix of hedging instruments, and using examples from real-world term-sheets expose them to consequences of hedging with the wrong products. 

The programme will cover the following topics :

• Identifying risk exposures

• Which risks to hedge: The need for hedging

• Which instruments to hedge different risks with: Deciding the mix of forwards and options

• Hedging using structured products (e.g. barrier options): What is possible and what is not

• Identifying mis-selling of structured products and potential red flags

• Basis risk and hedge accounting

• Risk management policy for corporations 

Managers working in finance and treasury department at medium to large sized corporations, banks and infrastructure and project finance companies. 

The pedagogy will include lectures, case studies, group discussion, and exercises.

Faculty Chair

Vineet Virmani

Programme Faculty

Jayanth R. Varma

Vineet Virmani