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Level

Intermediate

Location and Duration 

Johannesburg; 3 days

Overview

This three-day workshop provides a unique opportunity to investigate the fundamental techniques required to profitably trade and manage a portfolio of foreign exchange forward instruments, including FX swaps and a variety of vanilla and non-vanilla forward contracts.

Learning Outcomes

  • Price and trade matched and mismatched principal FX swaps
  • Price and trade forward-forward FX swaps
  • Price and trade FX outrights, partially/fully optional forwards, NDFs and synthetic forwards
  • Value portfolios by constructing market-based curves
  • Reverse engineer FX forwards and swaps into their component risks
  • Comprehend and apply appropriate risk measures
  • Anticipate potential market scenarios with correct portfolio positioning
  • Price longer-dated FX using the cross-currency basis

Fee

ZAR 13 950 + VAT

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