Agenda

Agenda

Inflation Risk Management: Agenda

**************************************************
Live virtual course | Below agenda timing is in BST

Respective time in EDT:

Start: 2pm BST / 9am EDT
Break: 3.30pm BST / 10.30am EDT
End: 5.15pm BST / 12.15am EDT

**************************************************

14:00 – 15:30

Introduction to inflation risk

14:00 - 15:30

  • Understanding the current environment
  • Various measures of inflation and the key drivers and impacts
  • The future expectations and consequences of inflation
  • Interpretating yield curves and recent changes
  • Is inflation risk different from inflation?
  • Is inflation a bad thing?
  • Who benefits and who loses from inflation?
  • Should we be concerned about deflation?

15:30 – 15:45

Break

15:30 - 15:45

15:45 – 17:15

Identifying inflation risk

15:45 - 17:15

  • Inflation risk impact in banks
  • Interaction of inflation risk within enterprise risk management
  • Developing warning signs and indicators
  • Measuring uncertainty
  • The impact on:
    • Risk appetite
    • Credit analysis and assessment
    • Modelling techniques
  • Considering stress testing and scenario modelling
  • The relationship to the ICAAP

14:00 – 15:30

Historical relationships between interest rates and inflation

14:00 - 15:30

  • Learning from the past
  • Identifying responses
  • Recognising political risk impacts
  • Understanding impacts on markets
  • Recognising capital market changes
  • Bond hedges

15:30 – 15:45

Break

15:30 - 15:45

15:45 – 17:15

Inflation-linked bonds

15:45 - 17:15

 

  • Nature and types
  • Markets and the impact of regulation
  • Description and returns
  • Strategies for creating and optimizing portfolios of inflation-linked bonds
  • Corporate inflation-linked bonds and inflation derivatives markets

14:00 – 15:30

Risk mitigation approaches

14:00 - 15:30

  • Certainty vs. uncertainty
  • Using derivatives to hedge inflation
  • Key measures to address
  • The nature of the instruments available
  • How to measure the derivatives success
  • Current contract designs and products, including futures and forwards
  • The impact on commodities markets
  • The role of actively managed commodity strategies along with structural sources of potential return

15:30 – 15:45

Break

15:30 - 15:45

15:45 – 17:15

The impact on asset management and treasury assets

15:45 - 17:15

 

  • The role of ALCO
  • The impact on:

Capital fund raising
Fixed income securities
Strategic and tactical asset allocation

 

  • The changing shape of risk
  • The historic role of gold
  • Potential trading strategies including:

Bullion
Gold-related stocks
Exchange-traded funds
Futures
Options
Structured products

View agenda in PDF format

Please fill out your details below