A must attend event for all businesses with foreign currency exposures
Early Bird Registrations just $1140 + gst.
Opening Remarks from the Chair. Nathan Lusted – Head of Foreign Exchange, St George Bank
Understanding and Valuing Foreign Exchange Risk. Tiffany Hutcheson – Lecturer, Finance, School of Finance and Economics, UTS
• An introduction to common derivative products with an emphasis on FX
• Understanding the key components of the Black Scholes (1973) and Merton’s (1973) option pricing methodologies
• Other risk valuation methods
• Monitoring and managing currency exposures
Morning Tea
What’s driving the Australian Economy? Janu Chan – Economist, St George Bank
• A survey of domestic factors that drive currency volatility
• International economic recovery and the effects of fiscal stimuli
• Sources of potential long-run shocks to regional currencies
• The end of the commodities super-cycle
Outlook for the Major Global Currencies. Sean Callow – Senior Currency Strategist, Westpac
• Emerging risks and trends facing the global currency markets
• The forward outlook for the currencies of Australia’s major trading partners
• Perceptions of the AUD in the global currency market
• Forward outlook for the Australian dollar
Lunch
Stronger No Longer – The end of the Commodity Super-Cycle? Daniel Morgan – Global Commodity Analyst, UBS
Daniel will review the current and forward outlook for commodity prices and the consequences for the Australian economy. Will improving economic growth in China and the United States, and early signs of European recovery balance the vast levels of new resource supplies coming online, and what are the implications for the Australian currency?
FX Dealings & Internal Controls, Compliance & Risk Management. Partner, Financial Services Risk Management, TBA
• Risk thresholds & FX volatility
• Risk controls & compliance infrastructure in the post GFC environment
• Board level issues for treasury risk management
Afternoon Tea
To Hedge or Not to Hedge. Paul Travers – Executive Director, Oakvale Treasury
• Observations of the currency hedging practices of Australian corporates
• Currency turbulence and risk management performance
• To hedge or not to hedge?
• Outsourcing Forex and Treasury Operations:
– Outsourcing, risk and the bottom line
– Alternative outsourcing options
Dynamic Currency Hedging. Dr Lloyd Alty – Head of Currency, Macquarie Investment Management
• Managing currency risk
• Varying approaches to hedging
• Comparing difference hedging approaches
• Macquarie and currency risk management
Closing Remarks from the Chair.
End of Session Networking Cocktails