Interest Rate and Foreign Exchange Risk
Organisations carry rate and currency exposure whether or not they choose to manage it. This course covers measuring those exposures and deciding what to hedge and what to accept.
Course outline
What this programme covers, module by module.
- 01Where interest rate and currency exposure arises
- 02Measuring exposure: transaction, translation and economic
- 03Instruments available and how each works
- 04Deciding what to hedge and what to accept
- 05Pricing, margins and the cost of hedging
- 06Hedge accounting and its reporting effect
- 07Policy, limits, mandates and governance
What you will gain
- Identify where rate and currency exposure arises
- Measure exposure across the balance sheet and cash flows
- Explain the instruments available to hedge
- Decide what to hedge and what to leave open
- Account for hedges and understand the reporting effect
- Set and govern a hedging policy
Who should attend
- Treasury and finance staff
- Risk professionals
- Finance managers in importing or exporting businesses
- Auditors reviewing treasury activity
Upcoming sessions
| Date | City | Duration | Fees | Book |
|---|---|---|---|---|
| 9 to 11 Nov 2026 | Durban | 3 Days | R13,000 | |
| 24 to 26 Nov 2026 | Cape Town | 3 Days | R13,000 | |
| 11 to 13 Jan 2027 | Johannesburg | 3 Days | R13,000 | |
| 8 to 10 Feb 2027 | London | 3 Days | US$1,500 | |
| 12 to 14 Apr 2027 | Dubai | 3 Days | US$1,500 | |
| 28 to 30 Jun 2027 | Pretoria | 3 Days | R13,000 |
Fees are per delegate and exclude VAT. Public intakes are confirmed once minimum numbers are met. We also deliver this course on your own schedule, in-house or live online.
Enquire about this course
Register your team or ask for a tailored in-house quote. We reply within one working day.
WhatsApp usCourse brochure (PDF)- Fees from
- R13,000 per delegate
- Duration
- 3 Days
- Field
- Banking & Financial Services
- Formats
- In-house, public, online
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