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Envelope-to: caut@saraya.world
Delivery-date: Mon, 19 Dec 2022 21:01:41 +0800
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Date: Mon, 19 Dec 2022 13:00:51 +0000 (UTC)
From: Anqi Cao <anqic@eu.marcusevanspt.com>
Mime-Version: 1.0
Message-ID: <LgOwXBe1Qn2cjxZWOTNY5w@geopod-ismtpd-1-1>
Subject: The hedging products available and their pros and cons
Reply-To: anqic@eu.marcusevanspt.com
To: Alex CAUT <caut@saraya.world>

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In-House Training Solution: Interest Rate Hedging

Hi Alex,

Mark Taylor, an experienced former derivatives trader has developed this In=
-house training programme for the employees in your organisation whose role=
s involve managing interest rate risk. This 12-hour course will walk them t=
hrough the life cycle of interest rate hedging and provide practical tools =
for them to use on an ongoing basis.

It will start by=C2=A0introducing interest rate risk and how we quantify it=
, then=C2=A0determine what it is you are looking to protect against; such a=
s changes in the market valuation of assets and liabilities, or reducing un=
certainty in cash flow and interest income/expense.

Once we have determined methods for defining both aspects of this risk, we =
will explore the hedging choices available.

*PROGRAMME STRUCTURE*

*MODULE 1 & 2*

*MODULE 3 & 4*

Interest Rate Risk and the Hedging Decision
Interest Rate Risk Measuring and Managing
Interest Rate Risk Hedging

Hedge Lifecycle
The Replacement of Ibor Reference Rates
Analysis of Real Company Hedging Decisions

By arranging this practical and interactive in-house training for your team=
 - which can be customised and delivered virtually or in-person on dates an=
d times convenient for them- the attendees will leave understanding=C2=A0di=
fferent ways of defining and measuring interest rate risk and the hedging p=
roducts available, along with their pros and cons.

They will also be able to learn:

=E2=80=A2 How an interest rate hedge behaves over time including the evolut=
ion of break costs

=E2=80=A2 The new RFR rates which replace LIBOR, and the likely future for =
other IBOR rates

=E2=80=A2 The approaches adopted by various real companies in hedging inter=
est rate risk

Please email me for more information including the pricing and booking deta=
ils as well as customisation and participant numbers.

Anqi Cao
Marketing Executive
marcus evans
T:=C2=A0+44(0)20 3002 3257
E:=C2=A0AnqiC@marcusevansuk.com

Marcus Evans In-house solutions:

The Marcus Evans financial training division is a=C2=A0market-leading provi=
der=C2=A0of practical and interactive training courses, tailored to the spe=
cific requirements of industry practitioners from the financial sector.

We have been delivering high-quality courses for=C2=A0over 20 years=C2=A0to=
=C2=A0major financial institutions=C2=A0including JPMorgan Chase, Morgan St=
anley, Bank of America, Citigroup, Goldman Sachs, and Barclays among many m=
ore.

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ign:inherit; background-color:#e76f51;" height=3D"100%" valign=3D"top" bgco=
lor=3D"#e76f51" role=3D"module-content"><div><div style=3D"font-family: inh=
erit; text-align: inherit"><span style=3D"color: #ffffff; font-family: aria=
l, helvetica, sans-serif; font-size: 18px">In-House Training Solution: Inte=
rest Rate Hedging</span></div><div></div></div></td>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"text" border=
=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-la=
yout: fixed;" data-muid=3D"f0d8ec6f-550e-41bf-a9cb-9ff8a8c90798" data-mc-mo=
dule-version=3D"2019-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit;" height=3D"100%" valign=3D"top" bgcolor=3D"" role=3D"module-co=
ntent"><div><div style=3D"font-family: inherit; text-align: inherit">Hi Ale=
x,</div>
<div style=3D"font-family: inherit; text-align: inherit"><br></div>
<div style=3D"font-family: inherit; text-align: inherit">Mark Taylor, an ex=
perienced former derivatives trader has developed this In-house training pr=
ogramme for the employees in your organisation whose roles involve managing=
 interest rate risk. This 12-hour course will walk them through the life cy=
cle of interest rate hedging and provide practical tools for them to use on=
 an ongoing basis.</div>
<div style=3D"font-family: inherit; text-align: inherit"><br>
It will start by&nbsp;introducing interest rate risk and how we quantify it=
, then&nbsp;determine what it is you are looking to protect against; such a=
s changes in the market valuation of assets and liabilities, or reducing un=
certainty in cash flow and interest income/expense.<br>
<br>
Once we have determined methods for defining both aspects of this risk, we =
will explore the hedging choices available.&nbsp;</div><div></div></div></t=
d>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"text" border=
=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-la=
yout: fixed;" data-muid=3D"51dd0246-d9a1-4550-b8d3-467cf8d2453d" data-mc-mo=
dule-version=3D"2019-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit; background-color:#219ebc;" height=3D"100%" valign=3D"top" bgco=
lor=3D"#219ebc" role=3D"module-content"><div><div style=3D"font-family: inh=
erit; text-align: inherit"><span style=3D"color: #ffffff"><strong>PROGRAMME=
 STRUCTURE</strong></span></div><div></div></div></td>
      </tr>
    </tbody>
  </table><table border=3D"0" cellpadding=3D"0" cellspacing=3D"0" align=3D"=
center" width=3D"100%" role=3D"module" data-type=3D"columns" style=3D"paddi=
ng:0px 0px 0px 0px;" bgcolor=3D"#FFFFFF" data-distribution=3D"1,1">
    <tbody>
      <tr role=3D"module-content">
        <td height=3D"100%" valign=3D"top"><table width=3D"290" style=3D"wi=
dth:290px; border-spacing:0; border-collapse:collapse; margin:0px 10px 0px =
0px;" cellpadding=3D"0" cellspacing=3D"0" align=3D"left" border=3D"0" bgcol=
or=3D"" class=3D"column column-0">
      <tbody>
        <tr>
          <td style=3D"padding:0px;margin:0px;border-spacing:0;"><table cla=
ss=3D"module" role=3D"module" data-type=3D"text" border=3D"0" cellpadding=
=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-layout: fixed;" data=
-muid=3D"97166d41-0f5d-48e2-a355-ae41bc32339a" data-mc-module-version=3D"20=
19-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit; background-color:#023047;" height=3D"100%" valign=3D"top" bgco=
lor=3D"#023047" role=3D"module-content"><div><div style=3D"font-family: inh=
erit; text-align: center"><span style=3D"color: #ffffff"><strong>MODULE 1 &=
amp; 2</strong></span></div><div></div></div></td>
      </tr>
    </tbody>
  </table></td>
        </tr>
      </tbody>
    </table><table width=3D"290" style=3D"width:290px; border-spacing:0; bo=
rder-collapse:collapse; margin:0px 0px 0px 10px;" cellpadding=3D"0" cellspa=
cing=3D"0" align=3D"left" border=3D"0" bgcolor=3D"" class=3D"column column-=
1">
      <tbody>
        <tr>
          <td style=3D"padding:0px;margin:0px;border-spacing:0;"><table cla=
ss=3D"module" role=3D"module" data-type=3D"text" border=3D"0" cellpadding=
=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-layout: fixed;" data=
-muid=3D"8b6247a3-b976-4bb3-9c4a-2012e8ffac84" data-mc-module-version=3D"20=
19-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit; background-color:#023047;" height=3D"100%" valign=3D"top" bgco=
lor=3D"#023047" role=3D"module-content"><div><div style=3D"font-family: inh=
erit; text-align: center"><span style=3D"background-color: rgb(2, 48, 71); =
color: #ffffff"><strong>MODULE 3 &amp; 4</strong></span></div><div></div></=
div></td>
      </tr>
    </tbody>
  </table></td>
        </tr>
      </tbody>
    </table></td>
      </tr>
    </tbody>
  </table><table border=3D"0" cellpadding=3D"0" cellspacing=3D"0" align=3D"=
center" width=3D"100%" role=3D"module" data-type=3D"columns" style=3D"paddi=
ng:0px 0px 0px 0px;" bgcolor=3D"#FFFFFF" data-distribution=3D"1,1">
    <tbody>
      <tr role=3D"module-content">
        <td height=3D"100%" valign=3D"top"><table width=3D"290" style=3D"wi=
dth:290px; border-spacing:0; border-collapse:collapse; margin:0px 10px 0px =
0px;" cellpadding=3D"0" cellspacing=3D"0" align=3D"left" border=3D"0" bgcol=
or=3D"" class=3D"column column-0">
      <tbody>
        <tr>
          <td style=3D"padding:0px;margin:0px;border-spacing:0;"><table cla=
ss=3D"module" role=3D"module" data-type=3D"text" border=3D"0" cellpadding=
=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-layout: fixed;" data=
-muid=3D"503a009a-b3b3-43a5-b97e-06c8af76e741" data-mc-module-version=3D"20=
19-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit;" height=3D"100%" valign=3D"top" bgcolor=3D"" role=3D"module-co=
ntent"><div><div style=3D"font-family: inherit; text-align: center">Interes=
t Rate Risk and the Hedging Decision</div>
<div style=3D"font-family: inherit; text-align: center">Interest Rate Risk =
Measuring and Managing</div>
<div style=3D"font-family: inherit; text-align: center">Interest Rate Risk =
Hedging</div><div></div></div></td>
      </tr>
    </tbody>
  </table></td>
        </tr>
      </tbody>
    </table><table width=3D"290" style=3D"width:290px; border-spacing:0; bo=
rder-collapse:collapse; margin:0px 0px 0px 10px;" cellpadding=3D"0" cellspa=
cing=3D"0" align=3D"left" border=3D"0" bgcolor=3D"" class=3D"column column-=
1">
      <tbody>
        <tr>
          <td style=3D"padding:0px;margin:0px;border-spacing:0;"><table cla=
ss=3D"module" role=3D"module" data-type=3D"text" border=3D"0" cellpadding=
=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-layout: fixed;" data=
-muid=3D"a1ea30f2-0c48-4e56-b7fd-b2aee0dfecec" data-mc-module-version=3D"20=
19-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit;" height=3D"100%" valign=3D"top" bgcolor=3D"" role=3D"module-co=
ntent"><div><div style=3D"font-family: inherit; text-align: center">Hedge L=
ifecycle</div>
<div style=3D"font-family: inherit; text-align: center">The Replacement of =
Ibor Reference Rates</div>
<div style=3D"font-family: inherit; text-align: center">Analysis of Real Co=
mpany Hedging Decisions</div><div></div></div></td>
      </tr>
    </tbody>
  </table></td>
        </tr>
      </tbody>
    </table></td>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"spacer" bord=
er=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-=
layout: fixed;" data-muid=3D"999ef165-4173-472d-9e09-11fcb01459de">
    <tbody>
      <tr>
        <td style=3D"padding:0px 0px 10px 0px;" role=3D"module-content" bgc=
olor=3D"#219EBC">
        </td>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"text" border=
=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-la=
yout: fixed;" data-muid=3D"66f306ff-57bf-4ac8-91c7-0be0e67d3876" data-mc-mo=
dule-version=3D"2019-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit;" height=3D"100%" valign=3D"top" bgcolor=3D"" role=3D"module-co=
ntent"><div><div style=3D"font-family: inherit; text-align: inherit">By arr=
anging this practical and interactive in-house training for your team - whi=
ch can be customised and delivered virtually or in-person on dates and time=
s convenient for them- the attendees will leave understanding&nbsp;differen=
t ways of defining and measuring interest rate risk and the hedging product=
s available, along with their pros and cons.&nbsp;<br>
<br>
They will also be able to learn:<br>
<br>
=E2=80=A2 How an interest rate hedge behaves over time including the evolut=
ion of break costs<br>
<br>
=E2=80=A2 The new RFR rates which replace LIBOR, and the likely future for =
other IBOR rates<br>
<br>
=E2=80=A2 The approaches adopted by various real companies in hedging inter=
est rate risk&nbsp;</div><div></div></div></td>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"spacer" bord=
er=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-=
layout: fixed;" data-muid=3D"15be7825-83e1-4529-be59-f63b6ee888d8">
    <tbody>
      <tr>
        <td style=3D"padding:0px 0px 10px 0px;" role=3D"module-content" bgc=
olor=3D"#219EBC">
        </td>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"text" border=
=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-la=
yout: fixed;" data-muid=3D"81dc0384-6f9e-46e9-b92d-706d764b58a9" data-mc-mo=
dule-version=3D"2019-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit;" height=3D"100%" valign=3D"top" bgcolor=3D"" role=3D"module-co=
ntent"><div><div style=3D"font-family: inherit; text-align: inherit">Please=
 email me for more information including the pricing and booking details as=
 well as customisation and participant numbers.<br>
<br>
<br>
Anqi Cao<br>
Marketing Executive<br>
marcus evans<br>
T:&nbsp;+44(0)20 3002 3257<br>
E:&nbsp;AnqiC@marcusevansuk.com &nbsp;</div><div></div></div></td>
      </tr>
    </tbody>
  </table><table class=3D"module" role=3D"module" data-type=3D"text" border=
=3D"0" cellpadding=3D"0" cellspacing=3D"0" width=3D"100%" style=3D"table-la=
yout: fixed;" data-muid=3D"841634ff-9fa5-4e54-8744-5628e898e74c" data-mc-mo=
dule-version=3D"2019-10-22">
    <tbody>
      <tr>
        <td style=3D"padding:18px 10px 18px 10px; line-height:22px; text-al=
ign:inherit; background-color:#E76F51;" height=3D"100%" valign=3D"top" bgco=
lor=3D"#E76F51" role=3D"module-content"><div><div style=3D"font-family: inh=
erit; text-align: inherit"><span style=3D"color: #ffffff; font-size: 18px">=
Marcus Evans In-house solutions:</span></div>
<div style=3D"font-family: inherit; text-align: inherit"><span style=3D"col=
or: #ffffff"><br>
The Marcus Evans financial training division is a&nbsp;market-leading provi=
der&nbsp;of practical and interactive training courses, tailored to the spe=
cific requirements of industry practitioners from the financial sector.<br>
<br>
We have been delivering high-quality courses for&nbsp;over 20 years&nbsp;to=
&nbsp;major financial institutions&nbsp;including JPMorgan Chase, Morgan St=
anley, Bank of America, Citigroup, Goldman Sachs, and Barclays among many m=
ore.</span></div><div></div></div></td>
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