Introduction to Interest Rate Risk Management for Corporate Treasury
• Which market factors to consider from a business perspective, that create interest rate risk
• How to create an interest rate risk management strategy that protects the business to a level of risk that is acceptable to the board and investors
• How to manage the underlying risk in line with a firm’s business strategies and objectives, all this while the markets may already have reached a long term low point across the whole yield curve.
• Interest risk management and financial reporting: an introduction to hedge accounting This session also sets the stage for future webinars in the series on IBOR Transition for Corporate Treasury.
Speakers
André Pereira
Hedge Accounting Product Manager
Bloomberg L.P.
André is a product manager at Bloomberg, responsible for the hedge accounting solution in EMEA. He has extensive experience in the technical accounting (including hedge accounting) and valuation of complex financial instruments under IFRS, providing technical accounting advice, risk management and treasury consulting services to a number of FTSE 100 and large multinational corporate treasuries.
He has dedicated large part of his career improving the effectiveness and efficiency of treasury activities, processes and workflow; whether by active participation in the strategic vision and product roadmap planning of software vendors or as consultant and advisor to large corporations and financial institutions.
Mark Lewis
Head of Product Management, Corporate Treasury
Bloomberg L.P.
Mark Lewis is the Head of Product Management for Corporate Treasuries at Bloomberg. He leads the team responsible for delivering the treasury and risk management solutions. A qualified member of the Association of Corporate Treasurers, he has over thirty years of experience in the sector. Prior to arriving at Bloomberg in 2013 he worked in the Treasury departments of several firms including the logistics services company TNT, EMI Music and Metal Box Packaging. More recently, he served as director of Baering Consulting, and Head of Product Management at Wallstreet Systems.
Jeremy Wilson
Fixed Income Market Specialist
Bloomberg L.P.
Jeremy is a Fixed Income market specialist, with a particular focus on rates derivatives and helping our clients to navigate regulatory change, including the LIBOR transition. 12 years market-making interest rate swaps at Credit Suisse, Royal Bank of Canada and BNP Paribas, including time in Sydney, Hong Kong and London and covering various currencies including EUR, USD, AUD, JPY, NZD and HKD. Latterly, 4 years providing consultancy, thought leadership and engagement delivery to financial services clients, specialising in Front Office topics and a wide range of emerging risks, including LIBOR transition.