A workshop for an understanding of exposure and risk. Practical execution of hedge, explanation of its strategies and designing a monitoring mechanism.
KOLKATA, WEST BENGAL, INDIA, July 10, 2021 /EINPresswire.com/ — QuantArt Market Solution announces virtual training workshop on 13th July 2021 via Zoom from 5 PM onwards. The workshop offers knowledge and capability building on Commodity hedging in LME, CME, OTC, etc by Indian companies.
Recently, Commodity prices have become extremely volatile and often pose a hindrance to business planning and deal-making. To protect, one needs to hedge. QuantArt invites all the Corporate Treasurers & Risk Managers to attend this virtual training workshop. This workshop will cover –
– Correlation Analysis
– The basics of risk hedging
– Hedge Instruments & their comparison
– How to open an account
– Execution of hedges
– OTC Vs Exchanges
The workshop will also provide a better understanding of exposure and risk. Practical execution of hedge, explanation of its strategies and designing a monitoring mechanism.
As the world is becoming more globalized and countries are adopting liberal market-friendly policies, businesses can source their raw materials from cheaper markets and they get a larger market to sell their finished goods. The mechanism to execute this, however, is seemingly complex and may involve financial intermediaries. When it comes to commodities, most of them are heavily traded in only a few exchanges around the world. However, there lies a wide information asymmetry in understanding the financial products associated with such trades and the underlying mechanism. QuantArt wishes to bridge the asymmetry through this online webinar.
Samir Lodha founded QuantArt in 2012 which has been running for the last 9 years. He is an MBA from IIM Calcutta with 20 years in senior positions with Foreign exchange treasuries of JP Morgan, HSBC and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation and risk-return optimization.
Srinivas Puni is an MBA from IIM Bangalore with more than a decade of experience structuring forex and interest rates derivatives. He worked with banks like JP Morgan, Standard Chartered, Yes Bank and Axis Bank in the past. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modelling. He has conducted training on foreign exchange and risk management as well as advice specifically for large clients.
About QuantArt Market Solutions
QuantArt was started in 2012 with a vision to establish a level playing field for both the banks and corporates. The objective is to make the client profit no matter which side the market movements happened. QuantArt is a niche USDINR and risk management advisory firm run. The advisory is provided by senior advisors and directors without any delegation. Every client’s portfolio is managed by one of the three members of the leadership team. They review each client every morning and evening to decide on the course of action. QuantArt aligns itself with the client’s vision and sets up quantified measurable objectives. These objectives are unique for each client. QuantArt does regularly structured data-driven reviews to assess “Committed vs. Achieved.”
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QuantArt Market Solutions
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