Join us for a Three-Part Summer Webinar Series in July & August

 

July 30th, 2020 12:30PM - 1:30PM EDT
Credit Awareness – Customers and Vendors
Speaker: Yon Valtchev

Departments across corporations are united in their request for credit modelling. Demand is unprecedented for credit information and portfolio-level predictive analytics as well as raw data.

A new best practice is emerging to ensure active monitoring of counterparties, customers, and suppliers. These consist of developing escalation thresholds for when counterparty risks may become of concern, identifying changes and trends in default probabilities, analyzing companies historically from a credit perspective, and ensuring this data is summarized and distributed to internal stakeholders.

 

August 13th, 2020 12:30 - 1:30PM EDT
Transformational Treasury: Advances in Electronic Trading Automation Free the Logjam in Treasury Operations
Speaker: Brian Williamson

Workflow automation is enabling corporate treasurers to streamline their operations, reduce errors and benefit from improved efficiency and cost savings. However, while specialist software provides treasurers with full visibility of transactions, key processes are still being executed manually. One of these traditionally manual processes is hedging. Today, electronic trading execution has found traction among treasurers in some asset classes such as FX, but has yet to be adopted comprehensively for rates and commodities, where treasuries are often stuck with older legacy systems that don’t provide sufficient inter-operability with other digital workflow platforms.

 

August 27th, 2020 12:30PM - 1:30PM EDT
Common hedge accounting scenarios in current market conditions
Speaker: Yon Valtchev

There are two very common scenarios that Corporate Treasury has seen arise since the economic downturn:

First, many have found that critical terms match failed when forecast exposures change or fail to materialize at all. For most, this has never happened and many aren’t sure what steps to take to maintain hedge accounting treatment on a portion of the hedge.

The second scenario relates to pre-issuance hedging. With interest rates near an all-time low in the U.S., many investment grade corporates plan on issuing debt in the coming months to take advantage of historically low borrowing costs, but aren’t sure when they will issue. The logical hedge is a treasury lock or a forward starting swap to lock in rates now; however, these large notional hedges can cause significant volatility to earnings, and so it’s natural to apply hedge accounting for these.

We will walk through these scenarios and learn more about the hedge accounting treatment for both.


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