Delhi Chapter: Strategic Use of FX Derivative Structures to Enhance Risk Management and Treasury Efficiency

In the current global currency landscape, characterized by volatility and uncertainty arising from geopolitical developments, divergent monetary policies, and macroeconomic challenges, managing foreign exchange (FX) exposures has become a key element of comprehensive risk management for organisations. For corporations and financial institutions alike, effective FX risk mitigation extends beyond margin protection to include business continuity, preservation of shareholder value, and sustained competitiveness in international markets.

Join us for an insightful presentation where our speaker will adopt a risk-centric perspective to explore how structured derivatives can be prudently leveraged to safeguard against currency volatility, while remaining aligned with internal risk appetite, regulatory requirements, and accounting standards.

Attendees will gain valuable insight into advanced FX derivative structures that not only address currency risk effectively but also facilitate cost-efficient hedging and enhance overall treasury outcomes.

Agenda

6:00 – 6:50 pm Registration

6:50 – 7:00 pm Introduction and welcome

7:00 – 8:15 pm Speaker presentation

8:15 – 8:40 pm Audience Q&A

8:40 – 9:30 pm Dinner and networking