The KPMG Essentials of Interest Rate Risk Management workshop is structured to reinforce understanding and promote practical application for all attendees.
It is ideally suited to:
• CFO
• Treasurer
• Financial Controller
• Corporate Accountant
• Internal Auditor
9:00 – 9:45 Interest Rate Markets
• Reference rates
• Yield Curves
• Credit Spreads
• Exchange Traded v OTC Markets
9:45 – 10:30 Interest Rate Markets – Products
• Exchange Traded Products
• Physical Products – Bills, Bonds, CP, FRN’s
10:30 – 10:45 Morning tea break
10:45 – 11:45 Hedging – OTC Derivative Products
• Forward Rate Agreements (FRA’s)
• Interest Rate Swaps
• Interest Rate Options
• Caps, Collars, Swaptions
• Combinations – Participating Fixed rate
11:45 – 12:45 Risk Management
• Interest Rate Risks
• Risk Management Policy
• Risk Management Techniques
• Reporting
12:45 – 1:30 Lunch break
1:30 – 2:30 Valuation
• Methodology – FRAs, Interest rate
Swaps & Options
2:30 – 3:30 Hedge Accounting
• Hedge Accounting Criteria
• Hedge documentation
• Measuring hedge effectiveness
• Application to Interest Rate Swaps
3:30 – 3:45 Afternoon tea break
3:45 – 5:00 Case Studies
5:00 Finish
This course and material provided as part of the course is for information and training purposes only and is not intended to influence a person in making a decision in relation to a financial product or an interest in a financial product, including as regards the structuring of any financial product.
No one should act on any information or material in this course without obtaining appropriate professional advice and after a thorough examination of the accuracy and appropriateness of the information having regard to their objectives, financial situation and needs.

Dane Birdseye has 20 years experience in financial markets working for numerous investment and commercial banks in Perth, Sydney and London.
He has held various roles in front, middle and back office with 8 years advising clients from small business through to large institutions on various hedging strategies and instruments. Dane has extensive knowledge of derivative hedging products over interest rate, foreign exchange and commodities markets. He provides advice to companies on hedging strategy, policy development and other aspects of financial risk management. Dane is a FTA Board member and member of FINSIA and CPA.
Ross atkinson has more than 25 years experience in financial markets working for banks in Perth, Sydney, Hong
Kong and Singapore in a variety of senior management roles specialising in financial market risk instruments and hedging specifically related to interest rates and debt management. For 5 years prior to joining KPMG in 2013, Ross had been working with Oakvale Treasury as Divisional
Director of the Interest rates and Debt management division. Prior to joining Oakvale Ross was Treasurer - Asia Pacific for DZ Bank, based in Singapore with responsibility for the Singapore and Hong Kong dealing rooms for Interest rate and Fx trading for all clients in Asia, plus managing a debt portfolio in excess of 15 billion EURO. Previous to this,
Ross spent 5 years in Hong Kong as Treasurer for HypoBank, managing a team of 8 people and looking after Hypo’s regional funding, interest rate and foreign exchange activities.
A 1 day course with registration commencing from 8:45am, course starting at 9am through to 5pm.
Select location
Perth – KPMG, Level 8, 235 St Georges Tce
Adelaide – KPMG, Level 7, 151 Pirie Street
Melbourne – KPMG, Level 5, 147 Collins Street
Date – Friday 21 March 2014
Date – Friday 20 June 2014
Date – Friday 22 August 2014
Course fees – $770 – The fee is inclusive of GST, seminar materials, lunch and refreshments.
Return completed registration forms to: KPMG Financial Risk Management, Level 8, 235 St Georges Tce, Perth, WA 6000
Or email to: dbirdseye@kpmg.com.au
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EFT to: Bank Name: Westpac Banking Corporation Account Name: KPMG Australia Swift code: WPACAU2S
BSB No: 034 002 Account No: 493 529 Reference / description: FRM Essentials
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Payment Policy – Payment of course fees must be made prior to the commencement of the course.
Cancellation – Participants who cancel their enrolment more than 14 days prior to the scheduled commencement of the course will be refunded all fees less an administration charge of $70.
Participants who cancel their enrolment less than 14 days prior to the scheduled commencement of the course will not be entitled to a refund. Participants may send another representative in their place.
TAx INVOICE – THIS DOCUMENT BECOMES A TAx INVOICE/RECEIPT UPON PAYMENT.
PLEASE RETAIN A COPY FOR YOUR RECORDS.
ABN 51 194 660 183
Contact:
Dane Birdseye
Associate Director
KPMG Financial Risk Management
08 9263 7236 dbirdseye@kpmg.com.au
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