Join Us for the Webinar on Corporate Fx VAR (Value at Risk) and Strategy Optimization

28th March 2023, 11 AM GMT








Key Take-aways from the session

1. How to measure and manage Fx Risk using VaR ( Value at Risk) and Profitability at Risk.

2. How to strategize and optimize to ensure minimum VaR and PaR

3. Hedge strategy which maximises savings and minimises risks and losses.

4. QnA’s

Significance of the webinar


Corporate FX VAR (Value at Risk) and strategy optimization are important concepts in managing foreign exchange risk for corporations.

FX VAR is a measure of the potential loss in the value of a company’s foreign exchange positions due to market volatility over a specified time horizon.

Inappropriate value-at-risk (VAR) measures may lead to several negative outcomes for a company. Here are some potential consequences:

  • Underestimation of risk
  • Overestimation of risk
  • Ineffective risk management
  • Reputation risk

Join this webinar to discuss & solve all your challenges and to:

To stay updated about the current market movements for decision and strategy making
 To solve the main difficulties that senior management in the corporate treasury team confronts
To track and monitor Fx, Interest rates and Commodities markets in a much deeper way
To obtain knowledge that can be immediately applied for risk management decisions.

Wondering who all can attend this session?

This webinar is specially curated for all the working professionals who are directly or indirectly involved in the treasury of their organization. 

Speaker: Samir Lodha

Samir Lodha founded QuantArt in 2012. He is an MBA from the Indian Institute of Management Calcutta (IIMC) and has around 20 years of experience in Forex and Interest rate risk management.

Prior to that, he had worked in senior positions with foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director), and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures.

He has significant experience in Fx and rate markets along with a sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation, and risk-return optimization.

Speaker: Srinivas Puni

Srinivas Puni is an MBA from the Indian Institute of Management Bangalore (IIMB) with over 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past.

He conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. He specifically handles pricing, valuations, structuring, risk modeling etc

Improve Your Treasury Strategies with QuantArt

We monitor your positions everyday

We study market day in, day out. Hence, comprehensive coverage

 We have our In-house software to show exposures, refer forward rates, calculate MTM, generate option pricing

Sign-up for the Webinar



QuantArt Technologies Pte. Ltd.

1, North Bridge Road,

#11-10, High Street Centre,

Singapore – 179094

Email us:[email protected]


QuantArt Market Solutions Pvt. Ltd.

Unit No. G5, Ground Floor, Unit No. 02, First Floor, Trade Centre, Bandra Kurla Complex, Bandra (E),
Mumbai – 400051, Maharashtra
Phone No:-8240245752,
Email id:-[email protected]