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Indexation and the Creative use of Baltic Indices in Risk Management for Shipping

April 12

Suitable for anyone responsible for the commercial management of ships, freight and risk exposure. You will learn:

  • a comprehensive understanding of all the Baltic Indices; their composition, compilation, intricacies, weightings, correlations and settlements.
  • distinct methods and models for benchmarking vessels against the ‘Baltic vessels’, calculating fair value premiums and discounts, finding value in Forward Curves and applying them to vessel benchmarks, benchmarking both TC and voyage routes against the indices, calculating correlations and making sense of seasonality.
  • how to calculate and account for floating rate exposure in a freight portfolio, building a duration-exposure management matrix, building a ‘fair value’ and market-exposure management matrix, the composition, construction and best use of an FFA derivatives contract and a Fuel Oil derivatives contract as well as understanding the nature of settlement and ‘pin-risk’ in shipping risk management.
  • how to apply derivatives to a freight portfolio, and against specific market exposures, the natural netting that exists in a portfolio, about calendar and commodity spreads, calendar risk, cash flow risk and how to calculate and manage collateral required for derivatives. You will learn about derivatives execution, trade capture and volatility management, and methods for stress testing derivatives hedges.


April 12
Event Category:


SGX Centre
2 Shenton Way, #08-01 SGX Center 1, Singapore 068804 Singapore + Google Map