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treasuryXL2026-04-30 12:05:102026-04-30 12:05:10Manager Treasury Technology @ EY
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treasuryXL2026-04-30 07:00:022026-04-29 16:36:4237th Finance Symposium: Make Connections That Count
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treasuryXL2026-04-29 14:21:202026-04-29 14:21:20Atlar first to use J.P. Morgan Payments’ new API to connect AI agents to banking data in seconds
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treasuryXL2026-04-29 07:00:162026-04-28 14:26:01Recap & Recording: What Your Treasury Should Measure (Even Without a TMS)
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treasuryXL2026-04-28 13:04:232026-04-29 11:30:41Live Session: Smarter FX Risk Management for Today’s Treasury Teams
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treasuryXL2026-04-28 09:57:052026-04-28 09:58:23AI in treasury – where do you stand?
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treasuryXL2026-04-24 07:00:092026-04-23 17:50:21Risk Manager Energie & Commodities – Randstad
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treasuryXL2026-04-23 11:55:102026-04-30 11:53:55Treasury & Commercial Lead DACH (Fintech / Treasury SaaS) @ Embat
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treasuryXL2026-04-23 11:46:062026-04-23 11:46:53Treasury Success Specialist UK (Fintech / Treasury SaaS) @ Embat
Globally, interest rates are changing, but CFOs and treasurers are slow to react to the new environment in currency management. Forward points optimization is a solution to take advantage of the shift in interest rate differentials between currencies, using differences between spot and forward currency rates. This involves a series of top priorities, despite the apparent complexity, driven by the interaction between FX and interest rates.
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