Participants in this Treasury Management Academy course will gain a comprehensive understanding of the Treasury Department and its operations. This training will be particularly beneficial to professionals working in the Treasury department of a bank or corporation, as well as relationship managers, accountants, risk managers, internal/external auditors, regulators, operations staff, and other financial professionals. The greatest practical tools and strategies for Treasury management will be provided to participants in this training. The course will provide attendees with the most up-to-date and useful tools and approaches they can utilize in their organization to improve effectiveness, efficiency, and profitability through lectures, real-world case studies, and workshops.
At the end of this course, participants will be able to:
Determine the role of the Treasury Department in a corporate and banking setting.
Recognize the functions and obligations of the CFO and Treasurer.
Find out what a bank's Treasury function's best practices are.
Recognize how the institution is funded by the Treasury.
Examine the main elements of the yield curve and yield conventions in funding pricing.
Identify and describe the main money market products used for short-term financing, such as repo and interbank deposits.
Understanding and utilizing foreign exchange instruments including cross-currency swaps, FX spot, and FX forwards
Determine the best procedures for funding, liquidity, and cash management.
Determine the best procedures for managing bank ALM, including discussion of FTP, LCR, IRRBB, and NSFR.
Accountants, risk managers, operations staff, and other finance professionals, as well as employees in the Treasury division of a bank or corporation, are all intended participants in this course.
Introduction to program
Interest Bearing Funding Products
Yields and Yield Curves
Money Markets and Loans
Bond Markets
Caps and Floors
Market conventions and price convention are introduced in caps and foors.
a series of money market put and call options
Issues with option pricing Alpha, Beta, Theta, Vega, and Rho
Using Bloomberg CCF screens, set pricing caps and floors
Paying off the premium
Option buyers who are hedging their risk
Customers offering ways to increase revenue or decrease costs
Structuring Using CCF screens, cost-free collars and participation caps
Treasury uses for caps and doors
Managing Foreign Exchange Risk
Foreign Exchange
Cross- Currency Swaps
Foreign Exchange Option
Advanced Treasury Products including Islamic Treasury Structuring
Exotic Options
Credit Derivatives
Commodity Derivatives
Money Market in Islamic Finance
Understanding Islamic IRS/PRS
Structuring Islamic Caps and Floors
Islamic FX spot and forward
Structuring CCS with Long Term Foreign Currency Murabaha
Islamic FX Options
Managing Corporate Treasury
Corporate Treasury
ALM and Bank Treasury
What is Asset-Liability Management?
Roles and Responsibilities in ALM
ALM and Assessing Market Risk
ALM and Managing Market Risk
ALM and Managing Liquidity Risk
ALM and BIS 3 New Liquidity Regulations
ALM and Basel 3 Regulations on Capital Ratios
ICAAP and SREP for in ALM
Final Thoughts and Future Steps on Treasury Management
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