Treasury Crash Course – Topic Guide

An introductory course on treasury operations that provides a mix of core treasury topics as well as certain application topics. The primary focus of the core topics is to introduce key terms that you are likely to see in use in a bank’s Treasury Operations whereas the applications elaborate on key concepts such as treasury profitability, derivatives products and pricing, asset liability management, liquidity management.

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Topics covered

    1. What is a Treasury
      • The Money Market Desk
      • The FX Desk
      • The Equity Desk
      • The Specialized Desks
      • What do treasuries do?
      • Difference between a corporate and bank treasury function
    2. The Treasury Function
    3. FX desk Trade Flows
    4. Treasury operations, including user roles and activities for the front, middle and back office functions
    5. Common Treasury terminology
    6. Treasury markets (such as FX Market, Money Market, Capital Market) and products
    7. Cross Selling Treasury Products
      • Five core themes for treasury customer discussions (Price, Risk, Value, Products and Limits)
      • Core Treasury products and TMU customer reactions
    8. Derivatives Terminology crash course (including products and payoff profiles)
    9. Derivatives Products and Pricing
      • Standard Template for Evaluating Derivatives
      • Types of derivatives (forwards, futures, options, swaps)
      • Product Variations for each type
          • Advanced derivative products (such as structured and credit products)
          • Calculating Forward Prices and Rates in EXCEL
          • Other Treasury Formulas
          • Asset Liability Management
      • Types of risks
      • Duration and Convexity
      • Risk Measurement tools (such as MVE, EAR, NIIR, Gaps, Cost to Close)
      • ALM Applications (immunization, dedication)
          • Liquidity Management
      • Ratios and Analysis
      • Contingency Funding Plan
      • Liquidity Enhancement Techniques
          • Setting Limits
      • Risk Limits and Control Process (including an overview of the types of limits and limit hierarchy)
      • A detailed look at limits (including stop loss, VaR, regulatory, duration, convexity, PVBP, PSR, counterparty, settlement risk, concentration limits)
      • Application of limits to products
      • Liquidity Risk limits (including cash flow mismatch, maturity, concentration, contingent liability limits)
      • Interest Rate Risk limits
      • Limit Breach, Exception Processing and Reporting and  Action Plans for trigger zones
          • Treasury Profitability (FX and Capital Market Desks)
          • Calculating VaR at Risk – step-by-step methodologies, caveats and qualifications
          • Build maturity and liquidity profiles for deposits and advances

 

EXCEL files

The deal also includes 3 EXCEL files that cover the following concepts:

    1. ALM Measurement tools
      • Market Value of Equity (MVE)
      • Earnings at Risk (EAR)
      • Cost to Close – Liquidity Risk
      • Cost to Close – Interest Rate Risk
    2. Duration and Convexity Example
    3. Value at Risk calculations using the Variance-covariance (VCV) and Historical Simulation approaches

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    "A most amazing training - hands down the best, most useful, and most relevant I had during my tenure. Simply put, I loved it and will continue to build on the models. 

    Financial Modeling Course Participant
    FGB Training Academy, 
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    I have attended a number of training courses conducted by Alchemy technologies. Broadly, the areas covered have been Financial Risk Management aspects, Basel II implementation in Pakistan, as well as product knowledge for relatively new products in the our market for instance Financial Derivatives. As trainers, Mr. Jawwad Farid and his team bring in a wealth of conceptual knowledge entwined with their own professional experiences, adapting and honing it to our local market needs. The training courses are very informative and are delivered in a witty and energetic manner. The learning needs of the participants are kept in focus, and they are kept involved by interactive discussions and queries. Personally, I have always left these sessions with a much better understanding and grasp over the subjects delivered, which has helped me professionally.”

    Senior Manager & Team Leader
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    “Jawwad Farid has admirably led the training piece on the Treasury side covering Treasury risk, Treausury products, Derivatives (basic & Advanced), Fixed income securities (Basic & Advanced) and ALM training modules. Jawwad in our opinion is an “Outstanding Senior Trainer” who has deep subject matter knowledge and an uncanny ability to keep the participants engaged in the training process. So far our clients have expressed maximum level of satisfaction in Jawwad’s capability to deliver high value training programs, that have tangibly enhanced their staff’s skill sets.

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    Mohammad Nasr Ullah
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    Consultnomics, FZE

     

    I have loved each and every workshop from Alchemy. The workshops are extremely helpful in removing queries about Derivatives Pricing, Basel & Regulatory issues. I feel attending the workshops have added value to my knowledge and expertise. Moreover, the instructor is extremely knowledgeable on the subject area and ensures that each candidate returns with similar knowledge and expertise.

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