Training Course: Treasury Management

FI234596 26 - 30 Sep 2021 Cost : 1750 € Euro
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Introduction:

Discover How to Turn Your Treasury Department into a Well-Oiled Machine Through Effective Treasury Management Strategies

Course Objective of Treasury Management

This course provides you comprehensive coverage of the strategic and operational aspects of Treasury Management including:

  • Gain a global picture of treasury management
  • Gain insights from live cases in the market
  • Gain a holistic understanding of the dealing room operations
  • Understand how treasury market/products can meet the business needs and manage risks of your business
  • How to effectively control your interest rate risk and currency exposure
  • Assess and manage liquidity, financial markets risks, financing, and capital
  • The role of treasury in financing for various types of markets and branch activities
  • The role of ALCO, Policies and Procedures and limits
  • The use of derivatives and structured products to achieve Treasury objectives
  • Managing internal and external Treasury relationships
  • Measuring and evaluating Treasury performance
  • Gapping analysis and strategic decision making
  • New developments in liquidity management
  • Practical “hands-on” expertise for that you can immediately implement in your organization
  • The role of treasury in managing market risk, cash flow and liquidity, accessing debt financing, and capital
  • Short problems, case studies, and Excel ready exercises so the strategies you learn are re-inforced

Who should attend this Treasury Management

  • Corporate Treasury professionals
  • Treasury staff from financial institutions
  • Finance staff
  • CFOs
  • Dealers and traders
  • Treasury back office and operations staff

You should have a basic understanding of financial markets and products.

Treasury Management Course Agenda Highlights:

First Day:

THE TREASURY FUNCTION

  • Overview of the Treasury Function
  • Importance of Treasury
    • The role of the Treasurer
    • Treasury in the organizational structure
    • Governance: Policies and Procedures
    • Role of Audit and Risk Management
    • ALCO, Limits, and VaR
    • Cost of Capital
    • Debt/Equity Ratio
    • BIS Capital Requirements

Second day

SHORT TERM RATE RISKS

  • Short Term Interest Rate Instruments
    • CD’s, CP, T-Bills, Repos, Reverses
    • Short Term Risk Management
    • Managing Floating Exposure
    • Pricing forward interest rates
    • Futures
    • Futures Margin Management
    • FRA’s vs. Futures
    • Interest Rate Options
    • OIS Swaps
  • Exercises and Case Studies: Managing Short Term Rate Risk

Third-Day

MANAGING FOREIGN EXCHANGE RISKS

  • Spot, Forward and FX Swap Transactions
    • Pricing Forwards and Money Market arbitrage
    • Non-deliverable forwards
    • Currency Options
    • Counterparty Risks
    • Transaction Exposure
    • Translation Exposure
    • Economic Exposure

Exercises and Case Studies: Managing Customer Transactions

INTEREST RATE RISK AND LIQUIDITY ANALYSIS

  • Gap Analysis
    • Types and Uses of Gap Analysis
    • Rate Shocks
    • Cost to close
    • Liquidity Metrics
    • Simulation Approaches

Exercises and Case Studies: In small groups, you will prepare and interpret a Gap Report

fourth day

MANAGING THE RISKS OF LONG TERM SECURITIES

  • Fixed Income Markets and Instruments
    • Understanding yield curves
    • Analyzing Reinvestment Risk
    • Macaulay Duration
    • Modified Duration
    • Convexity Adjustments
    • Understanding portfolio duration
    • Bond Optionality

Exercises and Case Studies: Balance sheet impact of long term securities

USING SWAPS AND RELATED PRODUCTS TO MANAGE RISKS

  • Swap Pricing
    • Analyzing Swap Cash flows
    • Constructing the Discount Function
    • Hedging with Swaps
    • Swaps and the Capital Markets
    • Basis Swaps

Exercises and Case Studies: Swaps Case Study

Fifth day

TREASURY PERFORMANCE AND REGULATORY ENVIRONMENT

  • BIS Liquidity recommendations
  • Treasury as Profit Center
  • Transfer Pricing
  • Pricing Bank facilities

Group Work with Exercises and Case Studies:

  • Eurodollar Futures and Gaps
  • Caps and Floors
  • New Issue Financing
  • Cross Currency Swaps

 

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