“The knowledge of all things is possible”
Leonardo da Vinci
Treasury Review Program (TRP)
Summary:
A short & intensive program covering treasury business consisting of four parts: financial markets, economics and banking, products and process, analysis, categories of risk and risk capital, roles and maintenance, that relate to a typical financial institution. This program provides a succinct review and a grand sweep of treasury business in a short duration.
The program can be used for incoming staff at any level, management reviews, and does not have pre-requisites. This program has been compiled on the basis of researched practices, standards and guidelines.
The program is lecture and practice based and extends to 5/6 days. It includes review materials (1100+ slide summaries), reading materials and 150+ spreadsheet examples.
T.1. Money & Banking
Overview of Financial System.
Financial Markets: rates, factors, term structure and markets.
Central Banking : Goals and roles, money supply process, tools of monetary policy, central banks review, conduct of policy
International Financial Markets : FX Markets, Exchange rates, International financial system.
Monetary Theory: Demand, Demand and supply analysis, transmission, inflation, expectations.
Bank & Treasury Management.
T.2. Products and Transaction Processes
Trading background: All asset categories (money, foreign exchange, bonds, futures, derivatives, credit, inflation derivatives, securitisation, mutual funds) products, features, basic valuation methods.
Components of a Trade.
Stages of a trade
T.3. Analysis and Risk
Accounting: concepts of realised and un-realised profit, accrued interest
P&L Attribution: uses and process
Counterparty risk: Terminologies, Funded exposures, derivative counterparty risk, settlement risk, mitigation, CVA, DVA, FVA
Market Risk: positions, gaps, stop loss, ageing of holdings, sensitivities, value-at-risk (including a review of all methods and variants within each), stress testing, back-testing ( including an understanding of the statistical implications)
Corporate financial risk management: Benefits, Developing strategies, Analysing risk, Measuring risk, Managing risks. or
Capital for Treasury risk: Basle I for Credit Risk+ , Basle II for Credit and Market Risk+, Basle III+, Trading Review+
T.4. Structure and Maintenance
Trade Organisation: Entities, counterparties, books, static data
Asset holding: Holdings, value, reconciliation, etc.
Trade administration: rates, cash flows etc.
Market and non-market data: data types, users, errors, management
An overview of systems
Details on request
Summary:
A short & intensive program covering treasury business consisting of four parts: financial markets, economics and banking, products and process, analysis, categories of risk and risk capital, roles and maintenance, that relate to a typical financial institution. This program provides a succinct review and a grand sweep of treasury business in a short duration.
The program can be used for incoming staff at any level, management reviews, and does not have pre-requisites. This program has been compiled on the basis of researched practices, standards and guidelines.
The program is lecture and practice based and extends to 5/6 days. It includes review materials (1100+ slide summaries), reading materials and 150+ spreadsheet examples.
T.1. Money & Banking
Overview of Financial System.
Financial Markets: rates, factors, term structure and markets.
Central Banking : Goals and roles, money supply process, tools of monetary policy, central banks review, conduct of policy
International Financial Markets : FX Markets, Exchange rates, International financial system.
Monetary Theory: Demand, Demand and supply analysis, transmission, inflation, expectations.
Bank & Treasury Management.
T.2. Products and Transaction Processes
Trading background: All asset categories (money, foreign exchange, bonds, futures, derivatives, credit, inflation derivatives, securitisation, mutual funds) products, features, basic valuation methods.
Components of a Trade.
Stages of a trade
T.3. Analysis and Risk
Accounting: concepts of realised and un-realised profit, accrued interest
P&L Attribution: uses and process
Counterparty risk: Terminologies, Funded exposures, derivative counterparty risk, settlement risk, mitigation, CVA, DVA, FVA
Market Risk: positions, gaps, stop loss, ageing of holdings, sensitivities, value-at-risk (including a review of all methods and variants within each), stress testing, back-testing ( including an understanding of the statistical implications)
Corporate financial risk management: Benefits, Developing strategies, Analysing risk, Measuring risk, Managing risks. or
Capital for Treasury risk: Basle I for Credit Risk+ , Basle II for Credit and Market Risk+, Basle III+, Trading Review+
T.4. Structure and Maintenance
Trade Organisation: Entities, counterparties, books, static data
Asset holding: Holdings, value, reconciliation, etc.
Trade administration: rates, cash flows etc.
Market and non-market data: data types, users, errors, management
An overview of systems
Details on request