Treasury Management Academy

Overview:

Introduction

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.

Course Objectives

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.

Targeted Audience

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.

Course Outline

Unit 1: The Funding Markets and Interest Rate Hedging

• Introduction to program
• Interest Bearing Funding Products
• Yields and Yield Curves
• Money Markets and Loans
• Bond Markets

Unit 2: Interest Rate Risk Hedging

• 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

Unit 3: Foreign Exchange Derivatives

 Managing Foreign Exchange Risk

Foreign Exchange

Cross- Currency Swaps

Foreign Exchange Option

Unit 4: Advance Derivatives and Islamic Treasury

• Advanced Treasury Products including Islamic Treasury Structuring
• Exotic Options
• Credit Derivatives
• Commodity Derivatives

Unit 5: Islamic Treasury Products

• 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

Unit 6: Treasury Management for Corporates and Banks

• 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