Treasury Basics
This workshop is aimed at both front and back office personnel within treasury functions and will introduce, explain and examine the mechanics of several financial market products.
Topics will include:
The factors influencing interest rates
Government and corporate bonds and bond mathematics
Bond valuations including clean v all in prices
REPO’S
Derivatives and forward rate agreements “FRA’S”
Fundamentals of swaps and financial options
Currency market conventions
FX Spot
FX Derivatives – Forwards, Options and Futures
The course will describe in detail how the relevant financial market products are used, particularly in terms of risk management. The pricing of these products will be examined and the various valuation issues will be explained.
Delegates will need to bring a financial calculator to do pricing exercises in the class.
Who should attend:
Treasury: Back Office, Middle Office
Accountants, Internal Auditors
External Auditors
Risk Managers
All staff within banks, other financial institutions and large corporates who need a better understanding of the treasury function and the various treasury products and their mechanics
Contact Us For More Info
Instructor-led courses
Credit Value Adjustments (CVA) for Derivatives Products
Fixed Income Simulation – Bonds, Swaps & Credit
FX & Rates Trading Simulation and Sales Development
Interest Rate & Curr Derivatives, Market & Counterparty Credit Capitalisation
Derivatives (Swaps, Options and Futures)
Balance Sheet Management (ALM) in an unpredictable future
Basel & Enterprise Wide Risk Management
Interest Rate & Curr Derivatives, Market & Counterparty Credit Capitalisation
FRTB (Fundamental Review of the Trading Book)
Fund Performance Measurement, Attribution Analysis & GIPS Excel Modelling
Credit, Market and Counterparty Credit Risk Management
MARKET RISK for Central Bankers