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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

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

MANAGING FOREIGN EXCHANGE RISK

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: GAPPING

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

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

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

TREASURY PERFORMANCE AND LIQUIDITY

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

full course details please visit our website www.magnifictraining.com

Duration for course is 30 days or 45 hours and special care will be taken. It is a one to one training with hands on experience.

* Resume preparation and Interview assistance will be provided.
For any further details please contact +91-9052666559 or
visit www.magnifictraining.com

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