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The Business of Treasury: Banking Perspective

Course Name The Business of Treasury: Banking Perspective
Schedule October 28, 2017 - November 11, 2017

Saturdays 

9:00 am - 5:00 pm

Price: Php 19,200
Description

Treasury or funds management is one of the most important functions and perhaps the most complex in the bank. Treasury is the department in charge of funds management and it determines, among other things, the overall money position of the bank and in this sense is charged with the responsibility of keeping the bank liquid. Liquidity, more than profitability, ranks first in every bank executive's priority objectives as this ultimately determines a bank's continuing viability. 


This three-day module walks the participant through the mechanics of managing bank liquidity and how the department tackles the bank's profit objective by scouring the market for investment opportunities across all markets. It likewise discusses the department's linkages with the various departments of the bank in order to achieve these twin (i.e., liquidity and profitability) objectives. 

Objectives

After the course, you will:


1. Gain insight on the various functions and activities of the treasury or funds management department;


2. Learn and understand how the department manages the bank's funds, its overall liquidity, and the attendant risks;


3. Learn and understand the pricing mechanics and the income opportunities of trading in fixed income securities, foreign exchange and derivatives; 


4. Understand and appreciate the interrelationships between treasury and the other departments of the bank in achieving its liquidity and profitability objectives; and


5. Identify and take advantage of profit opportunities in the yield curve, as well as control the resulting market risk.


6. Learn and understand the risks inherent in trading in fixed income securities, foreign exchange and derivatives and various strategies to mitigate and control these risks

Who should attend

The course is designed for employees from accounting and audit firms, personnel from treasury divisions of corporations and bank employees with little exposure on treasury activities. Fresh graduates of finance-related courses who are considering a career in treasury may also attend this course.

Outline

I. Treasury overview

A. Role and importance of treasury in an organization

B. General functions and responsibilities of the different units in treasury

1. Liquidity desk

 2. Foreign and local fixed income desks

3. FX desk

4. Derivatives desk

C. General functions and responsibilities of the different support units of treasury

D. Treasury systems and trading equipment

 E. Risks inherent to treasury products and operations


II. Basics of market analysis

A. Fundamental analysis

1. Macroeconomic indicators

2. Government policy directions

3. Inter-market linkages

B. Technical analysis


III. Asset liability management

A. Goal and process of ALM

B. Importance and functions of ALCO

C. Managing interest rate spread for improved margin

D. Transfer pricing concept, models and issues


IV. Managing liquidity and reserves

A. Sources of liquidity

B. Reserves management

C. Effective cost computation


V. Interest rate exposure management

A. Basic money market concepts

 B. Money market products and trading conventions

C. Basic fixed income concepts

D. Fixed income products and trading  conventions

E. Managing interest rate risk


VI. Foreign exchange exposure management

A. Basic FX concepts

B. FX products and trading conventions

C. Managing FX risk


VII. Derivatives 

A.    Building blocks of derivatives – Forwards, Futures, Swaps, Options

B.    Uses of Derivatives

C.    Managing risks in Derivatives

Resource Speakers
Mr. Christian Robert C. Canlas

is the Head of Product Structuring Department of Sales and Structuring Division of the Metropolitan Bank & Trust Company (Metrobank). He derivatives and structures for continuous offering to clients and ensures compliance to policies and regulations.

Ms. Mari Toni S. Bautista

is the Product Development Head at Security Bank Corporation Treasury. She develops new products to service the investment needs of the bank's clients to maximize the bank's spread-based income. She also proposed yield-enhancing investments and cost efficient funding products for asset liability management with the aim of maximizing the bank's net interest income. 

Prior to this, she held other posts, such as: the Derivatives and Structured Products Dealer of Banco de Oro (BDO) Private Bank Treasury; Foreign Currency Portfolio Officer of the Bank of the Philippine Islands Financial Markets Group; and Fixed Income Trader of the ING Bank N. V. Manila Branch.

Ms. Bautista earned her Bachelors and Masters degrees in Applied Mathematics, major in Mathematical Finance and minor in Economics from the Ateneo de Manila University, with Honorable Mention. She is a Chartered Financial Analyst and a Certified Treasury Professional.