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Treasury Operations

Course Name Treasury Operations
A Corporate Perspective
Schedule

To inquire more about our courses, you may call our Program Sales Officers at 830.20.50 or email us at sales@cce.ateneo.edu.

Description

The course explores the links between a bank's treasury sales unit and the corporates it serves. It also covers the various aspects of front and back office activities, including the basic accounting concepts for spot, forward, funding swap and fixed income transactions—from initial booking to revaluation and recording to the foreign currency control ledgers.
Objectives

After the course, you will:

  1. Define the role of treasury operations in the organization;
  2. Identify the risks and the related controls employed by treasury operations to mitigate the market and operational risks related to treasury transactions;
  3. Record accounting entries for spot, third currency spot, forward exchange transactions, funding swaps, and fixed income transactions;
  4. Calculate forward revaluations using the straight line, rebate and NPV methods;
  5. Acquire an understanding of the primary risk management tools that  treasury operations help create to manage market risk; and
  6. Understand how to construct risk management tools such as MCO, EAR, IRL, VAR and CTC.
Outline

I.    Treasury Organization
    A.    Organizational set-up / role
    B.    Liquidity management – Funding the bank
    C.    Role of the Money Market dealer
    D.    How Treasury Makes Money
        1.    Trading
        2.    Gapping
        3.    Commercial Exchange

II.    Risk Management
    A.    Role of Risk Management
    B.    Risks in Treasury
    C.    Controls in Treasury
    D.    Risk Management Tools
        1.    MCO (Maximum Cumulative Outflow)
        2.    FX Limits
        3.    MATS (Management Action Triggers)
        4.    VAR (Value At Risk)
        5.    EAR (Earnings at Risk)
        6.    CTC (Cost to Close)
        7.    PSE (Pre-settlement Exposure)

III.    Accounting as a Control Vehicle
    A.    FX Spot Transaction
    B.    Third Currency Spots
    C.    Forward FX
        1.    Straight Line
        2.    Rebate
        3.    NPV
        4.    Extrapolation / Weighted Average
    D.    FX Funding Swaps
    E.    Securities Accounting (Fixed Income)
        1.    AFS – Investment – Available for Sale Portfolios
        2.    Trading Portfolios