Treasury Boot Camp Workshop

This Treasury Products and Management course is designed to give participants an in-depth understanding of the Treasury Department and its activities. This program will give participants the best practical tools and approaches for Treasury management.

The program will use lectures, real life case studies, and workshops to give attendees the latest and most practical tools and techniques which they can apply in their organization to increase the effectiveness, efficiency and profitability.

Learning Outcomes

• Identify the Functions of the Treasury Department
• Understand the role and responsibilities of the CFO and Treasurer
• Identify the Best Practices of the Treasury function of a bank
• Understand how the Treasury function funds the institution
• Analyse the key components of yield conventions and yield curve in funding pricing.
• Describe and Structure key short-term funding money market products such as inter-bank deposits, Repo, etc… in the conventional and Islamic markets
• Describe and Structure key capital market products and loan products such as US Bond, Eurobond, 144A, Private Placement, loan syndication, sukuk etc… in the conventional and Islamic markets
• Understand and use interest rate derivative products like FRA, Interest rate swaps and caps/floors/swaptions/ For profit swaps, Wa’ad, Arbun in the conventional and Islamic markets
• Understand and use foreign exchange products such as FX spot, FX forwards, cross-currency swaps, Back to back Murabaha, arbun and currency options in the conventional and Islamic markets
• Understand and use commodity and credit derivative products
• Structure and use the latest derivative products in exotic options such as average rate, basket, lookback etc…
• Identify the best practices in managing Funding, Liquidity and Market Risk in Banking and Corporate Treasury

The course is suitable for:

Professionals in the Treasury department of a bank or a corporate along with Relationship Managers, Accountants, Risk Managers, Internal/External Auditors, Regulators, Operations Staff and other financial professionals will find this course very helpful in his or her work

Module 1: The Treasury Function

Module 2: Funding the Bank and Company

• Session 1: Yields and Yield Curves
• Session 2: Money Markets
• Session 3: The Loan Market
• Session 4: Bond Markets

Module 3: Interest Rate Risk Hedging

• Session 1: Interest Rate Swaps
• Session 2: Caps and Floors
• Session 3: Swaptions

Module 4: Managing Foreign Exchange Risk

• Session 1: Foreign Exchange
• Session 2: Cross- Currency Swaps
• Session 3: Foreign Exchange Option

Module 5: Advanced Treasury Products

• Session 1: Exotic Options
• Session 2: Credit Derivatives

Module 6: Managing Corporate Treasury

• Session 1: Corporate Treasury

Module 7: ALM and Bank Treasury

• Session 1: What is Asset-Liability Management?
• Session 2: Roles and Responsibilities in ALM
• Session 3: ALM and Assessing Market Risk
• Session 4: ALM and Managing Market Risk
• Session 5: ALM and Managing Liquidity Risk
• Session 6: ALM and BIS 3 New Liquidity Regulations
• Session 7: ALM and Basel 3 Regulations on Capital Ratios
• Session 8: ICAAP and SREP for in ALM
• Session 9: Final Thoughts and Future Steps on Treasury Management