E-Learning Course: Treasury Analytics - Treasury Management

  • ID: 310105
  • Training
  • KESDEE Inc
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The concept of yield curve analysis, different analytical techniques like duration, convexity and basis point value, which form the basis for understanding the overall risk measurement framework are the elements of this course group. The practioner is introduced to the Value-at-Risk (VaR) methodology to measure risks.

After completing this course you will be conversant with:

- Yield curve analytics
- Various analytical techniques
- Value-at-risk methodology

Target Audience

Every professional involved in the global financial services industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions.

Supervisory Agencies
Central Banks
Financial Institutions
Commercial Banks
Investment Banks
Housing Societies/Thrifts
Mutual Funds
Brokerage Houses
Stock Exchanges
Derivatives Exchanges
Insurance Companies
Multinational Corporations
Accountancy Firms
Consultancy Firms
Law Firms
Rating Agencies
Multi-lateral Financial Institutions
Others

Course Level & Number of Courses: Intermediate Level, Library of 7 Courses

Instructional Method: Dynamic, Interactive e-learning

Recommended Background: Familiarity with basic financial concepts

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Library of 7 Courses

Time taken to complete each Course: Two - Three hours

1. Treasury Management – Scope and Importance

- What is Treasury Management?
- Structure of Treasury Management
- Functions of Treasurer and Controller

2. Overview of Risk Management

- Concept of Risk
- Risk Management Process
- Determination of Business Objectives
- Identification of Risks
- Measurement of Risk

3. Yield Curve Analysis

- Concept of Yield Curve and its Types
- Various Theories under Yield Curve Analysis
- Types of Interest Rates and their Computation
- Bond Arbitrage Strategies
- Yield Interpolation
- Applications of Yield Curve Analysis

4. Duration

- Concept of Duration and Modified Duration
- Computation of Duration for different types of bonds
- Relationship between duration, yield, coupon and maturity
- Duration of a Portfolio

5. Basis Point Value (BPV)

- Concept of Basis Point Value
- Relationship between BPV, Duration and Modified Duration
- BPV for On-Balance Sheet items
- BPV for Off-Balance Sheet items
- BPV of a Portfolio

6. Convexity

- Concept of Convexity and its Properties
- Convexity of a Portfolio
- Impact of price change on convexity
- Positive and Negative Convexity

7. Value-at-Risk

- Concept of Value-at-Risk
- Ways of expressing VaR
- VaR Calculation
- VaR Conversion
1. One confidence to another
2. One horizon to another
- VaR Methods
1. Historical Simulation
2. Monte Carlo Simulation
3. Variance-Covariance Method

Set of 6 interactive Job Aids

- Measurement Tools
- Disclosures
- Regulations
- Global Best Practices
- Scope and Structure of FX
- and Derivatives Markets
- Policy Templates

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