Treasury Management Academy

 Print This Post   Subscribe to Newsletter  

Treasury management now extends far beyond cash management. International trade and the deregulation of currency markets has led to increased exchange rate and interest rate volatility. In addition, renewed focus on credit risk management and the usage of complex financing instruments have forced treasury management professionals to increase their emphasis on investment management, treasury deficits and a variety of erstwhile nascent financial risks.

Besides continuing to provide efficient and available access to treasury funding in desired currencies, Treasury management professionals should know how to use sophisticated treasury analytical techniques and information that help to lower the costs of international business and maximize returns on excess cash.

The Finance 3.0 Treasury Analytics program contains a library of 7 courses designed to help finance professionals gain insights into these corporate treasury management techniques. A step-by-step walk through of core treasury management concepts, treasury analysis, and risk management issues are covered, providing a comprehensive and practical understanding of treasury management best practices.

The 7 courses covered in the Finance 3.0 Treasury Analytics program are:

1. Treasury Management – Scope and Importance
2. Overview of Risk Management
3. Yield Curve Analysis
4. Duration
5. Basis Point Value (BPV)
6. Convexity
7. Value-at-Risk

PROGRAM DETAILS

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
  • One confidence to another
  • One horizon to another
• VaR Methods
  • Historical Simulation
  • Monte Carlo Simulation
  • Variance-Covariance Method

Enrollment into the Finance 3.0 Treasury Analytics program also provides you with access to a detailed database of Measurement Tools, Disclosures, Market Data, Global Best Practices, Policy Templates, and Regulations.

$100 – 12 Month Program – Enroll Now