Treasury Operations

The treasury operations and products course is a mix of core topics and four separate applications. Three of the applications deal with trading product families while the fourth deals with forecasting monetary policy (interest rate rise and cut decisions). Of the core topics the primary focus is on introducing key terms that are you likely to see in Treasury Operations world and two topics that are generally not well understood:

  1. The second dimension of interest rate risk, also known as convexity, and
  2. Liquidity Risk management

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Please note that as an introductory course on treasury operations the focus here is only on opening the door to the esoteric world of bank treasuries. There is more that needs to be covered as an advance student.

Core Topics

Master Course: Treasury Operations: Introduction to Treasury Operations

Master Course: Treasury Operations: Introduction to Treasury Operations – yet more treasury terms

Interest Rate Risk: Convexity approximation

Master Course: Liquidity Management: Liquidity Risk

Master Course: Liquidity Management Crash Course: Liquidity Limits

Master Course: Liquidity Management: Liquidity Contingency Funding Plan


Calculating Treasury Profitability: Foreign Exchange deals and Treasury profitability

Trading options and derivatives – Strategy review

Structured Products: Basic Products and sample term sheet

Credit Derivatives – Introduction to product families

Forecasting the Monetary Policy decisions – will there be a rate cut or not

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The Treasury Operations Assessment Quiz

The treasury operations and treasury product course is generally taught as a two day, 12 hour workshop for a mix of participants from treasury sales, treasury operations, treasury front office, treasury middle office and treasury back office teams.

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