A sound knowledge of treasury products, both on the asset and liability side of the balance sheet, and the regulatory framework in which they exist, is a pre-requisite to understanding the risks that face depository institutions in the current trading and regulatory environment.

Learning Objectives:

At the end of this session, participants will be able to: 

• Demonstrate knowledge of market products and how to deploy them to shore the balance sheet;
• Structure deals profitably;
• Identify risky and dangerous proposals;
• Design treasury products with ease.

Course Outline

• Money market instruments
• T-Bills
• Deposits
• CD’s
• ABCP
• Repo transactions explained
• Trading strategies to enhance return
• Long-term debt instruments
• Government bonds
• Bond characteristics
• New regulatory compliant financial instruments for funding the bank
• Contingent convertible bonds
• Foreign exchange transactions
• The spot FX market
• Quoting forward rates
• Managing currency and interest rate exposures using FX swaps
• Marking-to-market forward FX transactions
• Derivative instruments
• FRA’s and swaps explained
• Using currency options