Module C

01

Topic Introduction to Treasury Management

Treasury Concept, Objectives and Role in a Bank

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1 Asset Open Topic: Treasury Concept, Objectives and Role in a Bank

02

Topic Introduction to Treasury Management

Integrated Treasury Functions and Globalisation

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1 Asset Open Topic: Integrated Treasury Functions and Globalisation

03

Topic Introduction to Treasury Management

Treasury as a Profit Centre and Performance Unit

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1 Asset Open Topic: Treasury as a Profit Centre and Performance Unit

04

Topic Introduction to Treasury Management

Front Office, Mid Office, Back Office and Organisation Structure

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1 Asset Open Topic: Front Office, Mid Office, Back Office and Organisation Structure

05

Topic Treasury Products

Foreign-Exchange Products Used by Bank Treasuries

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1 Asset Open Topic: Foreign-Exchange Products Used by Bank Treasuries

06

Topic Treasury Products

Call Money, Notice Money and Term Money

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1 Asset Open Topic: Call Money, Notice Money and Term Money

07

Topic Treasury Products

Treasury Bills: Features, Types and Market Operation

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1 Asset Open Topic: Treasury Bills: Features, Types and Market Operation

08

Topic Treasury Products

Treasury-Bill Price, Yield and Discount Calculations

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1 Asset Open Topic: Treasury-Bill Price, Yield and Discount Calculations

09

Topic Treasury Products

Commercial Paper and Certificate of Deposit

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1 Asset Open Topic: Commercial Paper and Certificate of Deposit

10

Topic Treasury Products

Repo, Reverse Repo and TREPS Products

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1 Asset Open Topic: Repo, Reverse Repo and TREPS Products

11

Topic Treasury Products

Repo Interest, Consideration and Repayment Calculations

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1 Asset Open Topic: Repo Interest, Consideration and Repayment Calculations

12

Topic Treasury Products

Government Securities, SDLs and Other Debt Securities

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1 Asset Open Topic: Government Securities, SDLs and Other Debt Securities

13

Topic Treasury Products

Primary Auctions, NDS-OM, SGL, CSGL and CCIL Settlement

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1 Asset Open Topic: Primary Auctions, NDS-OM, SGL, CSGL and CCIL Settlement

14

Topic Treasury Products

Bond Price, Yield and Interest-Rate Relationship

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1 Asset Open Topic: Bond Price, Yield and Interest-Rate Relationship

15

Topic Treasury Products

Coupon, Current Yield and Yield-to-Maturity Calculations

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1 Asset Open Topic: Coupon, Current Yield and Yield-to-Maturity Calculations

16

Topic Treasury Products

Clean Price, Dirty Price and Accrued-Interest Calculations

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1 Asset Open Topic: Clean Price, Dirty Price and Accrued-Interest Calculations

17

Topic Treasury Products

Treasury-Product Selection and Dealing Cases

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1 Asset Open Topic: Treasury-Product Selection and Dealing Cases

18

Topic International Equity and Debt Products

GDR and IDR Features, Regulation and Comparison

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1 Asset Open Topic: GDR and IDR Features, Regulation and Comparison

19

Topic International Equity and Debt Products

ECB, Trade Credit and Rupee-Denominated Bonds

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1 Asset Open Topic: ECB, Trade Credit and Rupee-Denominated Bonds

20

Topic International Equity and Debt Products

International Funding-Product Selection Cases

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1 Asset Open Topic: International Funding-Product Selection Cases

21

Topic Funding and Regulatory Aspects

NDTL, CRR, SLR and Reserve-Asset Framework

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1 Asset Open Topic: NDTL, CRR, SLR and Reserve-Asset Framework

22

Topic Funding and Regulatory Aspects

CRR and SLR Requirement or Shortfall Calculations

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1 Asset Open Topic: CRR and SLR Requirement or Shortfall Calculations

23

Topic Funding and Regulatory Aspects

LAF, Repo, SDF and MSF Framework

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1 Asset Open Topic: LAF, Repo, SDF and MSF Framework

24

Topic Funding and Regulatory Aspects

Payment and Settlement Systems for Treasury Transactions

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1 Asset Open Topic: Payment and Settlement Systems for Treasury Transactions

25

Topic Funding and Regulatory Aspects

Integrated Reserve and Short-Term Funding Cases

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1 Asset Open Topic: Integrated Reserve and Short-Term Funding Cases

26

Topic Treasury Risk Management

Treasury Supervision, Control and Segregation of Duties

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1 Asset Open Topic: Treasury Supervision, Control and Segregation of Duties

27

Topic Treasury Risk Management

Market, Credit, Counterparty and Settlement Risks

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1 Asset Open Topic: Market, Credit, Counterparty and Settlement Risks

28

Topic Treasury Risk Management

Position, Dealer, Stop-Loss and Exposure Limits

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1 Asset Open Topic: Position, Dealer, Stop-Loss and Exposure Limits

29

Topic Treasury Risk Management

Value at Risk: Meaning, Calculation and Holding-Period Scaling

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1 Asset Open Topic: Value at Risk: Meaning, Calculation and Holding-Period Scaling

30

Topic Treasury Risk Management

VaR Backtesting, Stress Testing and Model Limitations

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1 Asset Open Topic: VaR Backtesting, Stress Testing and Model Limitations

31

Topic Treasury Risk Management

Macaulay Duration, Modified Duration, BPV and PVBP Calculations

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1 Asset Open Topic: Macaulay Duration, Modified Duration, BPV and PVBP Calculations

32

Topic Treasury Risk Management

Derivative-Based Treasury-Risk Management Cases

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1 Asset Open Topic: Derivative-Based Treasury-Risk Management Cases

33

Topic Derivative Products

Derivative Purpose, Risks and OTC versus Exchange Trading

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1 Asset Open Topic: Derivative Purpose, Risks and OTC versus Exchange Trading

34

Topic Derivative Products

Forward Contracts and Forward-Rate Agreements

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1 Asset Open Topic: Forward Contracts and Forward-Rate Agreements

35

Topic Derivative Products

Futures Pricing, Margins, Marking to Market and Hedging

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1 Asset Open Topic: Futures Pricing, Margins, Marking to Market and Hedging

36

Topic Derivative Products

Options, Premium, Moneyness, Payoffs and Hedging

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1 Asset Open Topic: Options, Premium, Moneyness, Payoffs and Hedging

37

Topic Derivative Products

Interest-Rate Swap Structure and Cash-Flow Calculations

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1 Asset Open Topic: Interest-Rate Swap Structure and Cash-Flow Calculations

38

Topic Derivative Products

Currency Swaps and Exposure Transformation

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1 Asset Open Topic: Currency Swaps and Exposure Transformation

39

Topic Derivative Products

Indian Derivative Guidelines, Exposure Controls and Integrated Cases

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1 Asset Open Topic: Indian Derivative Guidelines, Exposure Controls and Integrated Cases

40

Topic Treasury and Asset-Liability Management

ALM Meaning and Treasury Interface

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1 Asset Open Topic: ALM Meaning and Treasury Interface

41

Topic Treasury and Asset-Liability Management

Treasury Role in Liquidity and Interest-Rate Risk Management

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1 Asset Open Topic: Treasury Role in Liquidity and Interest-Rate Risk Management

42

Topic Treasury and Asset-Liability Management

Derivatives, Credit Derivatives and ALM Decisions

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1 Asset Open Topic: Derivatives, Credit Derivatives and ALM Decisions

43

Topic Treasury and Asset-Liability Management

Funds Transfer Pricing, ALCO and Policy Cases

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1 Asset Open Topic: Funds Transfer Pricing, ALCO and Policy Cases