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Treasury Management Course

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All about Treasury Management, (One Day)

Enquire or book this course 

This Treasury Management course is for senior managers who would like to know more about Treasury. The main topics that will be covered are:

  • How the Treasury facilitates core business
  • The risks and how they can be measured and controlled
  • Derivatives and how they are used
  • The bond issuance process & all in costs
  • How mortgage hedging works and some of the problems encountered
  • How credit derivatives and collateralised debt obligations work & what they are used for
  • Structured investment vehicles & asset backed commercial paper
  • Current problems in the industry

Training will be in a workshop format. This will include a mixture of presentation and case study material. There will be time allocated for questions and answers.

Prior knowledge of Treasury is not required. Pre-course reading will be provided, it is anticipated this will take no longer than 1 hour. Course documentation will comprise the presentation.

Below is a summary of the Treasury Management course. The day has been placed in a logical sequence.


Inside the Treasury: Why banks and Societies have treasuries, how treasuries make money and add value to the core business.

  • What a Treasury does
  • Key terminology
  • Main functions

Risks in Treasury including measurement and limits

  • Interest rate risk
  • Foreign exchange risk
  • Liquidity risk
  • Operational risk


  • What they are
  • Over-the counter markets and exchange traded products
  • Restrictions placed on the Society

Interest rate swaps

  • How they work
  • A case study example of pricing


  • Fixed and floating rate instruments
  • Why they are issued and purchased
  • How the Society does a new issue including the swap hedging process
  • A case study example of calculating issuance cost

Mortgage hedging

  • How swaps are used
  • Basis risk

Pipeline hedging

  • What this risk is
  • The problem with pricing it
  • How you could manage this risk


Pre-payment risk

  • What this risk is, (optionality)
  • The problem with pricing it
  • How you could manage this risk

Credit default swaps, (CDS)

  • How a CDS trade works
  • Default probability, recovery rates & credit spreads

Collateralised debt obligations

  • How these transactions work including
  • Collateral, ramping, issuing vehicle, (SPV), tranches, (senior, mezzanine, equity), ratings, attachment points and subordination, waterfalls, diversification, role of the manager and rating agency

Current concerns with structured products

  • Complexity
  • Rating agency assessment
  • Liquidity
  • Valuation

Covered bonds & securitisation

  • What these products are
  • How they work
  • Why they have been used by financial institutions to secure funding

Structured investment vehicles & Asset backed commercial paper programmes

  • How the structure works
  • The assets and liabilities
  • Objectives of originator
  • Main risks for the investor & originator
  • Current problems

End of workshop & review

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