Join Mailing List

For latest news and information about Treasury and Financial Markets, enter your details below:

Treasury Consulting > Treasury profitability

Print Preview Send to a Friend Share

Client:   UK Bank

Treasury Profitability

The Executive of this bank sought an independent assessment of the Treasury P&L. In particular the relative proportions attributable to customer business, internal transfer pricing and risk taking.

This involved examining deals at a trade level in order to determine trade profitability, identifying both intra and inter day risk positions. This quantitative assessment was supported with a qualitative assessment of how dealers managed their trading positions.

The report demonstrated that both foreign exchange and money market income was dependent on customer business. Transfer pricing and risk taking accounted for a smaller proportion of revenue.

The strategic implications were important. Although not surprised the bank's management had not hitherto been able to independently assess the Treasury's activity.

Customers provided the income. Requests to increase trading risk limits would not improve the consistency and quality of earnings.

Displaying 1 to 6 of 6 results in total.

Related Documents

Free to ViewTraining Courses > Introduction to Treasury 100% relevant

Free to ViewTraining Courses > An Introduction to Treasury 2020 100% relevant

Free to ViewTreasury Workshop 19th - 20th April 2016 50% relevant

22nd January 2016

Free to ViewTraining Courses > An Introduction to Treasury - Virtual course 50% relevant

Free to ViewTreasury Management Course 50% relevant

Registration Requiredelearning > All about treasury 50% relevant

Learn about the following: What a treasury does. How a treasury is organised. The main jobs. Delegation and segregation. Departments that support treasury. The risks in treasury.