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Registration

5 Days

October 16-20, 2017


Price: 4,300 EUR

Price includes full board accommodation. Group discount of 10 % in case of two or more participants per company and date. Early bird discount of 10 % in case of registration three months before (only one discount may be used).
 

Target Group

Treasury Management is designed for heads and senior managers in Treasury Departments and Dealing Rooms, Risk Management and Internal Audit of financial institutions as well as board members and upcoming board members who want to upscale their Treasury decision making skills.
 

Learning Target

Participants will receive a profound view of the nature and structure of treasury, and a solid understanding of key treasury products as well as treasury processes and decisions. All different business areas of the treasury department are being covered like Liquidity and Funding Management, Credit Treasury, Fixed Income and Foreign Exchange. The workshop is based on a range of case studies and exercises which will help you learn how to apply your treasury knowledge and sharpen your decision making skills. Additionally, you will get valuable feedback from experienced faculty and your peers.
 

Content

- Treasury Organisation
- Risk and Capital Management
- Liquidity Management
- Funding Management
- Value and Risk in Credit Business
- Credit Portofolio Management
- Bond Markets
- Fixed Income Management
- Currency Risk Management
- Case Studies and Applications
 

Methodology

Lecture, discussion, individual and group exercises, case studies
 

Concept & Agenda

Day 1: TREASURY ORGANIZATION

Session 1: Treasury organization

  • Case: Design and Budget of a Treasury function
  • Risk- and return management
  • Transfer pricing; case: Effectively employing riskadjusted return measures

Lunch

Session 2: Risk and capital management

  • Risk- and capital management
  • Ingredients for risk and return forecasts; case: Capital planning for medium-sized bank

Opening Dinner

Day 2: LIQUIDITY- AND FUNDING MANAGEMENT

Session 3: Liquidity management

  • Objectives
  • Cost and return of liquidity risk
  • Liquidity and collateral
  • Setting liquidity risk appetite; case: Optimisation of Liquidity Coverage Ratio

Lunch

Session 4: Funding management

  • Funding channels
  • Funding risk
  • Funding planning
  • Funding constraints (NSFR); case: Optimizing the funding mix

Dinner

Day 3: CREDIT TREASURY

Session 5: Value and risk in credit business

  • Risk, Capital and Value Creation
  • Credit Processes
  • Portfolio-Wide Credit Risk and the Role of Diversification

Lunch

Session 6: Credit portfolio management

  • Risk-Based Credit Pricing
  • Credit Risk Mitigation
  • Recent Advances in the Regulatory Framework

Dinner

Day 4: FIXED INCOME

Session 7: Bond markets

  • Structure of Fixed Income markets
  • Characteristics and features of Fixed Income instruments
  • Quotations and market conventions
  • Bond modelling
  • Cash flow profiles of Fixed Income instruments

Lunch

Session 8: Fixed Income management

  • Introduction to bond pricing
  • Interest and Credit Curves
  • Interest Rate Sensitivity
  • Duration and Convexity
  • Managing portfolio risks

Closing Dinner

Day 5: FOREIGN EXCHANGE

Session 9: Currency risk management

  • Currency Risk management
  • Product overview: spot and derivatives
  • Trading aspects, risk features, applications in corporate treasury
  • Loans and Deposits in foreign currency

Lunch

Session 10: Case studies and applications

  • Case studies in risk management of foreign loans: traps and reputational risk
  • FX Risk Management Policy: relevance for management, documentation and communication

Functional Questions

Organisation & Booking