||1 day (14th June 2023, on-line public)
||490€ + VAT 20% (588€), or individual (in-house)
||on-line, or in-house (on-line/on-site)
- Introduction to Treasury – the role of Treasury in a bank, Treasury Trading vs. Treasury Sales, financial market participants
- The structure of financial markets (Foreign exchange, Money market, Fixed income, bonds, shares, commodities), overview of financial market instruments
- The role of central banks on financial markets, typical central banks' tools
- Money market - linear products (Depo, CD, CP, T-bills, Repo, OIS, FRA/Future), conventions, mathematics, management of interest position in a bank
- Capital market (Fixed Income and bonds) - linear products (various bonds, swaps, futures), conventions, mathematics on capital market
- Principles of present value, yield curve and zero curve, modified duration, convexity, discount factors
- Credit spread vs. interest risk, management of long-term interest position and bond portfolio in a bank
- Foreign exchange (FX) market - linear products (spot, outright, swap), cross currency pairs, management of FX position in a bank
- Non-linear products on financial market (options), principles of volatility trading, option risk factors (delta, gamma, kappa, theta, rho, vanna, vomma, charm and other)
- Equity markets - conventions and specifics of trading with shares, world exchanges, products
- Commodity market - conventions and specifics of commodity trading, products - spot and forward market, non-delivery deals, swaps and options, futures and ETC
- Examples and case studies from practice, excel-based calculations and explanations (SimTrea)
Bearning Case Studies and Simulation
Bearning Treasury Workshop is supported by excel based case studies and simulations - Bearning SimTrea.
- Bank professionals interested to understand Treasury and financial markets
- Product managers and project managers for Treasury area
- Bank professionals and experts from other related departments (audit, risk management, back-office, compliance ....)
Preparation or additional learning (optional):
in the form of script and/or texts, questions, multi-level tests, solutions and explanations. Large discounts for workshop participants (30-50%)!
Bearning Treasury Workshop is adjustable for the target group according to your bank's needs, extent 1 to 4 days. This training is available in-house for a bank or an organized group of professionals.