Bottova 2A, Bratislava 811 09, Slovakia
Treasury Workshop
Treasury workshop provides an overview and know-how about financial markets - conventions, product features and rules, trading strategies. Treasury of each bank allows to access financial markets and to execute deals which are necessary for balance sheet management and market risks management. Financial markets are complex and there are traded many products and derivatives; knowing them is essential.
| Length: | 1 day (14th June 2023, on-line public) |
|---|---|
| Difficulty: | Advanced |
| Price: | 490€ + VAT 20% (588€), or individual (in-house) |
| Place: | on-line, or in-house (on-line/on-site) |
Content
- 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.
Target group:
- 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):
Bearning E-learning 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.