Treasury Management - Funding/Liquidity/Interest Rate/FX/Capital - Managing Treasury Risk

This webinar will help you identify, define and detail the roles and responsibilities of the Treasury Organization within a bank.

WHY SHOULD YOU ATTEND?

To gain an in depth understanding of the Treasury Management functioning terms of developing a complete knowledge base with respect to all aspects of the Treasury Management thought processes that address each responsibility of the function.

AREA COVERED

• Understanding Balance Sheet Management
  • Review of Treasury Management considerations with respect to a bank's balance sheet
• Detailed review of a Bank's Funding Makeup
  • Funding characteristics of a bank
  • Distinction between non wholesale and wholesale funding
  • Makeup of non wholesale funds and wholesale funds and their individual characteristics
• Understanding of Liquidity and Liquidity Risk
  • Definition
  • Key funding ratio
  • Key liquidity management practices
  • Liquidity guidelines
  • Liquidity maturity scheduling
• Interest Maturity Risk Management / Gap Management
  • Definitions
  • Gap management considerations
  • Interest rate management processes
  • Gap analysis
  • Interest maturity risk scheduling
  • Interest rate management NII
  • Interest rate risk stress scheduling
  • Use of derivatives
• Transfer Pricing
  • Definition
  • Transfer pricing methodology
• Investment Account Management
  • Management process
  • Portfolio Makeup
• Currency Exposure Management
  • Sources
  • Currency risk management considerations and thought processes
• Capital Management
  • Requirements
• Regulatory Compliance
  • Treasury involvement
  • Key regulator evaluation and rating processes
• Asset/Liability Management Committee
  • Oversight responsibilities

Management agenda

LEARNING OBJECTIVES

To gain an in depth understanding of the following areas of treasury management:

• Balance Sheet Management
• Liquidity Management
• Funding - Managing and initiating
• Asset/Liability Management
• Interest Rate Management
• Transfer Pricing - Methodology and management
• Investment Account & Surplus Funds Management
• Foreign Exchange Exposure Management
• Capital Position Management - Participation
• Regulatory Compliance - Pertaining to Treasury responsibilities
• Although this presentation is focused on the Treasury organization of a bank, it should be noted that many parts of the presentation have relevance to non-bank Treasury organizations

WHO WILL BENEFIT?

This webinar is targeted mainly to:

• Treasury staff members
• Board members of a bank
• Executive management of a bank
• Risk Managers of a bank
• Compliance Managers of a bank
• Auditors of a bank
• University and college educators in Finance/Business/ Banking/ Risk Management
• Regulator Staff