During the last two years we have run about 12 odd treasury training workshops for banking customers in the region. Given the work we have been doing, the statement shouldn’t surprise you. What should surprise you though is the profile of the attendees in these workshops.
Who are these participants?
Corporate Account Managers
Key Relationship Managers
Credit and Risk [...]
One of the most common question I face as a consultant deals with how do you actually implement Value at Risk. Here implementation is used more along the lines of interpretation of value at risk rather than physical implementation. Clients understand that systems need to be purchased, controls need to be created, data needs to be gathered but once every thing is in place and you are getting your 2,500 risk reports every day, what do you do next. How do you actually read the VaR reports and how do you link it to controls
Calculating Treasury profitability for the treasury FX desk involves five simple steps:
Separating treasury deals by deal types
Separating treasury deals by currencies
Comparing deal rates with closing rates or squared rates for the day
Applying revaluation rates
Calculating treasury profitability by bringing all four of the above pieces together
Identifying Treasury Deal types:
Foreign exchange deals are typically categorized as either [...]
The treasury operations and products course is a mix of core topics and four separate applications. Three of the applications deal with trading product families while the fourth deals with forecasting monetary policy (interest rate rise and cut decisions). Of the core topics the primary focus is on introducing key terms that are you likely [...]
Before you go ahead and build them or start working with a treasury group you have to get familiar with the language used. Here is a list of common terms you are likely to see in treasury and treasury operations groups
Settlement
Settlement entails carrying out a series of duties in respect of all transactions emanating from the front office effectively leading to making an actual payment.
Settlement risk is the risk that after having sent the payment instructions, there is a delay in receiving the payment or the payment is not made at all, i.e. there is [...]
