Treasury products & operations – Treasury products & operations simulation workshop

4 mins read

Coming soon in early November.

1.0 Treasury products workshop – Learning objectives

The workshop is aimed at non-treasury customer facing team members who work as facilitators and relationship managers between Treasury customers and the Treasury function at a bank. The primary objective of this workshop is to help relationship managers better understand transaction and pricing mindset from a Treasury function point of view. Armed with this awareness and knowledge they can help customers understand the rationale behind a treasury price quote, leading to a quicker close and a higher yield on customer treasury transactions.

By the end of this workshop participants will be able to

  • Explain primary treasury products, processes and functions of a treasury department to a non-treasury outsider.
  • Work with pricing examples across basic treasury products including both Money Market and FX products.
  • Follow the workflow of treasury operations and identify common exceptions and solutions from rate quotation to settlement.
  • Identify suitable treasury products for specific customer needs involving Money Market and FX transactions.

The Consultnomics-Alchemy signature crash course on Treasury products and operations compresses the content of a quarter semester course on treasury products and operations across two full days and a third optional practical hands on simulation day.

The third day is optional and includes the practical real time simulation of a Treasury TMU and Interbank desk using a pseudo real time treasury system setup at the training academy. The simulation allows participants to get the flavor of a real day at Treasury and helps them walk through the entire query, quotation, pricing, deal capture, settlement & profitability cycle on a treasury platform.

The packaged workshop represents an integrated skill building exercise that combines concepts with practical hands on application and is aimed at professionals who deal with pricing, valuation, relationship and customer management issues related to treasury products in Pakistan.

2.0 Workshop schedule and Location

Client Training Academy, Karachi, Pakistan. 3 days TBD

08:45 am – 09:15 pm – Registration, feedback & networking

09:15 am – 11:15 am – First Session

11:15 am – 11:30 am – Tea break

11:30 am – 01:30 pm – Second Session

01:30 pm – 02:30 pm – Lunch break

02:30 pm – 04:30 pm – Third Session

04:30 pm – 04:45 pm – Certificate distribution

3.0 Workshop level

Intermediate and advance users only. In addition to comfort with basic mathematics, numbers and excel familiarity with credit, market and operational risk concepts also required.

All participants are requested to arrange Laptops with a functional version of Microsoft Excel. A limited number of laptops are available for rental on a first come first serve basis.

4.0 About Alchemy Technologies

Alchemy is a leading regional Enterprise Risk advisory firm. As of the date of this workshop we have picked up three industry and peer awards and conducted more than 80 workshops in the areas of pricing, valuation, risk management and Basel II reporting in Karachi, Lahore, Islamabad, Dubai, Abu Dhabi, Riyadh, Bahrain, Singapore and Bangkok. Our product portfolio include risk based technology solutions for treasury management, probability of default modeling, Basel II reporting, Asset Liability Management, Stress Testing, and Financial Institution Limit Allocation.

5.0 Course and Session Outline

Session Title Topics
One The Treasury Function – Introduction The Treasury Function

Trade Flows (FX desk)

Trading, Investment & Portfolio Management

Proprietary Trading

Asset Liability Management

Liquidity Management

Treasury Markets

    Foreign Exchange

    Fixed Income /Money Market

    Capital Markets

Related Terminologies

    Four eyes



    Dealing System

    Price discovery

    Rate reasonability

    Limit Management

    Middle Office function

    Risk Policies

    Counterparty Limits

Two Treasury Products – Workflow The Treasury Function Operations

    Front Office

    Middle Office

    Back Office

Trading exercise – FX products

Client – Relationship Manager

RM – Treasury Dealer

Treasury Dealer – Market

Quote, Confirm, Execute, Settle

Settlement exercise

Paper work, Limits, Counterparty confirmation, Back office verification & Validation

Customer quote

Rate quote, spread and margins

Treasury Operations

Treasury hierarchy (Chief Dealer, Inter Bank, ALM, FX, MM)

Limit Breach, Exception processing

Reserve Management (Cash, Liquidity)



Products and Risk Limits Product Families

Conventional treasury products (MM, FX)

Vanilla products (MM, FX)

Forwards, Futures, Options (Calls and Puts), Swaps (Interest Rates), Caps and Floors

Exotics products and structured solutions

Four Treasury Simulation Optional hands on real time simulation of a Treasury TMU and Interbank desk.

6.0 Facilitator profile

Jawwad Ahmed Farid is a Fellow Society of Actuaries (Chicago), a MBA from Columbia Business School (New York City) and a computer science graduate. During the last 18 years, he has worked as a consultant in North America, Pakistan and the United Kingdom with a number of blue chip clients including Hartford Life, Aegon, American General, Goldman Sachs, ING, Manu Life, Safeco, Merrill Lynch, Met Life, Sun America, Nationwide, Phoenix Life, Sumitomo Mitsui Bank, Sun Life of Canada, Pacific Life, AllState, Fidelity Investments, Transamerica, Skandia, GE Financial Assurance, Lincoln National, Ohio National, AXA Equitable and Washington Mutual Bank.

Jawwad’s core areas of expertise include Asset/Risk Management, Investments, Product Development & the Financial Services Back Office. Jawwad blends a rare combination of risk management, information systems, international standards, business and product development skill set side by side with his actuarial expertise. His regional client list includes First Gulf Bank, Riyad Bank, Dubai Islamic Bank, Noor Islamic Bank, Dubai Bonds, Deutsche Bank, State Bank of Pakistan, National Bank of Pakistan, Muslim Commercial Bank, Crescent Commercial, MyBank, Dawood Islamic Bank, KASB Bank, United Bank Limited, Pak-Kuwait Investment, Saudi Pak Commercial Bank, ABN AMRO, State Life Insurance, Dawood Family Takaful, Asia Health Care, Adamjee Insurance, Shell Pakistan, International General Insurance and others.