Finance Training Course – Course Outline – Derivative Pricing – FX products

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A two day introduction to treasury products, pricing, operations and risk for non-treasury resources. The course aims to fill in knowledge gap for teams that interact and interface with treasury and can benefit from an insider’s look at how treasury desks quote, manage and execute fixed income, foreign exchange and capital market transactions.


At the end of this workshop the participants will be able to:

  1. Understand the three primary treasury desks, their function and their primary products.
  2. Explain how a transaction flows through treasury operations and the possible problems and issues that occur when exceptions are recorded.
  3. Review conventional and traditional treasury product families covering transactions across Fixed Income, FX and Capital Markets.


Intermediate and advance users.


Banking operations. All participants are requested to arrange Laptops with a functional version of Microsoft Excel.


Session & Title Topics
Session 1: 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

The Treasury Function Operations

  • Front Office
  • Middle Office
  • Back Office

Related Terminologies

  • Four eyes
  • Confirmation
  • Settlement
  • Dealing System
  • Price discovery
  • Rate reasonability
  • Limit Management
  • Middle Office function
  • Risk Policies
  • Counterparty Limits
Session 2 :
Product Applications
Trading exercise –

  • 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)
Session 3: Conventional and Traditional
Treasury Product Families
Product FamiliesConventional treasury productsVanilla products

  • Forwards, Futures, Options (Calls and Puts), Swaps (Interest Rates), Caps and Floors
  • Zero cost collars

Exotics products

Session 4 –
Advance Products
and Applications
Structured Products

  • Cross Currency Swaps
  • Participating Forwards
  • Equity Linked Notes
  • Capital Protected / Capital Guaranteed
  • Notes
  • Commodity Linked Notes
  • Range Accruals

Credit products

  • Credit Default Swaps
  • Total Return Swaps
  • CDOs
  • Customer Default and Counter Party Limits
  • Pre-settlement risk (PSR) and Potential Future Exposure (PFE)


2 thoughts on “Finance Training Course – Course Outline – Derivative Pricing – FX products”

  1. Hi Lata

    Thank you very much for your note. We can help introduce to the topic and the product, but the hard work is something that you would really have to do (like going out and pitching your resume and learning and practicing treasury and treasury products related concepts on our site. Please take a look at the treasury operations course and the pricing and valuation courses as a starter.

    Warm regards


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