Treasury & Investment Management
Treasury, Investment Management, Fund Management or Cash Management. Depending on your geographical context these terms may be used interchangeably, or not. Within, Asia, the Far East and large parts of Africa, the bank treasury function is simply referred to as Treasury. In North America and parts of Europe the convention used is different. For us, on this site, a treasury group is a specialized centralized function that exists within banks and large corporations. The function also exists outside of banks in hedge funds, asset and money mangers and private equity shops. Depending on who you are, your focus may be just return, managing maturity mismatch or ensuring compliance with cash and liquidity targets. The treasury or investment management group is responsible for buying and selling of foreign exchange currencies in a centralized fashion; borrowing to meet liquidity and return requirements as well as lending and placing excess cash to ensure all resources are usefully deployed. Managing and growing the investment portfolio including bonds, shares and any other financial securities. Our treasury and investment management posts, study notes, PDF guides and Excel templates cover liquidity, asset liability management, cash management, counterparty limits, value at risk, risk models, volatility and stoploss limits.
- How to calculate the value of a forward contract in Excel
- How to calculate the forward price of a security in Excel
- How to determine Spot Rates and Forward Rates & Yield to Maturity
- How to calculate the values of Forward Rate Agreements (FRA) and Forward Exchange Rates
- Simulation Models – Pricing Ladder Options using Monte Carlo Simulations
- Pricing Exotic Options using Monte Carlo Simulations
- Understanding delta hedging for options
- Treasury Operations
- Treasury Training Crash Course – cheat sheet
- ALM Crash Course
- Derivatives crash course
- Selling Treasury Derivative products: Estimating client exposure to crude oil price volatility
- Selling derivative products to treasury customers
- Treasury Compliance Training for Bank Treasury functions
- Treasury Risk Training – Limits, Capital Allocation, Risk measurement
- Treasury Risk Management – Advice for Middle Office applicants & candidates
- Setting Counterparty Limits, Market Risk Limits & Liquidity and Interest Rate Risk Limits
- Stop Loss Limits – Review triggers
- Setting Risk Limits: Worst Case Loss versus Most likely loss
- Cross selling treasury products – a framework for commodities trading for corporate clients
- Correlation
- Market Risk Metrics
- Advance Risk Management Models Training Workshop – Resource page
- Financial Risk Management Training Workshop – Resource page
- Understanding Crude Oil. A model for dissecting crude oil
- Understanding Gold! Short Gold or add to your positions? A look at gold silver ratio and relative value argument
- Treasury Products course guide for dummies
Recent Posts
- Target Redemption Forward (TARF) Pricing Models in Excel
- Dual Currency Deposits (DCD)
- Treasury E-Learning: Dissecting Treasury products with payoff diagrams
- Treasury Training - E-learning course: Introduction to Treasury selling and the TMU function
- Liquidity Risk Management Case Study: American International Group (AIG): Timeline
- Liquidity Risk Management Case Study: American International Group (AIG)
- Liquidity Risk Management Case Study: Lehman Brothers Liquidity Run: Timeline
- Liquidity Risk Management Case Study: Lehman Brothers
- Liquidity Risk Management Case Study: The Bear Stearns Liquidity Run: Timelines
- Setting Limits: Interest Rate Risk Management
Premium Courses:
- ALM Crash Course
- ALM Crash Course – Examples
- Building maturity and liquidity profiles for Deposits and Advances
- Calculating Value at Risk
- Calculating Value at Risk
- Crude Oil Mispricing model
- Delta Hedging and Greeks – EXCEL
- Derivative products
- Derivatives terminology crash course
- Duration and Convexity Example
- Forward Prices and Forward Rates
- Forward Prices, Forward Rates and Forward Rate Agreements (FRAs)
- Portfolio Risk Metrics
- Relative Gold Price model
- Setting Counterparty limits
- Setting Limits for PSR
- Treasury Crash Course
- Treasury Crash Course – Package
