The Business of Treasury: Banking Perspective
July 04, 2020 - July 18, 2002
8:30 am - 4:30 pm
Early Eagle Rate:
June 22, 2020
Treasury or funds management is one of the most important functions and perhaps the most complex in the bank. Treasury is the department in charge of funds management and it determines, among other things, the overall money position of the bank and in this sense is charged with the responsibility of keeping the bank liquid. Liquidity, more than profitability, ranks first in every bank executive's priority objectives as this ultimately determines a bank's continuing viability.
This three-day module walks the participant through the mechanics of managing bank liquidity and how the department tackles the bank's profit objective by scouring the market for investment opportunities across all markets. It likewise discusses the department's linkages with the various departments of the bank in order to achieve these twin (i.e., liquidity and profitability) objectives.
Who should attend
The course is designed for employees from accounting and audit firms, personnel from treasury divisions of corporations and bank employees with little exposure on treasury activities. Fresh graduates of finance-related courses who are considering a career in treasury may also attend this course.
After the course, you will:
- Gain insight on the various functions and activities of the treasury or funds management department;
- Learn and understand how the department manages the bank's funds, its overall liquidity, and the attendant risks;
- Learn and understand the pricing mechanics and the income opportunities of trading in fixed income securities, foreign exchange and derivatives;
- Understand and appreciate the interrelationships between treasury and the other departments of the bank in achieving its liquidity and profitability objectives; and
- Identify and take advantage of profit opportunities in the yield curve, as well as control the resulting market risk.
- Learn and understand the risks inherent in trading in fixed income securities, foreign exchange and derivatives and various strategies to mitigate and control these risks
- Treasury overview
- Role and importance of treasury in an organization
- General functions and responsibilities of the different units in treasury
- Liquidity desk
- Foreign and local fixed income desks
- FX desk
- Derivatives desk
- General functions and responsibilities of the different support units of treasury
- Treasury systems and trading equipment
- Risks inherent to treasury products and operations
- Basics of market analysis
- Fundamental analysis
- Macroeconomic indicators
- Government policy directions
- Inter-market linkages
- Technical analysis
- Asset liability management
- Goal and process of ALM
- Importance and functions of ALCO
- Managing interest rate spread for improved margin
- Transfer pricing concept, models and issues
- Managing liquidity and reserves
- Sources of liquidity
- Reserves management
- Effective cost computation
- Interest rate exposure management
- Basic money market concepts
- Money market products and trading conventions
- Basic fixed income concepts
- Fixed income products and trading conventions
- Managing interest rate risk
- Foreign exchange exposure management
- Basic FX concepts
- FX products and trading conventions
- Managing FX risk
- Building blocks of derivatives – Forwards, Futures, Swaps, Options
- Uses of Derivatives
- Managing risks in Derivatives
Ms. Mari Toni Bautista
has established her footing in the banking industry for more than 10 years wherein she held various posts such as Derivatives and Structured Products Chief Dealer in BDO Private Bank, Head of Corporate Sales in Security Bank Treasury and Vice President handling Financial Markets Sales in ING Bank N.V. Manila Branch.
Currently, she is Associate Director, still handling Financial Markets Sales in Standard Chartered Bank Philippines.
Further to this, she has always been an advocate for continuing learning. She has been a resident resource speaker for Ateneo CCE handling topics such as Risk Management in Banking, Fundamentals of Derivatives and Business of Treasury – Banking Series. She is also a resident review instructor in the CFA Level 1 review class, handling the fixed income and derivatives modules.
Ms. Bautista graduated with a Masters in Applied Mathematics major in Mathematical Finance from the Ateneo de Manila University. She is a Chartered Financial Analyst, a Certified Treasury Professional and an SEC Certified Fixed Income Salesman.