Treasury Management in Financial Institutions (TMFI)
Treasury Management in Financial Institutions (TMFI)
Full Marks: 100
Module A: Introduction to Treasury
- Meaning and function of Integrated Treasury
- Nature of Integration
- Money Market and Foreign Exchange Market
- Relationship between Money Market and Foreign Exchange Market
- Guidelines of Asset Liability Management
Module B: Money Market
- Demand and Time Liabilities (DTL)
- Cash Reserve Ratio (CRR) and Statutory Liquidity Ratio (SLR)
- Maintenance of CRR and SLR
- Interbank Money Market - Participants
- Money Market Instruments - Call Money (Overnight), Repo, Reverse Repo, Interbank Repo, SWAP
- Treasury Bills and Treasury Bonds
Module C: Foreign Exchange Management
- Foreign Exchange Markets
- Foreign Exchange Rate Calculations and Uses
- Foreign Exchange Quote Conventions
- Assessment of Risk to Exposures
- Foreign Exchange Trading
Module D: Asset Liability Management
- Liquidity Management and Tools: LCR, NSFR, ADR/IDR, WB
- SLP, MCO, LCP
- ALCO - Formation, Responsibilities, ALM Desk
- ALCO Papers and Committee Roles
- Structure and Functions of Front Office, Mid Office & Back Office
- Balance Sheet and Capital Planning
- Transfer Pricing of Assets & Liabilities
Module E: Derivatives
- Forward Contract
- Futures Contract
- Options
- Investment Derivatives
- Commodity Derivatives
- Credit Derivatives
Module F: Fixed Income
- Fixed Income Market and Investments
- Bond Pricing: Yield to Maturity, Duration, Convexity
- Primary and Secondary Markets of Government Securities
- DIBOR and Primary Dealer Activities
Module G: Risk Management
- Risk Factors in Banking
- Interest Rate Risk and Exchange Rate Risk Management
- Risk Management Limits and Reporting
- Implications of Basel III
- Risk Management of Capital Market Exposures