This course provides practical focus on coverage of the  management techniques for treasury activities in financial, corporate, and government institutions. Despite organisational differences, treasuries in these various types of institutions share important similarities related to the identification, measurement, and management of risks related to cash flows, fair valuation and counterparty credit.

Practical sessions introduce frameworks for identifying and measuring these risks and evolves into selected numerical techniques using Excel for optimal risk management. Analytical numerical techniques are practiced through Excel with add-ins  developed specifically for these applications. All math and statistical concepts are taught through practical applications in Excel, thus avoiding complex theoretical notations and formulas.  

• Treasury professionals at banks, financial institutions and corporates
• Risk managers and analysts
• Treasury sales, FX & money markets
• Marketing & relationship managers
• Liquidity and cash management investment managers
• Treasury mid- and back-office operations
• Accountants, auditors, and compliance
• Finance directors & financial controllers
• ALCO and asset-liability-focused management

Delegates should be familiar with basic treasury activities as well as standard financial risk metrics including bond yield and present value maths, PV01, Value-at-Risk (VaR), Counterparty Credit Valuation Adjustments (CVA) and  FVA, option “Greeks”. Readings will be made available for selected technical topics for review before the course depending upon individual delegate needs