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Level

Introductory

Duration

3, 4, or 5 days

Overview

This workshop explains the key functions of a middle office, and the knowledge and techniques required to effectively support and supervise the risk profile of dealers’ positions, in line with internal and external risk management and regulatory imperatives.

Learning Outcomes

  • Examine the roles of the key treasury departments – front office, middle office, and treasury operations
  • Understand the deal life cycle for key instruments from consummation to post-settlement reconciliation
  • Reconcile P&L for a variety of cash and derivative instruments
  • Interpret the risk mandate of a bank treasury
  • Apply best practice techniques for mitigating market, credit, and operational risk management
  • Appreciate the importance of sound liquidity management
  • Examine VaR, stress testing, and scenario analysis
  • Monitor and control risk limits
  • Monitor and report credit exposures and excesses
  • Understand best practices for the documentation of treasury transactions