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Treasury Management syllabus

BNK 2169 units · 35 topicsAcademic year 2083/84
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Treasury Management

9 units

1. Introduction (4 LHs)

  1. Treasury meaning, concept and evolution
  2. Scope, principles, roles and functions
  3. Emerging treasury-management trends

2. Treasury Organization and Structure (5 LHs)

  1. Treasury department organization and structure
  2. Front, back and middle office functions
  3. Dealers, dealing room and dealer responsibilities

3. Sources of Fund (4 LHs)

  1. Sources of funds concept
  2. Fixed, revolving, interest-bearing and non-interest-bearing deposits
  3. Equity capital, reserves and surplus
  4. Short- and long-term borrowing

4. Uses of Fund (4 LHs)

  1. Uses of funds concept
  2. Loans, advances and credit products
  3. Interbank lending and reserve maintenance
  4. Forex, treasury bills, government securities, shares and debentures
  5. Liquidity maintenance

5. Major Risk in Treasury Management (5 LHs)

  1. Treasury-management risk concept
  2. Counterparty, sovereign, foreign currency, liquidity, market, equity and commodity risks
  3. Derivatives and associated risks

6. Pricing of the Product (5 LHs)

  1. Product pricing concept
  2. Deposit-pricing techniques
  3. Loan pricing, base interest rate and risk-based pricing

7. Assets Liability Management (6 LHs)

  1. Asset-liability management concept
  2. Maturity mismatch and interest-sensitive assets and liabilities
  3. Interest-rate risk, determination and spread
  4. Gap analysis
  5. ALCO roles and responsibilities

8. Investment Portfolio and Liquidity Management (8 LHs)

  1. Investment portfolio concepts, instruments and importance
  2. Money-market instruments: treasury bills, open-market operations, interbank transactions and commercial papers
  3. Capital-market instruments: shares, debentures and government bonds
  4. Liquidity estimation and management
  5. CRR and SLR requirements

9. Treasury Management Function in Nepalese Banking Sector (7 LHs)

  1. Nepalese banking treasury practices
  2. Scope, opportunities and challenges
  3. FEDAN and its roles
  4. Legal provisions and NRB role in ALM and treasury