Treasury Management syllabus

Treasury Management

• 1 Introduction to Treasury Management (5 LHs)

  • Treasury Functions and Governance
  • Front, Middle, and Back Office
  • Integrated Treasury Management
• 2 Asset Liabilities Management (8 LHs)

  • ALM Principles and Asset Liability Committee
  • Interest Sensitive Assets and Liabilities
  • Maturity Mismatch and Gap Analysis
  • Earnings at Risk and Value at Risk
• 3 Liquidity and Investment Management (8 LHs)

  • Bank Liquidity and Sources
  • Regulatory Liquidity Requirements
  • Basel III Liquidity Ratios
  • Bank Investment Portfolio and Bond Mathematics
• 4 Financing for the Bank (5 LHs)

  • Tier 1 and Tier 2 Bank Capital
  • Capital Adequacy and Requirements
  • Deposit Pricing and Other Funding Sources
• 5 Foreign Exchange and Derivatives (8 LHs)

  • Exchange Rates and Currency Pairs
  • Forex Trading and Dealing Rooms
  • Bank Derivatives and Their Uses
  • Derivatives in Nepal
• 6 Risks in Treasury and Mitigation (4 LHs)

  • AML and Treasury Risks
  • Interest, Forex, Liquidity, Counterparty, and Country Risks
  • NRB Directives on Risk Mitigation
• 7 Clearing, Settlement and Treasury System (6 LHs)

  • Clearing and Settlement Systems
  • Fedwire, ACH, CHIPS, Check Clearing, and CLS
  • Treasury Systems and SWIFT
• 8 Ethics in Treasury Management (4 LHs)

  • Ethics and Conflicts of Interest
  • Impartiality, Confidentiality, and Professional Conduct