CERTIFIED BANKING, TREASURY AND RISK PROFESSIONAL

COURSE DESCRIPTION

Any career stream in Finance requires good working knowledge of the functioning of commercial/investment bank, its products and applicable regulations that banks are subjects to. The Certification program provides participants with deep insight, perspectives and learning regarding Treasury Operations and Management, mechanics of the Banking Industry and intricacies of Risk Management. The program also explains analysis and applicability of Risk Management tools, methods and analytics to Banking.


CERTIFICATION AWARDED

On successful completion of the program, you would be awarded the professional certification in Certified Banking Treasury and Risk Professional” by Moody’s Analytics and EduEdgePro.


COURSE COLLATERALS AND HIGHLIGHTS

  • In depth coverage on treasury management and hedging in banks and corporates using case studies
  • Excel models to calculate Portfolio Value-at-Risk
 Fast Facts

 Certified by :
 Moody’s Analytics and EduEdgePro

 Broad Coverage:
  • Analysis of Banking Structure
  • Banking Management and Regulations
  • Banking Solutions and Products
  • Risk Capital and Management
  • VaR Models
  • Basel Norms
  • Treasury Operations, Managements and Hedging

Mode of Delivery

Price

Duration
Offline Training
(Classroom)

Rs. 30,000 plus
taxes

50 Hours


E-Learning


Rs. 5,000 plus
taxes

30 Hours


Customized In-house
Group Training
Contact us


Customized


  • Exhaustive reading material covering sections outlined below
  • Practical hands-on treasury management concepts useful for careers in Treasury
  • Detailed Risk Frameworks for identifying and measuring risk
  • Working with market data to calculate Value-at-Risk in Excel and aggregate exposures
  • Monte Carlo simulations using Excel-VBA and applications to VaR and PFA calculations
  • Exhaustive reading material covering detailed sections outlined below
  • Practical hands-on Risk Modeling and Analytics useful for careers in Banking, Risk and Global Markets


COURSE OBJECTIVES

  • Learn and understand Commercial/Investment Banking structure, management, products and latest regulations
  • Understand FX and Fixed Income markets for Treasury and how Hedging happens in Treasury
  • Learn how banks measure and manage risks
  • Know the latest Risk Management regulations including Basel 2.5 and 3, CCAR and Dodd-Frank
  • Understand the structure of a treasury in an organization
  • Learn hedging techniques for various types of risk
  • Understand in detail risk management for treasury
  • How to model Value-at-Risk and other risk measures for trading and banking books
  • Insights into Risk Management and Mitigation
  • Advanced coverage of Market, Credit and Operational Risk as covered under Basel
  • Learn and understand Commercial/Investment Banking structure, management, products and latest regulations
  • Learn how banks measure and manage risks


WHO SHOULD ATTEND

This course is aimed at those who wish to explore the more advanced aspects of Banking, Treasury and Risk to build a career in the below areas:

  • Commercial Banking
  • Investment Banking (Global Markets)
  • Risk Management
  • Sales -Trading
  • Structuring
  • Corporate Treasury
  • Central Banks
  • Financial Institutions
  • Risk control
  • Asset Liability Management


DETAILED CURRICULUM

Section 1 - Analysis of Banking Structure

This section is aimed at understanding and analyzing banking structure. The participants will learn how to interpret bank’s balance sheet, income statement. Concept of bank performance measurement is also covered. The program also explains ratio relevant to banking system like capital, liquidity, structural and profitability ratio. By the end of the section the participant will also be able to analyze banking structure, financial statements and risk in banking

  • Interpreting Bank Balance sheet
  • Interpreting Income Expenditure statements
  • Financial Statement Analysis
  • Bank Performance Measurement
  • Capital Ratios
  • Liquidity Ratios
  • Structural Ratios
  • Profitability Ratios
  • Measuring Risk in Banking

Section 2 - Banking Management and Regulations

The objective of this section is aimed at explaining banking management & regulations. Concept of CRR and SLR is explained. The participant will learn various provisions provided for NPAs in banking system. Various other concepts like investment management, Liquidity Management, Profit and Growth Management, Asset Liability Management are also covered.

  • CRR and SLR
  • CRAR and Income Recognition norms
  • Provision for NPAs
  • Loan Management
  • Investment Management
  • Liquidity Management
  • Profit and Growth Management
  • Asset Liability Management
  • GAP and modern techniques
  • ALM Strategies

Section 3: Banking Solutions and Products

The objective of this section is aimed at explaining various Banking solutions. Concepts of corporate banking is explained. The participant will learn various banking solutions like cash management, loan syndication, trade finance. Various other concepts of banking solutions and their products are also covered.

  • Corporate Banking
  • Risk Hedging solutions for Treasury
  • Money Market Operations – Repos, CBLOs, etc
  • Cash Management solutions
  • Trade Finance
  • Custodial Services
  • Secured/unsecured loans
  • Loan Syndication
  • Project Finance
  • Factoring
  • Securitization and products

Section 4 - Foreign Exchange Markets, Products & Hedging

In this section entire focus is laid on Foreign Exchange Markets and products and hedging through FX. This section talks about FX market conventions. The participants will learn about pricing and settlement of FX forward and FX Options followed by risk management in FX. A comprehensive framework for hedging using FX is taught. Strategies using forwards and options are taught using current market scenario. Hedging through FX Swaps is also explained. Finally a real case study on FX hedging to enhance level of understanding and give full practical exposure to FX Hedging.

FX Markets and Conventions

  • Dealing Terminologies and Platforms
  • FX Forwards – Pricing and Settlement
  • FX Options – Pricing and Settlement
  • Risk Management in FX

Hedging Through FX

  • Comprehensive Hedging Framework
  • Strategies using Forwards and their variations
  • Strategies using Options
  • Enhancing Strikes
  • Protecting Downsides
  • Structuring Thumb Rules
  • Capital Protection Products
  • Yield Enhancement Products
  • FX Swaps & Hedging
  • Case Studies – FX Hedging

Section 5 - Fixed Income Market & Hedging

The objective of the section is to explain different types of value-at-risk models. Credit scoring and portfolio models are covered with counterparty risk charges. Default probability math is also taught with applications.

  • Portfolio VaR
  • Market Risk Capital charge/RWAs (Basel 2.5)
  • Market Risk VaR and components
  • Stressed VaR, IRC and CRM
  • Default Probability Math
  • Credit VaR – Migration & Default
  • Credit Scoring Models
  • Credit Portfolio Models
  • CVA and Counterparty Risk charges
  • Operation Risk and VaR

Section 6: Treasury Operations, Managements and Hedging

This section focuses on explaining treasury operations and management. This section deals with Forex market and products. Hedging through forex forwards, swaps and options with hedging fixed and floating system is covered. The participant will also learn how to manage currency and forex interest rates risk.

Latest Risk Regulations

  • Treasury Operations and Management
  • FX and Rates markets and conventions
  • FX and Fixed Income products
  • Dealing Terminologies, Platforms, Settlement
  • Hedging through FX Forwards, Swaps, Options
  • Structuring Thumb Rules
  • Hedging Fixed/Floating Rate
  • Assets/Liabilities
  • Managing Currency and Interest Rate Risks

DETAILED CASE STUDY AND EXCEL IMPLEMENTATION

Let us bring our classes to you! Our in-house training is ideal for groups of 10 or more people. We can provide Off-the-shelf training in the form of our classic courses, or we can provide bespoke training, tailored to your organizational goals and objectives. Please contact us for further details