Description
Course Outline:
I. Funds Management
II. Liquidity Management
A. Reserves Management
B. Nostro Management
III. P/L Management
A. P/L Overview
1. The Trading Books vis-a-vis the Accrual Books
2. Organizational Structure
B. The Trading Books
3. FX Trading
a. FX Jargon & Market Conventions
b. Trading vis-à-vis Marketing
c. Trading Limits
d. Funding
e. Counterparty Risk
4. Debt Securities Trading
a. Debt Securities Jargon
b. Debt Securities Pricing
c. Trading vis-à-vis Marketing
d. Trading Limits
e. Risk Exposures
C. The Accrual Books
1. The Treasury Balance Sheet
2. Gap Positions
a. Liquidity Risk
b. Repricing Risk
3. Gap Limits
a. MCO Limit
b. EAR Limit
Schedule: June 22, 2019 (Saturday); 8:30 A.M. to 5:00 P.M.
Venue: Dusit Thani Manila, Ayala Center, Makati City.