Market Risk and Treasury Office Management

What this course covers

Market and Treasury Office Risk Management in Banking course covers key concepts, strategies, and regulatory frameworks to ensure robust risk management and optimise treasury operations in alignment with market risk objectives.

Market Risk Management:

• Understand different types of market risks, including interest rate risk, foreign exchange risk, and liquidity risk.
• Gain insights into market risk measurement methodologies, including Value at Risk (VaR).
• Develop risk mitigation strategies and controls to manage market risk exposures.
• Explore stress testing and scenario analysis techniques to assess potential market risk impacts.
• Implement effective market risk monitoring and reporting processes.

Treasury Middle Office Functions:

• Comprehend the role and responsibilities of the treasury middle office within a banking organization.
• Establish effective governance and control frameworks for treasury operations.
• Gain insights into regulatory requirements and industry best practices for treasury middle office risk management.
• Learn about collateral management, margining, and counterparty credit risk management.
• Understand the importance of accurate and timely valuation of treasury instruments.

Financial Products and Derivatives:

• The various financial products, including bonds, derivatives, and structured products.
• The risks associated with financial products and derivatives.
• Explore risk measurement and valuation techniques for derivatives.
• Gain insights into hedging strategies and risk mitigation approaches using derivatives.

Regulatory Compliance:

• Understand regulatory requirements related to market risk management in banking.
• Learn about Basel III guidelines and regulations governing market risk.
• Comprehend reporting and disclosure requirements for market risk exposures.
• Stay updated with emerging regulatory developments and their impact on market risk management.

• Gain a deeper understanding of market risk management concepts, techniques, and strategies specific to the banking industry
• Acquire the skills to effectively identify, assess, and mitigate market risks, optimising risk-return trade-offs in treasury operations.
• Benefit from key regulatory requirements and industry best practices for market risk management.
• Learn how ensure compliance with regulatory guidelines, enhancing their ability to meet regulatory obligations within their organisations.
• Obtain insights into treasury middle office functions and best practices.
• Understand how to establish effective governance, control frameworks, and risk management processes to optimise treasury operations and support strategic decision-making.
• Learn practical tools and techniques for market risk measurement, stress testing, and risk reporting to make informed decisions and effectively communicate market risk exposures to stakeholders.

While there are no specific pre-requisites to attend this course, it is designed with those from the Banking and Financial Services sector in mind, and draws on many common banking principles and practise.

In so doing, the course makes reference to and use of terms and concepts in Banking.

• Risk managers responsible for managing market risk
• Treasury managers responsible for overseeing treasury operations and optimising risk-return trade-offs
• Market Risk Analysts Professionals involved in market risk analysis and measurement
• Middle Office Managers responsible for the governance and control of treasury operations
• Regulatory Compliance officers responsible for ensuring adherence to regulatory requirements related to market risk management such as Basel III guidelines,
• Financial controllers responsible for financial reporting and valuation of treasury instruments
• Treasury Operations Staff involved in day-to-day treasury operations, including traders, settlement officers, and risk analysts
• Senior Executives including C-suite members and board members

It's worth noting that the applicability of the course extends beyond these roles, and any banking professional involved in risk management, information security, business continuity, or operations would benefit from gaining knowledge and skills in Treasury, markets and related financial risk management planning and controls

What the Course Covers

• Module 1: Introduction to Market Risk and Treasury Middle Office
• Module 2: Market Risk Measurement and VaR
• Module 3: Market Risk Monitoring and Reporting
• Module 4: Stress Testing and Scenario Analysis
• Module 5: Liquidity Risk Management
• Module 6: Interest Rate Risk Management
• Module 7: Foreign Exchange Risk Management
• Module 8: Treasury Middle Office Functions and Controls
• Module 9: Collateral Management and Margining
• Module 10: Counterparty Credit Risk
• Module 11: Derivatives and Risk Management
• Module 12: Emerging Trends and Future Challenges