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Treasury Markets and Operations

Book Description

An in-depth look at how banks and other financial institutions manage treasury operations

Created for banking and finance professionals with a desire to expand their management skillset, this book focuses on treasury operations in banking. It was written by the experts at the world-renowned Hong Kong Institute of Bankers, an organization dedicated to providing the international banking community with education and training.

  • Offers a detailed look at treasury operations and how banks manage their relationships with various markets, including foreign exchange, bond markets, and derivatives

  • Gives practitioners a thorough understanding of balance sheet management, settlement, and control

  • Provides bankers with the specialised knowledge they need to undertake critical reviews of treasury operations in banks, manage a wide range of treasury activities, and identify risks

  • Table of Contents

    1. Preface
    2. Part 1: Treasury Management
      1. Chapter 1: Treasury Management of Financial Institutions
        1. Learning objectives
        2. Introduction
        3. Issues in Treasury Operations
        4. Treasury Controls and Measures
        5. Summary
        6. Key Terms
        7. Study Guide
        8. Further Reading
        9. Notes
      2. Chapter 2: The Foreign Exchange Market
        1. Learning objectives
        2. Introduction
        3. Basic Operation of Forex Market
        4. Determining Exchange Rates
        5. Forward Markets
        6. Hedging the FX Exposure
        7. Summary
        8. Key Terms
        9. Study Guide
        10. Further Reading
        11. Notes
      3. Chapter 3: Money and Capital Markets
        1. Learning objectives
        2. Introduction
        3. Hong Kong Dollar Market
        4. International Market
        5. Bond Market
        6. RMB Market
        7. The Money Market Desk
        8. Money Market Operations
        9. Treasury Bills
        10. Capital Markets: Risk and Valuations
        11. Summary
        12. Key Terms
        13. Study Guide
        14. Further Reading
        15. Notes
      4. Chapter 4: Bond Market
        1. Learning objectives
        2. Introduction
        3. Basics of the Bond Market
        4. Pricing Bonds
        5. Interest Rate Risk
        6. Summary
        7. Key Terms
        8. Study Guide
        9. Further Reading
        10. Notes
      5. Chapter 5: Derivatives
        1. Learning objectives
        2. Introduction
        3. Derivatives for Hedging
        4. Credit Derivatives
        5. Options
        6. Trading Strategies
        7. Summary
        8. Key Terms
        9. Study Guide
        10. Further Reading
        11. Notes
    3. Part 2: Treasury Operations
      1. Chapter 6: Treasury Operations
        1. Learning objectives
        2. Introduction
        3. Front Office
        4. Middle Office
        5. Back Office
        6. Summary
        7. Key Terms
        8. Study Guide
        9. Further Reading
        10. Notes
      2. Chapter 7: Market Risk and Other Risk Measures
        1. Learning objectives
        2. Introduction
        3. Risk Considerations
        4. Value-at-Risk
        5. Basis Point Value and Hedging Market Risk
        6. Managing Financial Risk
        7. Summary
        8. Key Terms
        9. Study Guide
        10. Further Reading
        11. Notes
      3. Chapter 8: RMB Payments and Settlements
        1. Learning objectives
        2. Introduction
        3. RMB Clearing and Settlement
        4. Summary
        5. Key Terms
        6. Study Guide
        7. Further Reading
        8. Notes
    4. Part 3: Case Studies
      1. Chapter 9: Case Studies
        1. Learning objectives
        2. Introduction
        3. Segregation of Duties: Barings Bank
        4. Settlement Risk: Herstatt Bank
        5. Liquidity Risk in Position Hedging: Metallgesellschaft AG
        6. Liquidity Risk: Lehman Brothers
        7. Summary
        8. Key Terms
        9. Study Guide
        10. Further Reading
        11. Notes
    5. Appendix A: CMU Members
    6. Appendix B: Bond Pricing
      1. Return on Debt Securities
      2. Bond Products
      3. Notes
    7. Index
    8. End User License Agreement