2 Day Course
Wednesday 16 and Thursday 17 June 2010
Sydney
Maximise the benefits from an effective treasury function
As Mutual ADIs find themselves working through the global credit and liquidity crunch and a more volatile and challenging post Basel II period, the role of treasury has become increasingly important. The demands for more refined management of margin, liquid funds, wholesale borrowings and risk demands a more sophisticated approach to the treasury function. In addition, the importance of capital management both from an APRA ICAAP and a risk / reward perspective has never been greater. This course will address how a Mutual ADI can develop and maintain an effective treasury and capital management function in 2009 and beyond.
You will get out of this course an understanding of:
- The functions and objectives of treasury in a Mutual ADI
- The main financial instruments and how they are used in a treasury activity
- How treasury activity is processed from deal creation, through settlements, to accounting.
- How to account for and report on treasury transactions under AASB 7, 132 and 139
- How to identify and manage market, credit and liquidity risk relating to treasury instruments
- The key risks facing your NIM in the current environment including credit spread, portfolio repricing, lack of fixed rate lending and short term margin squeeze.
- A knowledge of the key operational risks and related treasury controls
- How to obtain / calculate the fair value of treasury instruments
- An appreciation of the benefits of an effective treasury function within a mutual ADI
- The essential components of a capital management process
- How to carry out a comprehensive ICAAP process and how to quantify each risk
- How to manage capital and utilise capital usage as a key management tool
Click here to view full details in pdf.