PAPER 6(f): TREASURY MANAGEMENT (Optional Subject)

Full Marks: 100

Chapter 1 Introduction to Treasury
          Function of Treasury
          The Market
          Key Variables in Treasury Management
          What is Liquidity
          The Role of Central Bank
          Treasury as a profit center of the bank

Chapter 2 Reserves
          Operational Reserve
          Statutory Reserve Requirement
          Government Securities

Chapter 3  Asset Liability Management
          Liquidity Management
          Tools of Liquidity Management
          Balance Sheet & Capital Planning
          Transfer Pricing of Assets & Liability
          ALCO

Chapter 4  Foreign Exchange Management
          Fx Markets
          FX Quote Conventions
          Net Open Position
          Assessing Exposure to Risk
          Forward & FX Swap Pricing
          Foreign Exchange Trading

Chapter 5 Money Market
          Money Market Instruments
          Participants of Money Market
          Treasury Bill Market of Bangladesh
          Repo & Reverse Repo
          Swap

Chapter 6  Fixed Income
          Fixed Income Market
          Fixed Income Instruments
          Bond Pricing & Yield to Maturity
          Duration & Convexity
          Primary & Secondary Market

Chapter 7  Basic Derivatives
          FX Derivatives
          Interest Rate Derivatives
          Commodity Derivatives
          Credit Derivatives

Chapter 8  Market Risk Management
          Risk Factors in a Bank
          FX Risk Management
          Interest Rate Risk Management
          Risk Management Limits & Reporting
                Implication of Basel II