Theory and practice of treasury and risk management in banks. /
Indian Institute of Banking & Finance.
- New Delhi : Taxmann, 2009.
- xv, 471 p. : 24 cm.
Contents: Paper I: Financial markets: an overview: Financial markets -- Money market -- Interest rate quotations and market terminology -- Fixed income securities -- Other capital market instruments -- Foreign exchange (FX) markets -- Derivatives - an overview -- Futures -- Forward rate agreement (FRA) -- Swaps -- Options -- Back office operations in forex and domestic treasury -- Price calculations - treasury bills -- Price calculations - forex treasury -- Market practices -- Paper II: Treasury management: Introduction -- Treasury operations: the global scenario -- Scope and functions of the treasury management -- Integrated treasury: cost centre and profit centre -- Risk analysis and control -- Liquidity management -- Exchange rate mechanism -- Forex valuation -- Regulations, supervision and compliance of treasury operations -- Bond dynamics -- Accounting / valuation -- Role of information technology in treasury management -- Paper III: Risk management: Introduction to risk management -- Risk management process -- Setting up a risk organization -- Assets/ liabilities management (ALM) -- Some important concepts -- Understanding basel accord and its implications.
9788171946396
HD61.T396
Contents: Paper I: Financial markets: an overview: Financial markets -- Money market -- Interest rate quotations and market terminology -- Fixed income securities -- Other capital market instruments -- Foreign exchange (FX) markets -- Derivatives - an overview -- Futures -- Forward rate agreement (FRA) -- Swaps -- Options -- Back office operations in forex and domestic treasury -- Price calculations - treasury bills -- Price calculations - forex treasury -- Market practices -- Paper II: Treasury management: Introduction -- Treasury operations: the global scenario -- Scope and functions of the treasury management -- Integrated treasury: cost centre and profit centre -- Risk analysis and control -- Liquidity management -- Exchange rate mechanism -- Forex valuation -- Regulations, supervision and compliance of treasury operations -- Bond dynamics -- Accounting / valuation -- Role of information technology in treasury management -- Paper III: Risk management: Introduction to risk management -- Risk management process -- Setting up a risk organization -- Assets/ liabilities management (ALM) -- Some important concepts -- Understanding basel accord and its implications.
9788171946396
HD61.T396