Certificate Program on Advanced Treasury and Foreign Exchange Risk Management


The Certificate program on Advanced Treasury and Foreign Exchange Risk Management provide a detailed insight into the treasury functions and managing treasury activities. The objective of the program is to provide the participants with the understanding of the following:

  • What is Foreign Exchange? What does Forex Market mean and its nature? Participants in Forex Markets and their roles in the market.
  • Trading in Foreign Exchange and Rates Conventions. Role of Forex Brokers in trading.
  • Forex Treasury, its structure and Role in Banks.
  • NOSTRO accounts, Remittances and SWIFT mechanism, Funding of NOSTRO accounts, Exchange and Account Positions.
  • Risks associated with Fore Trading and how to manage the risks.
  • Introduction to Derivatives and how the work in real life. [Options, Futures, Forwards, SWAPS etc].
  • Day 1
    Overview of Fixed Income (FI) Debt and Money Markets
    Bond Mathematics and Trading Strategies
    Interest Rate Derivatives
    FX Market Terminology
    FX Market Operations
    FX Mathematics and Derivatives
    Overview of Foreign Exchange Markets
  • Cash & Spot Exchange
  • Eurocurrency Markets
  • Market Players, Inter-bank ,Corporates
  • Mechanism of making a foreign payment
  • Forex and Interest Rate markets
  • FEMA Regulations
  • Factors affecting Exchange Rates
  • Trading in Foreign Exchange Markets
  • Trading Procedure
  • Management of International Trade Transaction
  • Information Analysis for Trading
  • Speculation
  • International Transactions Financing
  • Concept of Volatility in Forex Markets

  • Day 2
    Forecasting Exchange Rates
  • Various theories of forecasting
  • Drawbacks associated with these theories
  • Technical Analysis
  • Real-time example
  • 6. Value at Risk (VaR)
  • Introduction to VaR
  • Application of VaR in Forex Markets
  • 7. Tools of Risk Management
  • Forward/Futures/Swaps/FRA
  • Options
  • Types of options like range notes, spreads, knock-ins/outs/digital/barrier, leveraged etc
  • Risk Return and Hedging Profile
  • Product Structuring
  • Actual illustration
  • 8. Hedging in Forex Market
  • Hedging through Forward/Futures/Options/Swaps
  • Pricing of Options/Swaps/Forwards

  • Day 3
    The Role And Function Of Treasury Management
  • Overview of the main activities of treasury management in the private sector and public sector
  • Treasury management activities in the private sector
  • Treasury management activities in the public sector
  • Introduction to Treasury risks
  • 6. Value at Risk (VaR)
  • Introduction to VaR
  • Application of VaR in Forex Markets
  • Strategic Treasury Management
  • How treasury has evolved since the financial crisis
  • Aligning treasury strategy with organisational goals
  • Treasury as strategic financial advisers to the organization
  • Areas where treasury takes a leading role, including bank relationship management; short and long-term borrowing and financial risk management

  • Day 4
    Managing Treasury Risks
  • Risk management frameworks and the control environment
  • Market risk
  • Liquidity risk
  • Currency risk
  • Effective internal controls and governance in the treasury function
  • Practical Treasury Management
  • Preparing cash flow statements
  • Using ratio analysis
  • Raising finance - debt versus equity
  • The weighted average cost of capital (WACC)

  • Participants attending the entire course shall be eligible to receive Participation Certificate from the BSE Institute Ltd.
  • Corporate Executives
  • Banks and Treasury Managers
  • Insurance Companies
  • New/recently-appointed Nos
  • Financial crime and risk officers
  • Capital Market Intermediaries
  • Students and Investors
  • 4 Full Days
    10.00 am. to 5.30 pm

    Rs. 12,000.00 + Applicable Taxes per participant inclusive of tuition fees, reference material and (morning / evening) refreshments only.

    For further details regarding contents,
    E-mail: training@bseindia.com