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caiib_riskmgt_modc

caiib_riskmgt_modc

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Published by gopalmeb

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Published by: gopalmeb on Jan 18, 2011
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02/27/2014

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INDIAN INSTITUTE OF BANKING &INDIAN INSTITUTE OF BANKING &FINANCEFINANCE
Risk ManagementRisk Management ± ±Module CModule C Treasury ManagementTreasury Management2626--0404--2008 62008 6--7.30 pm7.30 pm ByByC.S.BALAKRISHNANC.S.BALAKRISHNANchitturb@rediffmail.comchitturb@rediffmail.com
 
SyllabusSyllabus
Module C: Treasury ManagementModule C: Treasury Management
::
Treasury managementTreasury management
; concepts and functions; instruments in; concepts and functions; instruments inthethetreasury market; development of new financial products; controltreasury market; development of new financial products; controland supervision of Treasury management; linkage of domesticand supervision of Treasury management; linkage of domesticoperations with foreign operations.operations with foreign operations.
AssetAsset--liability managementliability management
; Interest rate risk; interest rate futures;; Interest rate risk; interest rate futures;stock options; debt instruments; bond portfolio strategy; riskstock options; debt instruments; bond portfolio strategy; riskcontrol and hedging instruments.control and hedging instruments.
InvestmentsInvestments
 ±  ± 
Treasury billsTreasury bills
 ±  ± 
M
oney markets instruments such
M
oney markets instruments suchas CDs, CPs, IBPs; Securitisation and Forfaiting; Refinance andas CDs, CPs, IBPs; Securitisation and Forfaiting; Refinance andrediscounting facilities.rediscounting facilities.
 
Spot TradesSpot Trades--Settlement takes place twoSettlement takes place two working days from the trade date.working days from the trade date.--TO
M
 TO
M
± ±Next DayNext Day--All exchange rates are qouted on the screen All exchange rates are qouted on the screenare for spot trade.are for spot trade.
ForwardForward--purchase or sale of currency on apurchase or sale of currency on a future date.Forward exchange rates arefuture date.Forward exchange rates arearrived at on the basis of interest ratearrived at on the basis of interest ratedifferentials of two currencies added or differentials of two currencies added or deducted from spot exchange rate.deducted from spot exchange rate.

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