Get

certified.
Stay ahead
of the
Bank Treasury Operations
including FX operations
Understand the important treasury functions and
operations in a practical way.
Pune, India

Treasuries plays a very important and pivotal role in

asset and liability management, liquidity management
and investment management of a bank. Further, the
financial markets offer varieties of products giving
excellent opportunities of arbitrage as well as risk mit-
igation.
To take advantage of such opportunities, the treasury
executives must have a complete and thorough
knowledge of treasury operations, related regulation,
available products and the markets offering these
products, market practices as also the risks associated
with such operations, products and markets.
This intensive program is designed to give you a
thorough and comprehensive understanding treasury
Bourse Simulation operations, products and markets , related risks and
Game included managing the risks.
The course uses a balance of lectures, case studies,
and discussions. The program emphasizes on active
participation from delegates and includes exercises and
case studies.
BFSI Academy is the
training division of MVL
Consulting Private
Limited. Key Takeaways :
On completion of the program you will have understanding of :
Visit BFSI Academy at
www.bfsia.com
 Functions of treasury
 How a treasury operates
All our training programs
 Financial products, their usage and related risks
are also available in-
house. To arrange an in-  How FX markets operate
house program please
contact us on :  What are derivatives and how they are used
+91-20-25466154 or
email info@mvlco.com
Or email us at
trainings@bfsia.com Location: Pune, India
Bank Treasury Operations (including foreign exchange operations)
Course coverage:
Integrated Treasury
Functions
Treasury Setup and
Organization
 Front office
 Mid office
 Back office
Financial Markets
 Money market
 Debt/bond market
 FX market
 Derivatives market
 Equity market
 Mutual funds
Overview of Treasury
Processes
 Types of deals/trades
 Confirmation/affirmation
 Risk management through
limits
 Settlement of trades and
funds
 Reconciliations
Understanding Risks
Related to Treasury
 Investment and risk
management policies
 Credit risk
 Market risk
 Operational risk
Treasury Products
including FX and
Derivatives
Why should you attend:
The agenda offers a mix of
strategic and operational
issues to enhance the
knowledge on treasury
operations in banks.
Course objectives :
 Understand the overview of financial markets
 Understand the functions of bank’s treasury operations
 Understand the money market, debt market, equity market and
derivative market instruments
 To know the major participants in foreign exchange market
 Understanding type of Foreign Exchange transactions
 To understand the major risks in foreign exchange operations and
money market
 Understand the various hedging techniques employed by banks and
corporations
Who will benefit :
 Officers working in or expecting to work in treasury
 Bank auditors involved in treasury audits
 Software professionals involved in treasury software development
and support
Benefits of attending :
 Understand treasury operations in simple and practical way
 Understand how different products are used by treasury to fulfill
various requirements of a bank
 Understand the risks faced by banks in treasury operations and how
these risks are measured and mitigated.
Course director :
Mr. M. V. Lonkar, B. Com, FCA, Grad. CWA,
CISA, CFE, has more than 30 years of
experience in risk management, banking
and IT. He is presently pursuing PhD in risk
management in banking. He had audited
treasuries of large banks and has also
created process documents and
operational manuals for domestic and FX
treasuries . He has also carried out functionality testing of software
applications used in bank treasuries. Other course faculties include
practicing banking professionals and treasury professionals.
Contact us :
Email: info@mvlco.com or achala@mvlco.com
Cell No. +91-97646 35350 or
Telefax: +91-20-25466154, +91-20-25422874.
Website: www.mvlco.com
www.mvlco.com
 Bank Treasury Operations (including foreign exchange operations)

Program contents: Markets

 Primary markets
Integrated treasury functions
 Secondary market
 Asset and Liability Management
 Third/fourth market
 Control of dealing activities and risk exposure
management  OTC markets
 CRR/SLR maintenance  Security borrowing and lending
 Centralized cash management and fund transfer
pricing Risk management in treasury
Treasury organization and roles/functions Understanding and measuring credit risk
 Front office  Transaction credit risk
 Mid office  Portfolio credit risk
 Back office Understanding and measuring market risk
Financial market  Interest rate risk
 Money markets  FX risk
 Bond markets  Price/equity risk
 FX markets  Commodity risk
 Derivatives market Understanding and measuring liquidity risk
 Equity markets
 Mutual funds Domestic treasury operations
Treasury basics  Investment policy
 Time value of money  Classification and valuation of investments
 Day count conventions and interest/coupon  Held till maturity (HTM)
computation  Available for sale (AFS)
 Banking Book and Trading Book  Held for trading (HFT)
 Master agreements  Shifting in categories
 BR, SGL Forms  Investment fluctuation/adjustment reserve
 Rate scans  Domestic treasury products including SLR and Non SLR
 Voice recordings securities
Entities in the market and their roles  Money market products
 Issuers  Bond market products
 Customers
 Corporate customers Foreign exchange operations
 Bank customers
 Entities in the market and their roles
 Central counter-party
 Exchange rate determinants
 Brokers
 Exchange rate arithmetic
 Markets
 Interbank offered rates
 Regulator
 Types of FX deals
 Banks
 Major risks in FX
 Depository/custodian
 Foreign exchange risk management
 Associations like FEDAI/FIMMDA
 FX operations : buy/sell, lend/borrow, swaps
 Information providers : Reuters, Bloomberg
Derivatives Operations
Overview of treasury processes  Derivatives market operations
Types of trades  Proprietary role and market maker role
 Proprietary trades  Forward and futures contracts
 Customer trades  Options and swaps
Securities and funds settlement process
 Depository settlements SWIFT operations
 Funds settlements
 What is SWIFT
 Failed settlements
 How SWIFT operates
 Interest and other claims
 Important SWIFT message types
Documents used and their importance
 Deal ticket/blotter/Position pad
Regulatory reporting
 Confirmation/affirmation
 Banker’s receipt/SGL Form Bourse Game

www.mvlco.com
Bank Treasury Operations (including foreign exchange operations)
Registration and further information …...
Group discounts
3 delegates - 10%
4 delegates - 15%
5 delegates - 20%
Available only for delegates
from same organization
attending the same course.
REGISTER TODAY
Sign and fax the at-
tached registration
form to
+91-9764835350
or info@mvlco.com
ABOUT PUNE
Pune is 156 Kms. by
road from Mumbai
(Bombay) and it takes
approximately 3 hours
to reach Pune by car).
Pune has an air-port
which has international
flights from Dubai and
Singapore.
You can contact our
logistics team to know
about the weather and
accommodation details.
ACCOMMODATION
The present program is
proposed to be conducted
at Pune or such other loca-
tion at the discretion of
MVLCO. You may contact
our logistic team for assis-
tance in hotel booking
Registration
Bank Treasury Operations
(including foreign exchange operations)
Course Fees (excluding Service Tax @ 15%):
Standard Delegate Fee : INR 20,000 - per delegate from
India, Nepal and Bhutan.
USD 1000 for delegates from other countries.
(Fees include all the tuition, full course documentation, lunches and refreshments for
the duration of the program).
Please note that MVLCO reserves the right to refuse admission to the training if proof of
payment has not been received prior to the start of the program. An invoice will be sent
upon receipt of registration form. Information about our bank where payment should
be made shall be provided on registration. Payment must be received in full prior to
the course start.
Incidental expenses:
The fees does not include accommodation facility , dinner and personal expenses of
delegates). MVLCO is NOT responsible for covering airfare, accommodation or other trav-
el costs incurred by registrants.
Cancellation and transfers:
50% of the full fee will be charged if cancellation takes place between 28 and 14 days
before the start of the program. The full fee will be charged if cancellation occurs 14 days or
less before the start of the program. Substitutes can be accepted at any time providing we
have received confirmation in writing.
Proposed Venue:
The training program is proposed to be conducted at Pune
Disclaimer : Change of terms and location of program:
MVLCO reserves the right to change or cancel any part of its published program or teach-
ing faculty due to unforeseen circumstances. It may be necessary for reasons beyond our
control to alter the venue, trainer/s, time-table, contents of a program. Fees will be refund-
ed if the program is cancelled by MVL Consulting Private Limited. We accept no liability for
any other cost, losses or damages. For detailed terms and conditions, please refer Registra-
tion Form.
MVL Consulting Private Limited
# 17, Laxman Villa Condominium, Paud Road, Pune 411038, India
Telefax: +91-20-25466154, +91-20-25422874,
Email: info@mvlco.com
Website: www.mvlco.com