E-Learning Course: Treasury Analytics - Treasury Management.DUBLIN, Ireland -- Research and Markets (http://www.researchandmarkets.com/reports/c30937) has announced the addition of E-Learning Course: Treasury Analytics - Treasury Management to their offering. The concept of yield curve analysis, different analytical techniques like duration, convexity Convexity A measure of the curvature in the relationship between bond prices and bond yields. Notes: Positive convexity corresponds to curvature that opens upward. Negative convexity corresponds to curvature that opens downward. and basis point value, which form the basis for understanding the overall risk measurement framework are the elements of this course group. The practioner is introduced to the Value-at-Risk (VaR) methodology to measure risks. After completing this course you will be conversant CONVERSANT. One who is in the habit of being in a particular place, is said to be conversant there. Barnes, 162. with: --Yield curve analytics --Various analytical techniques --Value-at-risk methodology Target Audience Every professional involved in the global financial services The examples and perspective in this article or section may not represent a worldwide view of the subject. Please [ improve this article] or discuss the issue on the talk page. industry (as a provider, user, regulator or advisor of product/services, marketplace/exchange) would benefit from our innovative solutions. Supervisory Agencies Central Banks This is a list of central banks. Contents A B C D E F G H I J K L M N O P Q R S T U V W Y Z Financial Institutions Commercial Banks Investment Banks The following is a list of investment banks Financial conglomerates Large financial-services conglomerates combine commercial banking and investment banking, and sometimes insurance. Housing Societies/Thrifts Mutual Funds Brokerage Houses Stock Exchanges Derivatives Exchanges Insurance Companies Multinational Corporations Accountancy Firms Consultancy Firms Law Firms Rating Agencies Multi-lateral Financial Institutions Others Course Level & Number of Courses: Intermediate Level, Library of 7 Courses Instructional Method: Dynamic, Interactive e-learning Recommended Background: Familiarity with basic financial concepts Library of 7 Courses Time taken to complete each Course: Two - Three hours 1. Treasury Management - Scope and Importance --What is Treasury Management? --Structure of Treasury Management --Functions of Treasurer and Controller 2. Overview of Risk Management --Concept of Risk --Risk Management Process --Determination of Business Objectives --Identification of Risks --Measurement of Risk 3. Yield Curve Analysis --Concept of Yield Curve and its Types --Various Theories under Yield Curve Analysis --Types of Interest Rates and their Computation --Bond Arbitrage Strategies --Yield Interpolation interpolation In mathematics, estimation of a value between two known data points. A simple example is calculating the mean (see mean, median, and mode) of two population counts made 10 years apart to estimate the population in the fifth year. --Applications of Yield Curve Analysis 4. Duration -- Concept of Duration and Modified Duration Modified Duration A formula that expresses the measurable change in the value of a security in response to a change in interest rates. Calculated as the following: -- Computation of Duration for different types of bonds -- Relationship between duration, yield, coupon and maturity -- Duration of a Portfolio 5. Basis Point Value (BPV BPV Bipolar Violation BPV Banca Popolare di Verona (Italian Bank) BPV Benign Positional Vertigo BPV Bovine Papilloma Virus BPV Basis Point Value BPV Back Pressure Valve (oil and gas industry) ) --Concept of Basis Point Value --Relationship between BPV, Duration and Modified Duration --BPV for On-Balance Sheet items --BPV for Off-Balance Sheet items --BPV of a Portfolio 6. Convexity --Concept of Convexity and its Properties --Convexity of a Portfolio --Impact of price change on convexity --Positive and Negative Convexity Negative convexity A bond characteristic such that the price appreciation will be less than the price depreciation for a large change in yield of a given number of basis points. For example, a fixed-rate mortgage may lose value as rates go down because of prepayments. 7. Value-at-Risk --Concept of Value-at-Risk --VaR Calculation --VaR Conversion 1. One confidence to another 2. One horizon to another -- VaR Methods 1. Historical Simulation 2. Monte Carlo Simulation Monte Carlo Simulation A problem solving technique used to approximate the probability of certain outcomes by running multiple trial runs, called simulations, using random variables. 3. Variance-Covariance Method Set of 6 interactive Job Aids --Measurement Tools --Disclosures --Regulations --Global Best Practices --Scope and Structure of FX --and Derivatives Markets --Policy Templates For more information visit http://www.researchandmarkets.com/reports/c30937 |
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