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Stay ahead
of the

Bank Treasury Operations

including FX operations

Pune, India

Understand the important treasury functions and

operations in a practical way.

Bourse Simulation
Game included

BFSI Academy is the

training division of MVL
Consulting Private

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 mitigation.
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
operations, products and markets , related risks and
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.
Key Takeaways :
On completion of the program you will have understanding of :

Visit BFSI Academy at

All our training programs

are also available inhouse. To arrange an inhouse program please
contact us on :
+91-20-25466154 or
Or email us at

Functions of treasury
How a treasury operates
Financial products, their usage and related risks
How FX markets operate
What are derivatives and how they are used

Location: Pune, India

Bank Treasury Operations (including foreign exchange operations)

Course coverage:
Integrated Treasury
Treasury Setup and
Front office
Mid office
Back office

Financial Markets
Money market
Debt/bond market
FX market
Derivatives market
Equity market
Mutual funds

Overview of Treasury
Types of deals/trades
Risk management through

Settlement of trades and

Understanding Risks
Related to Treasury
Investment and risk

management policies
Credit risk
Market risk
Operational risk

Treasury Products
including FX and

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 banks 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

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: or
Cell No. +91-97646 35350 or
Telefax: +91-20-25466154, +91-20-25422874.

Bank Treasury Operations (including foreign exchange operations)

Program contents:
Integrated treasury functions
Asset and Liability Management
Control of dealing activities and risk exposure
CRR/SLR maintenance
Centralized cash management and fund transfer
Treasury organization and roles/functions
Front office
Mid office
Back office
Financial market
Money markets
Bond markets
FX markets
Derivatives market
Equity markets
Mutual funds
Treasury basics
Time value of money
Day count conventions and interest/coupon
Banking Book and Trading Book
Master agreements
BR, SGL Forms
Rate scans
Voice recordings
Entities in the market and their roles
Corporate customers
Bank customers
Central counter-party
Associations like FEDAI/FIMMDA
Information providers : Reuters, Bloomberg

Overview of treasury processes

Types of trades
Proprietary trades
Customer trades
Securities and funds settlement process
Depository settlements
Funds settlements
Failed settlements
Interest and other claims
Documents used and their importance
Deal ticket/blotter/Position pad
Bankers receipt/SGL Form


Primary markets
Secondary market
Third/fourth market
OTC markets
Security borrowing and lending

Risk management in treasury

Understanding and measuring credit risk
Transaction credit risk
Portfolio credit risk
Understanding and measuring market risk
Interest rate risk
FX risk
Price/equity risk
Commodity risk
Understanding and measuring liquidity risk

Domestic treasury operations

Investment policy
Classification and valuation of investments
Held till maturity (HTM)
Available for sale (AFS)
Held for trading (HFT)
Shifting in categories
Investment fluctuation/adjustment reserve
Domestic treasury products including SLR and Non SLR
Money market products
Bond market products

Foreign exchange operations

Entities in the market and their roles

Exchange rate determinants
Exchange rate arithmetic
Interbank offered rates
Types of FX deals
Major risks in FX
Foreign exchange risk management
FX operations : buy/sell, lend/borrow, swaps

Derivatives Operations

Derivatives market operations

Proprietary role and market maker role
Forward and futures contracts
Options and swaps

SWIFT operations

What is SWIFT
How SWIFT operates
Important SWIFT message types

Regulatory reporting
Bourse Game

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.

Sign and fax the attached registration
form to

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

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 travel 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.

flights from Dubai and

You can contact our
logistics team to know
about the weather and
accommodation details.

The present program is
proposed to be conducted
at Pune or such other location at the discretion of
MVLCO. You may contact
our logistic team for assistance in hotel booking

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 teaching 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 refunded 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 Registration Form.

MVL Consulting Private Limited

# 17, Laxman Villa Condominium, Paud Road, Pune 411038, India
Telefax: +91-20-25466154, +91-20-25422874,