Markets & Treasury

Follow bank treasury and market transactions from desk decisions through risk control, funding, collateral, clearing, settlement, accounting and operational recovery.

Start with foundations, follow funding and products, then connect balance-sheet and market-risk control. Every chapter includes its practical supplements.

1. Foundations of Markets & Treasury

   Purpose, participants, front/middle/back office, banking and trading books, systems and transaction control.

2. Bank Treasury & Liquidity

   Cash positioning, funding, HQLA, intraday liquidity, LCR, NSFR, stress and contingency funding.

3. Money Markets

   Unsecured funding, repo, short-term securities, central-bank operations, settlement and reconciliation.

4. Bank Treasury & Liquidity Advanced

   Treasury desk practice, numerical workbooks, operational controls and multi-entity survival scenarios.

5. Fixed Income & Bond Markets

   Bond cash flows, prices, yield, duration, custody, delivery versus payment and settlement exceptions.

6. Foreign Exchange

   Spot, forwards, swaps, pricing, settlement risk, payment versus payment and nostro funding.

7. Interest-Rate & Credit Derivatives

   Swaps, futures, options and credit derivatives: confirmation, valuation, clearing, margin and lifecycle events.

8. ALM, FTP & Balance-Sheet

   Balance-sheet mismatch, interest-rate risk, funds transfer pricing, liquidity constraints and ALCO decisions.

9. Market Risk, Limits & Controls

   Sensitivities, VaR, expected shortfall, stress, limits, independent valuation and breach governance.

10. Capital Markets Foundations

    DCM, ECM, underwriting, syndication, investor distribution, issuance settlement and practical casework.