Overview

The "Market Risk & Treasury Control" workshop offers participants a thorough understanding of effective market risk management and treasury controls, covering regulatory requirements and internal perspectives. Through theoretical discussions, practical exercises, and case studies, attendees learn to identify, measure, and report market risk, draft Market Risk Policies and SOPs, and understand stakeholder roles. The workshop addresses various market risk components and regulatory guidelines, providing hands-on experience with assessment tools like VaR Models and liquidity risk ratios. Targeted at Treasury Operations, Market Risk Teams, and relevant stakeholders, it equips participants with practical insights and tools for navigating today's financial landscape.

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Outcome

Understand the framework that can be used to effectively identify, measure and report market risk, and how to properly draft these activities in Market Risk Policies and Standardized Operational Procedures (SOP), all of which will facilitate the communications and roles assignment between all relevant parties (Market Risk, Front, Back, and Middle office teams).


Differentiate between various components/sub risks of market risk, including risks surrounding Fixed Income Portfolio, FX Trading and Open Position, equity trading, interest rates, Mutual Funds.


Comprehend the major guidelines from main regulators, including Basel Committee on Banking Supervision (BCBS), Central Bank of Egypt (CBE), and international best practices.


Gain a Hands-on experience of main market risk and Treasury controls assessment & monitoring tools, including returns calculations, volatilities, Value at risk Models (VaR), marking to market (MTM), Basis Points Present Value (PV01), Funds Transfer Pricing (FTP), yield curve construction and periodical review, along with calculating Market Risk Regulatory capital requirements.


Understanding main rationale and components of Interest Rate Risk for Banking Book (IRRBB), and its main monitoring ratios; Economic Value of Equity (EVE) and Earnings at risk (EaR), and Repricing Gap

Details

Developed by: Beacon FinTrain

Standard Total Hours: 30 Hrs

Language: English - Bilingual "English & Arabic"

Modalities: 
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Outline

  • Foreign Exchange Markets
  • Fixed Income; Treasury Bills and Bonds
  • Money markets
  • Common equity shares

  • Price return calculations, marking to Market (MTM), and Marking to Model
  • Value at Risk Models (VaR)
  • Variance Covariance Matrix and Portfolio VaR
  • Duration, Modified Duration, Convexity, Basis Points Present Value (BPV01)

  • Derivatives
  • Securitizations – current issues and implementations
  • Repurchase Agreements (Repo, Reverse Repo, Repo-to- Maturity, and Total Return SWAPs)

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Who Should Attend

  • Treasury Operations (Back Office)
  • Market Risk Team
  • Other teams closely dealing with market risk (including Treasury front office, Treasury Operations Control (Middle Office), Internal Audit, and Finance team).

Why Beacon

Quality

Beacon FinTrain prioritizes excellence in every service, ensuring top-notch, reliable, and consistent outcomes that meet and exceed client expectations.

Specialization

We focus on finance, offering expert knowledge and bespoke solutions that cater to the unique needs of finance professionals in the Middle East and Africa.

Punctuality

Time is money. We respect deadlines, delivering precise and timely results to help our clients stay ahead in the fast-paced financial world.

Guidance

Beacon FinTrain is a guiding light in finance, providing insightful advice and support to navigate the complexities of financial markets and regulations.

Integrity

We uphold the highest ethical standards, fostering trust and transparency in all our dealings to build lasting relationships with clients.

Flexibility

Adapting to the dynamic finance sector, we offer versatile services and solutions that align with the evolving needs of our clients.