Theory & Practice Of Treasury & Risk Management In Banks (Paperback)

Theory & Practice Of Treasury & Risk Management In Banks Book Description

About the Book :

This book on Treasury and Risk Management in Banks is a systematic and comprehensive overview of modern treasury and risk management practices in banks. Treasury and Risk Management in Banks have assumed an increasingly greater importance with the globalization of Indian financial markets. Today, banks are exposed to a multiplicity of risks. Therefore, officers working in the treasury department of banks need to retool, re-equip and fully update themselves to meet the latest developments especially in risk management and derivative instruments.

The book is based on the rich experience of the team of authors, who are well known in both the academic world and Banking. The book is mainly oriented towards banks, but it is also useful to students of Management.

Contents :

Foreword    iii
Diploma in Treasury, Risk and Investment Management    v
PAPER I
FINANCIAL MARKETS : AN OVERVIEW
CHAPTER 1 :    FINANCIAL MARKETS
1.1    An overview of markets and functions   
1.1-1    Classification of Financial Markets   
1.1-2    Capital Market   
1.1-3    Money Market   
1.1-4    Foreign Exchange Markets   
1.1-5    Insurance Markets   
1.1-6    Mutual Funds   
1.2    Roles and Functions of participants in the Financial Market   
1.2-1    Banks   
1.2-2    Primary Dealers (PDs)   
1.2-3    Financial Institutions (FIs)   
1.2-4    Stock Exchanges   
1.2-5    Brokers   
1.2-6    Investment Bankers (Merchant Bankers)   
1.2-7    Foreign Institutional Investors (FIIs)   
1.2-8    Custodians   
1.2-9    Depositories
CHAPTER 2 :    MONEY MARKET
2.1    Introduction   
2.2    Need for the market   
2.3    Participants in the money market   
2.3-1    Central Government   
2.3-2    State Government   
2.3-3    Public Sector Undertakings   
2.3-4    Scheduled Commercial Banks (SCBs)   
2.3-5    Private Sector Companies   
2.3-6    Provident Funds   
2.3-7    General Insurance Companies   
2.3-8    Life Insurance Companies   
2.3-9    Mutual Funds   
2.3-10    Non-banking Finance Companies   
2.3-11    Primary Dealers (PDs)   
2.4    Money Market - Instruments   
2.4-1    Call Money/Notice Money   
2.4-2    Term Money   
2.4-3    Bank Fixed Deposits (FDs)   
2.4-4    Certificate of Deposits (CDs)
2.4-5    Commercial Paper (CP)   
2.4-6    Bill Rediscounting Scheme (BRDS)   
2.4-7    Inter-Bank Participation Certificates (IBPCs)   
2.4-8    Collateralised Borrowing and Lending Obligation (CBLO)   
2.4-9    Treasury Bills (T-bills)   
2.4-10 Repurchase Agreements (Repos)
CHAPTER 3 :    INTEREST RATE QUOTATIONS AND MARKET TERMINOLOGY
3.1    Introduction   
3.2    Fixed and Floating rate of interest   
3.3    Simple and Compound rate of interest
3.4    Yield   
3.4    Premium and discount   
3.5    Front end and rear end   
3.6    Day count conventions   
CHAPTER 4 :    FIXED INCOME SECURITIES
4.1    Introduction   
4.2    Terminologies   
4.3    Types of Bonds   
4.4    Government of India Securities   
4.5    State Development Loans (SDLs)   
4.6    Other Approved Securities   
4.7    Non-SLR Securities   
4.8    Public Sector Undertakings’ (PSU) Bonds   
4.9    Corporate Debentures   
4.10    Bonds and Debentures
4.11    Some other aspects of fixed income instruments   
CHAPTER 5 :    OTHER CAPITAL MARKET INSTRUMENTS
5.1    Introduction   
5.2    Equity Shares   
5.3    Preference Shares
5.4    External Commercial Borrowings (ECB)   
5.5    Global Depository Receipts (GDRs)   
5.6    American Depository Receipts (ADRs)   
CHAPTER 6 :    FOREIGN EXCHANGE (FX) MARKETS
6.1    Introduction   
6.2    Definitions and Exchange Rate Quotations   
6.3    Factors Influencing Exchange Rates   
6.4    Role of Banks in the Indian FX Market
6.5    Relationship with Money Market Operations   
CHAPTER 7 :    DERIVATIVES - AN OVERVIEW
7.1    Introduction   
CHAPTER 8 :    FUTURES
8.1    Futures Contract   
CHAPTER 9 :    FORWARD RATE AGREEMENT (FRA)   
CHAPTER 10 :    SWAPS   
CHAPTER 11 :    OPTIONS   
CHAPTER 12 :    BACK OFFICE OPERATIONS IN FOREX & DOMESTIC TREASURY   
ANNEXURE 1 :    PRICE CALCULATIONS - TREASURY BILLS   
ANNEXURE 2 :    PRICE CALCULATIONS - FOREX TREASURY   
ANNEXURE 3 :    MARKET PRACTICES   
PAPER II
Treasury Management
CHAPTER 1 :    INTRODUCTION   
CHAPTER 2 :    TREASURY OPERATIONS : THE GLOBAL SCENARIO
CHAPTER 3 :    SCOPE AND FUNCTIONS OF TREASURY MANAGEMENT
    1.    Nature of Treasury Assets and Liabilities   
    2.    Objectives of Treasury   
    3.    Organizational Structure
CHAPTER 4 :    INTEGRATED TREASURY : COST CENTRE AND PROFIT CENTRE   
CHAPTER 5 :    RISK ANALYSIS AND CONTROL
    1.    Interest rate risk : Investment/Trading Book   
    2.    Value at Risk (VaR)   
    3.    Forex (Market) Risk   
CHAPTER 6 :    LIQUIDITY MANAGEMENT
    1.    Objectives, Sources and Deployment   
    2.    (A) CRR   
    2.    (B) SLR   
    3.    CCIL: Netting/Elimination of Exposures   
    4.    RTGS   
CHAPTER 7 :    EXCHANGE RATE MECHANISM
    1.    Factors Influencing Exchange Rates   
CHAPTER 8 :    FOREX VALUATION
    1.    FEDAI Guidelines and Valuation   
    2.    Effects of Revaluation   
CHAPTER 9 :    REGULATIONS, SUPERVISION AND COMPLIANCE OF TREASURY OPERATIONS
CHAPTER 10 :    BOND DYNAMICS   
CHAPTER 11 :    ACCOUNTING/VALUATION
    1.    Accounting   
    2.    Valuation   
CHAPTER 12 :    ROLE OF INFORMATION TECHNOLOGY IN TREASURY MANAGEMENT
    1.    Negotiated Dealing System   
    2.    Other Trading Platforms/Systems   
    3.    Straight Through Processing (STP)   
    4.    Settlement, Custody and Others
CHAPTER 13 :    TREASURY TERMINOLOGY   
PAPER III
Risk Management
CHAPTER 1 :    INTRODUCTION TO RISK MANAGEMENT   
CHAPTER 2 :    RISK MANAGEMENT PROCESS   
CHAPTER 3 :    SETTING UP A RISK ORGANIZATION   
CHAPTER 4 :    ASSETS/LIABILITIES MANAGEMENT (ALM)   
CHAPTER 5 :    SOME IMPORTANT CONCEPTS   
CHAPTER 6 :    UNDERSTANDING BASEL ACCORD AND ITS IMPLICATIONS

Book Details

Customer Reviews : Theory & Practice Of Treasury & Risk Management In Banks

Be the first one to review this product!

Have you used this product?

    

Discussion : Theory & Practice Of Treasury & Risk Management In Banks