Objectives On completion of this tutorial, you will be able to:

• Recognize the role of treasury operations and the most appropriate organizational structure for those operations
• Recognize some of the treasury activities undertaken on a daily basis

Tutorial Overview This tutorial focuses on Treasury operations, the exact nature of which varies from bank to bank but generally includes managing short-term balance sheet risks, liquidity, and risks arising from trading and banking book positions. The tutorial covers the role of treasury operations and how the most appropriate organizational structure for those operations is chosen. Also covered are intragroup funding, funds transfer pricing, and the roles and responsibilities of front, middle, and back office. Finally, the tutorial looks at some of the treasury activities including cash, FX, debt, portfolio, collateral and settlement risk management, securitizations and risk reporting, monitoring, and control. Prerequisite Knowledge ALM - Tools & Techniques Tutorial Level: Intermediate Tutorial Duration: 75 minutes