Treasury management today plays a pivotal role in ensuring an organization’s financial stability and strategic growth. It goes beyond basic fund management to encompass liquidity optimization, capital structuring, currency and interest rate risk mitigation, and advanced forecasting models. The integrated training course, Treasury Products and Management Strategies, is a comprehensive program combining foundational treasury management principles with in-depth analysis of treasury products and contemporary risk mitigation techniques. It is tailored to provide participants with advanced financial acumen necessary to navigate modern treasury functions.
This course is a consolidated learning experience derived from two leading programs: Treasury Management Fundamentals and Treasury Products and Risk Mitigation Techniques. It delves into the responsibilities of treasury professionals, from daily liquidity operations and corporate financing decisions to managing complex derivatives and understanding global market instruments.
Global financial statistics reflect the growing significance of treasury operations. According to the 2024 AFP Liquidity Survey, 72% of organizations held short-term investments in U.S. dollar deposits, while 58% cited risk management as a top priority in treasury decisions. Furthermore, McKinsey & Company’s treasury benchmarking data indicates that companies with optimized treasury functions realize up to 15% improvement in working capital and 20% reduction in FX losses annually. This underscores the need for modern treasury departments to blend efficiency with robust risk strategies.
The course also evaluates the structure and role of central treasury operations, including netting, in-house banking, and the critical importance of policies and controls. It provides holistic insights into hedging mechanisms, interest rate exposure, derivatives management, and yield curve applications. Key highlights of the training include a solid understanding of financial instruments like swaps, options, and futures; in-depth knowledge of forward markets and currency exposures; and risk quantification through valuation and modeling techniques.
Participants will develop the ability to assess both upside and downside risks, advise internal stakeholders, and implement structured risk controls. Moreover, they will gain clarity on yield curve analysis, investment strategy, and performance benchmarking using tools such as DVP/PVP systems, IRRs, and TBills, all within a controlled governance framework.