Index
Account structure
Asset liquidity measures
Automated clearing house (ACH)
Avoidance
Back office
Balance sheet
Bank credit assessment process
Bank organisation structure
Bank review process
Bank selection and RFP process
Bill discounting
Bonds
Capital markets
Capital structure
Cards
Cash:
Cash flows:
Centralisation
Cheques and drafts
Commercial paper
Commodity markets
Common global implementation (CGI)
Contango
Continuous link system
Control checks and reviews
Correlation
Credit assessment cycle
Credit default swap
Credit family
Credit rating
Credit support annex
Currencies:
Cycles:
Date notations
Days payable outstanding (DPO)
Days sales outstanding (DSO)
Debt capital markets
Decentralisation
Depository receipts or notes
Direct debit mechanism (ACH model)
Distressed debt
Diversification
Electronic fund transfer
Enterprise appraisal
Equity capital markets
Evaluation of Treasury personnel
Exotic and structured swaps
Exotic options
Export credit agency (ECA) financing
Factor sensitivity analysis
Factoring
Float
Forecasting
Forfaiting
Forwards
Front office
Fundamental analysis
Intermediaries
International Swap Dealers Association (ISDA):
Intervention
Investment Process
Investors
Issuers
In-house bank
Liquidity:
Liquidity at Risk (LaR)
Local FX clearing
Markets:
Market instruments
Mechanism of money transfer
Medium term note programs
Method:
Mezzanine issues
Middle office
Netting
Operating cash:
Operations and control
Options
Outsourcing
Payments:
Performance metrics
Pooling
Portfolio optimisation
Ratios:
Real-time gross settlement (RTGS)
Reinvoicing
Risk:
Risk measurement
Scenario analysis
Securitisation
Settlement
Simulation
Society for Worldwide Interbank Funds Transfer (SWIFT)
Stress analysis
Structured debt
Supply chain:
Supplier financing
Surplus cash and investments
Syndicated loans
System:
Swaps family
Technical analysis
Trade relating financing
Transactions confirmation
Transfer pricing
Treasury:
Treasury Culture
Treasury models
Treasury policy
Treasury processes
Treasury systems
Treasury management systems linkages
Triggers and events
Uncertainties:
Value at risk (VaR)
Volatility