Index

Account structure

account operation and approaches
consideration for multiple current accounts
consideration for non-resident accounts
decisions
design and implementation
drivers of
location and bank alternatives for design
pooling capability
rationalising of

Asset liquidity measures

Automated clearing house (ACH)

Avoidance

Back office

Balance sheet

principal protection

Bank credit assessment process

Bank organisation structure

Bank review process

Bank selection and RFP process

Bill discounting

Bonds

Capital markets

Capital structure

Cards

Cash:

elements of
management
operating
cash concentration
cash conversion cycle
impact on financials

Cash flows:

enhancing operating cash flow
increasing stability of cash flow
at risk

Centralisation

model design
rationale

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

methodology
rating changes

Credit support annex

Currencies:

fixed or pegged
free float
fully convertible
managed float
partially convertible

Cycles:

netting
operating cycle
order to cash
procurement to payment cycle
working capital

Date notations

Days payable outstanding (DPO)

calculation of

Days sales outstanding (DSO)

calculation of

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

credit
credit insurance
guarantees

Factor sensitivity analysis

Factoring

centre

Float

kinds of

Forecasting

Forfaiting

Forwards

forward rate agreements
non-deliverable forwards
par forwards
rate locks
variable date forwards

Front office

Fundamental analysis

Intermediaries

International Swap Dealers Association (ISDA):

credit support annex
master agreement
schedules

Intervention

Investment Process

Investors

risk

Issuers

risk

In-house bank

Liquidity:

providing to firm
management
gap

Liquidity at Risk (LaR)

Local FX clearing

Markets:

capital
debt capital
equity capital
fixed income and money markets
foreign exchange market
movement of
world of

Market instruments

Mechanism of money transfer

Medium term note programs

Method:

accrual reversal
adjusted net income
distribution
pro forma balance sheet
receipts and disbursement

Mezzanine issues

Middle office

Netting

implementation

Operating cash:

managing

Operations and control

treasury control themes

Options

mechanics
pricing
zero premium

Outsourcing

checklist
model

Payments:

cross-border
high value
ordinary low value
procurement to

Performance metrics

measurement units
themes

Pooling

structure

Portfolio optimisation

Ratios:

balance sheet
cash flow statement
hybrid
profit and loss
valuation and market

Real-time gross settlement (RTGS)

Reinvoicing

Risk:

classification
credit
financial
governance
kinds
liquidity
market

Risk measurement

discrete method
probability and statistical method

Scenario analysis

Securitisation

Settlement

Simulation

based training

Society for Worldwide Interbank Funds Transfer (SWIFT)

standardised gateway

Stress analysis

Structured debt

Supply chain:

pain points
physical and financing
risk index (SCRI)

Supplier financing

Surplus cash and investments

Syndicated loans

System:

environment
interfaces

Swaps family

coupon swap
cross currencies
interest rate swap
principal-only swaps

Technical analysis

Trade relating financing

Transactions confirmation

Transfer pricing

Treasury:

Design
Fitness
Functions
Leadership
infrastructure

Treasury Culture

basic Treasury Culture (TC)
hats
integration into a firm’s HR cycle
shared service centre (SSC)
value-added Treasury Culture (TC++)

Treasury models

Treasury policy

framework

Treasury processes

Treasury systems

characteristics
development and standards
establishment process
Treasury management systems (TMS)

Treasury management systems linkages

Triggers and events

Uncertainties:

stage 1
stage 2
risk as

Value at risk (VaR)

liquidity-adjusted VaR

Volatility

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