Treasury

Liquidity, Asset Based Funding, derivatives and fair internal prices are selected subjects of a contemporary treasury.

Selected Topics

Liquidity and Asset Based Funding

• Analyzing of funding potentials
• Usable collaterals optimization and funding price reduction
• Development and implementing of comprehensive and bank-wide integrated Asset Based Funding strategy

Derivatives’ optimization

• Headline risk reduction
• Derivative-CSAs and negative options
• Risk management improvement and central clearing
• Equity optimization

Internal pricing

• Fair internal prices in line with capital markets
• Integration of optional components
• Treatment of variable interest rate instruments

Risk management support

• Examination of risk strategy and risk concentrations
• Risk quantification, diversification effects, optimization
• Institute-specific features, limits, positioning

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HP_2_Treasury.pdf

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