About This Event
“Benchmarks that actually match the tranche they are measuring.”
Delivers an executive grounding in money market instruments, short-term liquidity management and the construction of performance benchmarks for reserve tranches that hold up to scrutiny.
What You'll Explore
A liquidity-tranche benchmark you designed and can defend
Working command of money market instruments and repo markets
A repeatable short-term liquidity forecasting discipline
Practical securities-lending and repo risk-management technique
A repo-risk assessment of your current securities-lending activity
Who Should Attend
Open to all qualifying staff — particularly: Treasury Directors, Liquidity Managers, Investment Committee Members.
Why This Course Matters
Instrument Fluency
Know money market instruments and repo markets well enough to manage them, not just watch them.
Forecast-Led Cash Management
Turn short-term liquidity forecasting into a repeatable cash-management discipline.
Benchmarks That Fit
Design and select benchmarks that actually match the tranche they are measuring.
Programme
Day 1
Money market instruments & repo markets
Work through money market instruments and repo markets in enough depth to manage them directly.
Day 2
Short-term liquidity forecasting & cash management
Build a short-term liquidity forecast and turn it into a repeatable discipline.
Day 3
Benchmark construction & index selection
Construct and select benchmarks.
Day 4
Securities lending & repo risk management
Learn where incremental yield is worth the operational and counterparty risk it carries.
Day 5
Liquidity tranche benchmark design workshop
Design a liquidity-tranche benchmark from scratch and defend the choices behind it.
Standards & Faculty Benchmark
ICMA repo market guidelines
Performance-presentation and repo-market standards for attribution and liquidity courses.
World Bank RAMP practices
Reserve management guidelines and the Reserve Advisory & Management Partnership curriculum.
ICMA repo market guidelines and World Bank RAMP practices are the reference standards your benchmark will be measured against by any external reviewer.
Is This Right for You?
- ☑You manage short-term liquidity or benchmark selection
- ☑Your institution's current benchmarks do not quite fit the tranche
- ☑You work with repo and money markets directly
Good to Know
Focused on selecting and approving benchmarks, with practical instrument depth rather than trading-desk mechanics.
The Bottom Line
Walk out with a benchmark that actually measures the tranche it is attached to, and the reasoning to defend it.
Recommended For
Open to all qualifying staff — particularly: Treasury Directors, Liquidity Managers, Investment Committee Members.