Banking for Software Engineers (Treasury Focus)

Index

• 1. Banking Fundamentals
  • 1.1 Role and Business Model of Banks
  • 1.2 Bank Balance Sheet Anatomy
  • 1.3 Central Banks and the Monetary System
  • 1.4 Core Banking Concepts for Engineers
• 2. Payments, Clearing and Settlement
  • 2.1 Payment System Foundations
  • 2.2 Major Payment Rails
  • 2.3 Securities Settlement
  • 2.4 Post-Trade Processing and Custody
• 3. Financial Markets and Instruments
  • 3.1 Capital Markets
  • 3.2 Time Value of Money
  • 3.3 Money Market Instruments
  • 3.4 Fixed Income Securities
  • 3.5 Foreign Exchange
  • 3.6 Derivatives Used in Treasury
• 4. The Treasury Function
  • 4.1 Treasury Organization and Mandate
  • 4.2 Treasury Desks and Activities
  • 4.3 Trade Lifecycle
• 5. Liquidity Management
  • 5.1 Liquidity Risk Concepts
  • 5.2 Cash Flow Forecasting and Positioning
  • 5.3 Intraday Liquidity
  • 5.4 Liquidity Buffers and Collateral
• 6. Asset-Liability Management and Interest Rate Risk
  • 6.1 ALM Foundations
  • 6.2 IRRBB Measurement
  • 6.3 Hedging the Banking Book
  • 6.4 Funds Transfer Pricing (FTP)
• 7. Funding and Capital Management
  • 7.1 Funding Strategy
  • 7.2 Capital Fundamentals
  • 7.3 Resolution and Loss Absorption
• 8. Market and Counterparty Risk in Treasury
  • 8.1 Market Risk Measurement
  • 8.2 FX Risk Management
  • 8.3 Counterparty Credit Risk
  • 8.4 Limits Framework
• 9. Regulatory Framework
  • 9.1 Basel Accords
  • 9.2 Liquidity Regulation
  • 9.3 Regulatory Reporting
  • 9.4 Conduct and Compliance
• 10. Corporate Treasury and Cash Management Services
  • 10.1 Corporate Treasury Operations
  • 10.2 Bank Cash Management Products
  • 10.3 Trade Finance Basics
• 11. Quantitative Building Blocks for Treasury Software
  • 11.1 Date and Calendar Conventions
  • 11.2 Yield Curve Construction
  • 11.3 Pricing and Valuation
  • 11.4 Numerical Correctness
• 12. Messaging Standards and Integration
  • 12.1 SWIFT Network
  • 12.2 ISO 20022
  • 12.3 Trading and Market Data Protocols
  • 12.4 Integration Patterns
• 13. Treasury Systems Architecture
  • 13.1 System Landscape
  • 13.2 Data Architecture
  • 13.3 Processing Models
  • 13.4 Reconciliation and Controls
• 14. Accounting and Financial Reporting for Treasury
  • 14.1 Treasury Accounting
  • 14.2 Hedge Accounting Implementation
  • 14.3 Management Reporting
• 15. Engineering Reliable and Secure Treasury Software
  • 15.1 Correctness and Testing
  • 15.2 Resilience and Operations
  • 15.3 Security
  • 15.4 Change Management in Regulated Banks
• 16. Advanced Topics and Emerging Trends
  • 16.1 Stress Testing and Scenario Analysis
  • 16.2 Real-Time Treasury
  • 16.3 Digital Assets and Tokenization
  • 16.4 Case Studies

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