《国债基础(全英文)》花旗银行专业培训教材(206页).rar TABLE　OF　CONTENTS Introduction:　Basic　Treasury Overviewvii Topics.vii Course　Objectives..viii Course　Instructionsix Lesson　1:　Introduction　to　the　Treasury Introduction1-1 Objectives　..1-1 What　Is　the　Bank＇s　Function?.1-1 What　Does　the　Treasury　Do?　1-2 Objectives　..1-3 The　Markets..1-3 Key　Variables　in　Funds　Management..1-5 Amount.1-5 Tenor.1-5 Currency　.1-6 Risk.1-6 What　Is　Liquidity?　..1-7 What　Is　the　Role　of　the　Central　Bank?　.1-9 Summary..1-10 Progress　Check　1　..1-13 Lesson　2:　Reserves Introduction2-1 Objectives　..2-1 Operational　Reserves.2-1 Legal　Reserve　Requirements2-4 Summary2-5 ii　TABLE　OF　CONTENTS Version　2.0　V02/07/00 P04/06/00 Lesson　2:　Reserves　(Continued) Progress　Check　2　.2-7 Lesson　3:　Liquidity　Management Introduction3-1 Objectives　..3-1 Strategy..3-1 Liquidity　vs.　Profitability.3-2 Summary3-4 Progress　Check　3　.3-7 Lesson　4:　Gapping　Strategies Introduction4-1 Objectives　..4-1 Negative　/　Positive　Gaps..4-1 Negative　Gap4-2 Positive　Gap　.4-4 Risk　Management.4-6 Summary4-7 Progress　Check　4　.4-9 Lesson　5:　Net　Exchange　Position Introduction5-1 Objectives　..5-1 What　Is　Net　Exchange　Position?　.5-1 Net　Overbought　Position..5-2 Net　Oversold　Position.5-3 Assessing　Exposure　to　Risk..5-3 Currency　Revaluation　/　Devaluation..5-4 Strategy..5-6 Summary5-7 Progress　Check　5　.5-9 TABLE　OF　CONTENTS　iii V02/07/00　Version　2.0 P04/06/00 Lesson　6:　Capital　Hedge Introduction6-1 Objectives　..6-1 Capital.6-1 Capital　on　the　Local　Books.6-2 Capital　on　Head　Office　Books..6-3 Comparison　of　Both　Points　of　View..6-4 Strategy..6-4 Hedging6-4 Capital　Hedge　.6-6 Problems.6-7 A　Possible　Solution..6-7 Summary6-7 Progress　Check　6　.6-9 Lesson　7:　The　Treasury　as　a　Profit　Center Introduction7-1 Objectives　..7-1 Position　of　Treasury　in　the　Bank　..7-1 Roles　in　the　Bank　..7-2 Treasury　Objective　7-3 Indirect　Tools.7-4 ALCO.7-4 Transfer　Pool　Rate　7-5 Fixing　the　Rate7-7 Pool　Rates　for　Different　Tenors..7-9 Direct　Tools.7-11 ...........