Programme overview
Introduction:
Financial markets and instruments are the subject of this five-day foundation course for bank, treasury, finance, regulatory and corporate staff new to market work, ending in a market briefing note on one week of price moves. Organisations make weak funding, investment and hedging calls when staff cannot read a rate move, a currency quote or a derivative contract. Nominees already handle payments, reporting, credit or supervision but do not trade, and work through case studies built on market data screens and news. Core Concept delivers this financial markets course for non-specialists.
Course Objectives:
- Explain the flow of funds between savers, borrowers and intermediaries and the roles of exchanges, OTC dealers, central counterparties and custodians
- Compare treasury bills, commercial paper, certificates of deposit, repos and bonds by issuer, maturity, yield and credit quality
- Interpret share prices, equity index moves, currency quotes and commodity benchmark prices as reported in market data and news
- Describe how forwards, futures, options and swaps transfer price risk and where sukuk and commodity murabaha sit beside conventional instruments
- Assess how central bank rate decisions, inflation data and the risk-return trade-off move prices across asset classes
- Prepare a market briefing note that links a week of market moves to the exposures of a case organisation
Target Audience:
- Newly appointed bank staff in operations, credit, compliance and relationship units who need to follow market terms
- Treasury and finance staff responsible for cash placement, funding and reporting who are new to market instruments
- Regulatory and supervisory staff who review market-facing institutions and need a working picture of instruments
- Corporate finance, procurement and planning staff whose budgets are exposed to rate, currency or commodity prices
- Audit, risk and reporting staff who read market valuations and data without trading
Course Outline:
Day 1: The Financial System, Intermediation and the Market Map
- Flow of Funds Model Linking Savers, Borrowers and Intermediaries
- Banks, Insurers, Pension Funds and Asset Managers as Participants
- Primary and Secondary Markets with Exchange and OTC Venues
- Exchanges, Central Counterparties and Custodians in the Trade Chain
- Liquidity, Price Discovery and Bid-Ask Spread Illustrated
Day 2: Money Markets, Bond Markets and Interest Rates
- Treasury Bills, Commercial Paper and Certificates of Deposit Compared
- Repo Agreements, Interbank Lending and Overnight Reference Rates
- Bond Coupon, Maturity, Price and Yield Relationship
- Government Versus Corporate Bond Credit Ratings and Spreads
- Normal, Flat and Inverted Yield Curve Shapes Interpreted
Day 3: Equity, Foreign Exchange and Commodity Markets
- Ordinary Shares, Dividends and Price-to-Earnings Ratio Reading
- Equity Index Construction by Capitalisation and Price Weighting
- Spot and Forward Currency Quotes with Cross Rate Calculation
- Energy, Metals and Agricultural Commodity Benchmark Price Drivers
- Risk and Return Measured Through Volatility and Diversification
Day 4: Derivatives, Islamic Instruments and Market Price Drivers
- Forwards and Futures with Initial Margin and Daily Mark-to-Market
- Call and Put Option Payoff Diagrams for Hedging Decisions
- Interest Rate and Currency Swap Cash Flow Exchange Basics
- Sukuk, Commodity Murabaha and Sharia-Screened Equity Index Overview
- Central Bank Rate Decisions and Inflation Data Price Transmission
Day 5: Case Study: Market Briefing Note for a Case Organisation
- Case Pack of One Week of Rate, Currency and Index Moves
- Market Data Screens and Financial News Headline Interpretation Drill
- Case Organisation Exposure Map Across Rates, Currencies and Commodities
- Short-Term Cash Placement and Hedging Instrument Option Comparison
- Market Briefing Note Drafting and Peer Challenge Session
Skills You Will Gain:
- Money Market Instrument Literacy
- Yield and Spread Interpretation
- Equity Index Reading
- Currency Quote Interpretation
- Derivative Payoff Understanding
- Islamic Market Instrument Awareness
- Market News Interpretation
- Market Briefing Writing
Why Attend This Course:
- Produce a market briefing note for the treasury head or finance manager that interprets a week of rate, currency, equity and commodity moves
- Decide whether a short-term cash placement, a forward or a simple option fits a stated exposure before involving specialists
- Avoid misreadings of yield, spread and currency quotes that delay approvals or misstate exposure in internal reports
- Share a plain-language market glossary and data-reading routine with colleagues joining finance, risk or supervisory teams
Conclusion:
Back at work, participants can read daily market data and explain its effect on their own unit's cash, funding and exposures. Treasury heads, finance managers and supervisors receive the market briefing note as a weekly input to liquidity, investment and hedging discussions, and can put sharper questions to specialists about instruments offered to them. After the first briefing note is used, the unit should review whether the chosen indicators matched its real exposures, whether the note reached decision makers in time and which instruments call for deeper specialist training.