Technical Guide on Internal Audit of Treasury ... - CAalley.com

<strong>Technical</strong> <strong>Guide</strong> on Internal Audit of Treasury Function in Banks
Short Position
Spot Price
Spread
Structured Financial
Messaging Solution (SFMS)
Swap
Tail Risk
<strong>Technical</strong> Analysis
Tick Size
Transaction Cost
Transaction Date
Turnover
Value at Risk (VAR)
Yield to Maturity (YTM)
Investments position that benefit from a
decline in market price.
The current market price. Settlement of spot
transactions usually occurs within two
business days.
The difference between the bid and offer
prices.
SFMS allows intra/inter bank message
transfer. This also provides for transfer of
file attached in a secured mode.
A currency swap is the simultaneous sale
and purchase of the same amount of a
given currency at a forward exchange rate.
Probability of loss due to most unsecured
market movements.
An effort to forecast prices by analyzing
market data, i.e., historical price trends and
averages, volumes, open interest, etc.
The smallest increment in which the price for
a futures contract can move.
The cost of buying or selling a financial
instrument.
The date on which a trade occurs.
The total money value of all executed
transactions in a given time period.
It is a measure of how the market value of
an asset or of a portfolio of assets is likely to
decrease over a certain time period under
usual conditions.
The percentage rate of return paid on a
bond, note, or other fixed income security if
the investor buys and holds it to its maturity
date.
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