Treasury, Fixed Income and Derivatives Corporate Training
Learn to price fixed income, structure derivatives, and run treasury operations in guided labs.
Edstellar, a corporate training company, delivers corporate training that helps your team learn to price fixed income instruments, value derivatives, and run treasury operations with discipline. Employees build bond analytics skills, structure swaps and hedges, and apply regulatory norms in guided labs led by practitioners. Each session is tuned to your markets, tools, and workflows.
Instructor-led group trainingVirtual / on-site / off-site10 languagesDelivered inEnglish, Spanish, Mandarin, German, Arabic, Portuguese, Hindi, French, Japanese, Italian100+ countriesWe have delivered inUnited States, United Kingdom, India, Canada, Germany, France, Netherlands, UAE, Saudi Arabia, Singapore, Australia, Japan, Brazil, South Africa and 90+ more countries
How we build a treasury-ready team
The Edstellar TREASURY Capability Model
Diagnose treasury skills
Assess your team's bond pricing, derivatives, and treasury readiness in a structured diagnostic.
Standardize playbooks
One shared playbook for pricing, risk measures, and hedge design standards.
Practice in guided labs
Labs cover bond analytics, swap pricing, and hedge construction.
Measure the lift
Lab reviews benchmark each employee's treasury and hedging capability.
Scale across teams
One standard rolls out across desks, books, and teams.
Need more than one program?Get a group quote
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Program Overview: What is Treasury, Fixed Income and Derivatives Corporate Training?
Treasury, Fixed Income & Derivatives Corporate Training is Edstellar's instructor-led program for treasury, dealing room, and risk teams working with rates and markets. Participants learn treasury management foundations, fixed income instruments and pricing, and analytics with risk measurement. The curriculum covers derivatives, swaps, hedging strategies, and regulatory controls.
Training is quantitative from the first module. Participants price fixed income instruments, measure duration and convexity, and value forwards, futures, and options in guided labs. Instructors coach your team through swap structures, hedging design for real portfolios, and the regulatory controls around dealing, reviewing every calculation with direct feedback. The program closes with a capstone where the team builds a treasury and hedging book.
Rate moves punish the unhedged fast, and derivatives misused punish faster. Teams price bonds by instinct, hedge by rule of thumb, and discover their exposure in the P&L. This program teaches your people to price precisely, measure risk honestly, and hedge deliberately, with controls a regulator would respect.
The capstone is a dealing room simulation: each team runs a treasury and hedging book across a week of market moves, pricing bonds, structuring swaps, and adjusting hedges as rates shift, all under position limits and control rules. Instructors mark the book against real desk standards. Participants keep the hedging templates and a hard-won respect for convexity.
Eight modules and 32 hours: treasury foundations, bond pricing, fixed income analytics, derivatives, swaps, hedging strategies, regulatory norms, and a capstone treasury book. Every module pairs concepts with a guided lab, so each technique is practiced on real-world use cases. It closes with a capstone book the team prices, hedges, and defends.
Delivery is hybrid across virtual and onsite sessions, scheduled around your calendar. Cohorts train as one group or split into batches, with session materials and pricing workbooks included for every participant.
What's Included in this Workshop for Your Enterprise Teams
- 1
Treasury operations primer
Cash positioning and money markets explained.
- 2
Bond pricing and analytics labs
Price bonds and compute duration and convexity.
- 3
Derivatives valuation drills
Value forwards, futures, and options in the lab.
- 4
Swap and hedging exercises
Structure swaps and design hedge strategies.
- 5
Capstone treasury book
Build, hedge, and defend a full portfolio.
- Instructor-led delivery across virtual, onsite, and hybrid
- Guided labs in every module with instructor coaching
- Capstone treasury book, reviewed with your team
- Flexible scheduling around your calendar
- Pricing workbooks and reusable model templates included
- Group size and batches set along with you
Build your team's skills. Anywhere in the world.
Real-world use cases
from day one
Instructor-led training
for your teams
Delivered globally
in 100+ countries
Enterprise Training Solutions Customized for Your Company
One partner for instructor-led corporate training, delivered the way your teams work.
Request a Training Quote- Customized Training Delivery
- Scale Your Training: Small to Large Teams
- In-person Onsite, Live Virtual or Hybrid Training Modes
- Plan from 2000+ Industry-ready Training Programs
- Hands-On Labs on Live Infrastructure, Led by Industry Experts
Treasury, Fixed Income and Derivatives Course Topics and Program Outline
A tailored 32-hour, eight-module workshop: one learning journey from treasury foundations to a capstone hedge book. Sessions pair concepts with hands-on labs on real-world use cases. Materials include workbooks and model templates, plus a capstone assessment.
Built by Edstellar with treasury practitioners
Built by practitioners who run treasury books and price derivatives in production, shaped around your markets and use cases.
Skill checks baseline your team's treasury, fixed income, and derivatives readiness before the program begins.
Live instruction covers treasury operations, bond pricing, and derivatives across 10 focused hours.
Guided labs build bond analytics, swap pricing, and hedge design skill across 8 hours of supervised practice.
Your team prices, hedges, and reports a full treasury book in 14 hours, closing with an instructor-reviewed capstone defense.
From treasury foundations to a capstone hedge book, every technique is practiced in guided labs.
Delivered as
Delivered as a hybrid program of live instruction and guided labs, scheduled around your team's calendar in flexible batches.
Explore money market data and bank account structures, then draft a daily cash positioning routine in a guided walkthrough.
learna)The corporate treasury mandate
b)Cash positioning and liquidity forecasting
c)Money markets and short-term funding
d)Bank relationships and account structures
Price sample bonds from yield data, compute clean and dirty prices, and reconcile the results with instructor guidance.
learna)Government, corporate, and agency bonds
b)Coupons, accrued interest, and day counts
c)Yield conventions and curve basics
d)Clean and dirty price calculations
Compute duration, convexity, and spread risk for a bond set, then translate the measures into risk limits.
practicea)Duration and modified duration in the lab
b)Convexity and curve risk
c)Credit spreads and spread risk
d)Carry, roll, and total return
Value forwards, futures, and option payoffs from market inputs and check pricing against arbitrage bounds.
learna)Forwards and futures mechanics
b)Exchange vs OTC market structure
c)Option payoffs and the Greeks
d)Pricing intuition and arbitrage bounds
Price interest rate and cross-currency swaps from the curve and explain the book's P&L drivers.
practicea)Swap mechanics and conventions
b)Cross-currency swaps and basis
c)Pricing swaps in the lab
d)Using swaps for funding and hedging
Design a hedge program for a sample exposure, test effectiveness, and plan the rebalancing calendar.
applya)Hedge design: objectives and instruments
b)Hedge ratios and effectiveness testing
c)Basis risk and roll management
d)Dynamic hedging and rebalancing
Test a hedge book against conduct rules, accounting qualification, and limit frameworks, then document the controls.
applya)Market conduct and trading controls
b)Hedge accounting: what qualifies
c)Limits, reporting, and disclosures
d)Documentation and audit readiness
Price, hedge, and report a full treasury book, then defend the risk report to the instructor panel.
applya)Brief: run a sample treasury book
b)Build the fixed income portfolio
c)Design and execute the hedge program
d)Present the risk report to the panel
Customize this program tailored to your team?
Tell us your training needs: what your team already works with, the level they’re at, and the topics you want them to focus on. We’ll adjust the modules, duration and hands-on labs, and send you a customized outline for your group.
Key Skills and Outcomes Your Team Will Gain
Seven job-ready outcomes your team will demonstrate by the end of the program. Each competency is practiced in guided labs and reviewed in the capstone treasury book.
Price fixed income instruments
Price government and corporate bonds from yield curves, compute clean and dirty prices, and explain how coupons, day counts, and spreads move value.
Measure rate and spread risk
Compute duration, convexity, and spread risk in guided labs, and use each measure to set risk limits and size hedge positions correctly.
Value derivatives contracts
Value forwards, futures, and options from first principles, read the Greeks, and verify pricing against no-arbitrage bounds before trading.
Structure swaps and hedges
Structure interest rate and cross-currency swaps in the lab, set swap terms, design hedges matched to cash flows, and document them.
Run treasury cash operations
Position cash, forecast liquidity, and choose money market funding with the daily routines a disciplined corporate treasury runs.
Apply treasury regulatory norms
Apply market conduct, limits, documentation, and reporting norms to treasury activity, keeping every book controlled and auditable.
Build integrated portfolios
Assemble a fixed income portfolio, apply a full hedging program across rates and FX, and defend the risk report in the capstone review.
Teams that Benefit from this Treasury, Fixed Income and Derivatives Group Training
Built for treasury, trading, and risk groups that manage fixed income and derivatives books. Content adapts to each cohort's roles, markets, and experience, so every batch practices the workflows it owns, from bond pricing to the capstone hedge book.
Run cash, funding, and liquidity with discipline.
Treasury teams practice cash positioning, liquidity forecasting, and hedge execution so every funding and risk decision is controlled and repeatable.
Workflow friction
- Cash scattered across accounts with no single view
- Funding gaps surfacing too late to fix cheaply
- Hedges documented weakly for audit review
How the program helps
- Cash positioning routines the whole desk follows
- Liquidity forecasts linked to funding plans
- Hedge execution checklists for rate and FX risk
Practice use cases
- Cash positioning labs
- Liquidity forecasting drills
- Hedge execution practice
Price and trade bonds with sharper analytics.
Trading desks sharpen bond pricing, relative value, and risk measurement so every position is priced and hedged with confidence.
Workflow friction
- Stale pricing assumptions during fast markets
- Inconsistent risk measures across traders
- Spread moves hitting P&L unexplained
How the program helps
- Relative value screens on live yield curves
- Risk measures computed before every trade
- Consistent pricing across the desk
Practice use cases
- Bond pricing labs
- Relative value screens
- Risk measure drills
Measure and control market risk in every book.
Risk teams test hedges, set limits, and validate valuations so treasury and trading books stay within appetite.
Workflow friction
- Models approved without challenger checks
- Limit breaches spotted after booking
- Valuation disputes with the front office
How the program helps
- Limit frameworks for rate and FX books
- Independent valuation checks on derivatives
- Hedge effectiveness testing routines
Practice use cases
- Limit design drills
- Valuation check labs
- Hedge testing routines
Advise clients on funding and hedging needs.
Corporate bankers advise clients on bond issuance, loan pricing, and hedging so every mandate fits the client's treasury reality.
Workflow friction
- Client hedges sized without cash flow data
- Funding advice disconnected from markets
- Rate moves reopening closed client debates
How the program helps
- Funding option comparisons for clients
- Hedge proposals matched to client cash flows
- Clearer pitch materials on rate risk
Practice use cases
- Client funding labs
- Hedge proposal drills
- Advisory role practice
Cohorts train as a cross-functional workforce, with each small group aligned on shared pricing and hedging standards.
Prerequisites: This program benefits treasury, trading, risk, and corporate banking professionals who work with fixed income and derivatives. Basic financial markets familiarity helps but is not required, and no prior derivatives experience is needed. Content adapts to each cohort's markets, tools, and experience level.
Analyst to Treasury Hedging Specialist
Tracks how treasury professionals progress from basic bond analysis to advanced hedging across the program's learn, practice, and apply phases.
A program that grows with treasury careers, from first bond price to confident hedge design.
Mixed cohort, or several teams at once?
We can tailor the training to different teams, roles, and experience levels within the same program.
Certificate of Training Completion.
On successful completion, employees receive an Edstellar course completion certificate, recognizing their commitment to ongoing learning and professional development. It validates the skills they have built and motivates them to keep growing and contribute to organizational success.
Earned, not attended. Awarded on completion of all hands-on labs and the capstone project.
Training Delivery Modes: Virtual, Onsite and Hybrid
Recordings and lab workbooks are shared on your LMS so the team can revisit each e-learning module after the live sessions.
Hybrid Training
Instructor-led sessions mix onsite and virtual delivery with guided pricing labs throughout. Teams price bonds, value options, and design hedges while the instructor coaches and reviews models. Hybrid keeps scheduling flexible without losing live interaction.
- Live instruction across onsite and virtual sessions
- Guided labs with instructor coaching and model reviews
- Real treasury workflows with pricing throughout
- Flexible scheduling without losing live interaction
Onsite Training
Instructor-led training at your offices, with labs set up on your network and tooling. The instructor works through bond analytics and swap pricing with the team, reviews models together, and tunes exercises to your markets and workflows.
- Instructor-led training at your offices
- Labs set up on your network and tooling
- Live pricing and hedge reviews with the instructor
- Exercises tuned to your markets and workflows
Live Virtual Training
Live virtual sessions on Zoom or Teams with screen-shared pricing, breakout labs, and real-time model review. Your team gets the same guided labs and instructor coaching as onsite, from anywhere.
- Live virtual sessions on Zoom or Teams
- Screen-shared pricing and breakout labs
- Real-time model review with the instructor
- Same guided labs as onsite, from anywhere
Need a training format that works for your team?
Full days, half days across weeks, or split by module. Tell us the delivery window and we schedule the cohort around it.
Frequently Asked Questions
Share your team size, timelines, and delivery preference, and we will send a detailed per-group quote with batch options.
Yes. Book a discovery call and we will map your treasury markets, tools, and goals to a tailored training plan before you commit.
Yes. Live virtual sessions run on Zoom or Teams with the same guided labs and instructor coaching as onsite delivery.
Yes. The instructor runs the full program at your offices, with labs set up on your network and tooling for a realistic practice environment.
The program runs 32 hours of instructor-led training, usually across five to seven days or weekly sessions on a flexible, mutually agreed schedule.
Question not answered here?
Put it in the request. A training specialist answers it directly, within one business day.
Where this Training Fits in Your Team's learning path.
Treasury work assumes your team already knows how capital markets and their instruments behave. This course sits second, covering funding, fixed income and hedging. From there the path moves to balance sheet liquidity and interest rate risk, then to measuring market risk across the trading and banking books.
Why Choose Edstellar as Your Treasury, Fixed Income and Derivatives Corporate Training Provider
When comparing providers, Edstellar is the training partner teams choose for treasury and markets expertise and 5+ years of corporate training experience. Our methodology blends concise instruction with guided labs, and we share each trainer profile before booking. The result is measurable discipline in how your team prices and hedges.
EXPERT TRAINERS
YEARS DELIVERING
ORGANIZATIONS TRAINED
CERTIFIED
Tailored
Every cohort's labs, examples, and pricing packs are tuned to your treasury markets, tools, and valuation standards.
Proven Methodology
Concise instruction followed by guided labs and reviews, a repeatable method that turns theory into treasury practice.
Practice-Based Learning
Eight modules of guided labs and a capstone hedge book keep your team pricing, not just listening.
Expert Trainers
Practitioners who run treasury books and price derivatives in production lead every session and review your team's models.
Global Scale
One consistent program delivered across your offices worldwide, in 10+ languages.
Measurable Outcomes
Lab checkpoints and a capstone review prove skill gains you can report internally.
Explain Treasury Portfolio Risk Through Pricing, Hedging, and Control Evidence
Edstellar develops fixed income and derivatives understanding through a simulated treasury book. Participants price instruments, measure exposures, and compare hedge structures before examining controls and reporting. The capstone connects calculations with portfolio decisions, allowing instructors to assess whether participants can explain assumptions, residual risks, and the limits of their proposed hedges.
- Step 01
Consult
We assess financial markets familiarity and treasury responsibilities, identifying gaps in bond pricing, rate sensitivity, derivative valuation, hedge selection, and the interpretation of portfolio risk reports.
- Step 02
Plan
We establish treasury operations and fixed income pricing, develop risk analytics, then introduce derivatives and swaps before integrating hedging strategies and controls in a treasury book.
- Step 03
Align
We align treasury and market risk expertise with banking and finance participants, calibrating pricing exercises to their quantitative readiness and distinguishing analytical practice from live dealing decisions.
- Step 04
Customize
We adapt fictional bonds, derivative contracts, and exposure profiles to familiar treasury scenarios, keeping pricing and hedge comparisons in worksheets rather than executing financial transactions.
- Step 05
Execute
Participants price bonds, value sample derivatives, and construct hedge comparisons, receiving feedback on calculation consistency, sensitivity interpretation, residual exposures, and the documentation of portfolio controls.
- Step 06
Evaluate
We assess the simulated treasury book and risk report for sound pricing, coherent hedge rationale, explicit residual risks, and control evidence that matches the portfolio's stated limits.
Also from Edstellar
Talent assessments
Psychometric, behavioral, leadership and 360-degree assessment.
→Training needs analysis
Needs analysis, gap identification, and a training roadmap.
→L&D consulting
Learning strategy, content, technology and ROI measurement.
→OD consulting
Org design, succession planning and cultural change.
→Managed training services
Training outsourcing, vendor management, logistics and administration.
→Coaching solutions
Executive and manager coaching that keeps skills in use.
Start an RFP shaped to your needs.
Answer three quick questions about team size, scope, and how often you need the program run, then send the request from the last step. Everything you choose travels with it, so you only fill this in once.
How many team members need training?
Treasury, Fixed Income & Derivatives Corporate Training Training Packages & Pricing
Where L&D holds an annual budget, license packages price the whole year at once instead of raising a purchase order per workshop. Hours and licenses are pooled across teams, programs and locations, so unused capacity is not stranded in one department.
Starter
120
trainee licenses64 hours of group training
Tailored for SMBs
Growth
320
trainee licenses160 hours of group training
Ideal for growing SMBs
Enterprise
800
trainee licenses400 hours of group training
Designed for large corporations
Custom
Unlimited
trainee licensesDuration set by the rollout
Multi-region and multi-year
Training Packages & Pricing
Choose the training format that works for your team. Pricing is customized based on your requirements, cohort size, and delivery needs.
Request Treasury, Fixed Income and Derivatives Training for Your Team
Share your team size, treasury markets, tools, and timelines to receive a tailored training plan and quote. Book a discovery call to discuss your goals; we confirm availability and respond with a proposal.