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CTM PORTFOLIO MANAGEMENT GAME

创建日期：2024-05-04 17:07:20

所属分类：金融Finance

标签： CTM

CTM PORTFOLIO MANAGEMENT GAME

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CTM PORTFOLIO MANAGEMENT GAME PAGE 1

WELCOME TO THE
CTM PORTFOLIO MANAGEMENT GAME

The portfolio management game is designed to reinforce the concepts covered in the lectures
and case studies to help you understand how a Corporate Treasury manages debt and other
exposures.

Participants are grouped into teams. Each team plays the role of the Corporate Treasury. At the
start of the game each team has identical exposures. Teams will make their own decisions on
how to manage these exposures and any new exposures which arise during the game.

The game is played in a series of decision sessions. During each session the team analyses its
cash flows, reviews its exposures, past performance, current market rates and data on future
economic conditions and decides which transactions to undertake.

OBJECTIVE

You are the Corporate Treasury for a number of government clients. In this game you have
three clients: Queensland Electro Power Authority (QEPA), A Port Authority (APA) and Local
Government (LG).

They each have funding requirements and other exposures that they look to you to manage.
Your task is to provide funding for your clients and actively manage their financial market
risk exposures with the aim of providing the lowest possible cost relative to established
benchmarks and within certain constraints.

CENTRAL TREASURY PROFILE

BACKGROUND

Central Treasury is the corporate treasury for a number of government clients. It operates as a
‘not for profit’ treasury. Central Treasury’s core business is liability management. However, it
also provides the full range of treasury services including hedging foreign exchange and
commodities exposures.

In its liability management activities, Central Treasury accesses financial markets to obtain funds
for its clients. There is not a one to one link between the funds raised and the funds lent to
clients. All funds are pooled to form a Portfolio and clients’ requirements are funded from the
Portfolio. The benchmark for the funding portfolio has been designed to match the
requirements of the customers’ loans it is funding. The funding cost generated by the Portfolio
is passed on to the clients at zero spread.

Funding costs (market value interest costs) are charged according to the proportion of each
client’s loan from the Portfolio. Hedging of foreign currency and commodity exposures are kept
separate from the Portfolio to ensure clients of the Portfolio do not cross-subsidise these
activities.

CTM PORTFOLIO MANAGEMENT GAME PAGE 2
OPERATIONAL STRUCTURE

To accommodate the separation of its core business activities and the other treasury activities,
the Central Treasury operates two cost centres, one for Portfolio management (Portfolio) and
the other for general administration (Central Treasury). The Portfolio cost centre is used for all
transactions relating to the raising and funding of clients’ debt. Foreign currency and commodity
exposures are excluded from the Portfolio cost centre. Clients requesting hedging of their
foreign currency and commodities exposures are charged the cost to the Central Treasury.
Funds required to pay for hedges or purchases on foreign exchange come directly from the
client and are not required to be funded through the Portfolio.

Transactions recorded in the Central Treasury cost centre include:
Commodities/foreign exchange
Operating expenses, and
Penalties incurred by the portfolio manager resulting from poor management.

ADMINISTRATION/OPERATING EXPENSES

Clients pay an administration fee of 50 basis points per annum based on the amount of debt
outstanding at the beginning of the quarter. This fee is calculated using the actual days in the
quarter. The Central Treasury administration fee is accrued throughout the quarter and is funded
through the Portfolio at the time it is due to be paid to the Central Treasury. The administration
fee is paid to the Central Treasury on the first day of the subsequent quarter.

Central Treasury’s operating expenses are 30 basis points per annum based on the amount of
debt outstanding at the beginning of the quarter. They are incurred by the Central Treasury and
not by the Portfolio. The Central Treasury pays operating expenses at the end of each quarter.
Operating expenses have no impact on the Portfolio bank account.

OPENING POSITION

It is assumed the Central Treasury has just opened its doors for business. This means all
cashflows, with the exception of your clients’ funding requirements, will have already been
incorporated into the opening position.

GAME RULES

You must ensure that your clients’ funding needs are met at all times. You may raise new funds
at anytime. If you have borrowed more than your clients require you may invest the surplus
funds in three month commercial paper or you can retire debt by buying back bonds which you
have issued at the then market price (you cannot buy back more than you have issued in any
bond).

BORROWING FACILITIES

You can raise funds through any of the following facilities:

Commercial Paper Facility
CP3M Borrowing - Commercial Paper Facility 3 month Bank Bill
CTM PORTFOLIO MANAGEMENT GAME PAGE 3
Domestic Bond Facility
DB05 Domestic Bond - 1 year A$ bonds maturing 15 March 2005 5.70% Coupon
DB07 Domestic Bond - 3 years A$ bonds maturing 15 March 2007 5.75% Coupon
DB09 Domestic Bond - 5 years A$ bonds maturing 15 March 2009 5.79% Coupon
DB14 Domestic Bond - 10 years A$ bonds maturing 15 March 2014 5.87% Coupon
Eurobond Facility
US07 Eurobond Program - 3 years US$ bonds maturing 15 March 2007 2.00% Coupon
US14 Eurobond Program - 10 years US$ bonds maturing 15 March 2014 4.50% Coupon
EUR09 Eurobond Program - 5 years EUR bonds maturing 15 March 2009 3.50% Coupon

Note:

1. You must have a minimum of 15 per cent exposure in each facility class.
2. All foreign currency denominated bonds must be swapped into floating (three monthly
resets) on drawdown.

ADDITIONAL PORTFOLIO MANAGEMENT FACILITIES
Cross Currency Swaps

CCSUS07 Cross Currency Swap for US$ bonds maturing 15 March 2007 2.00% Coupon
CCSUS14 Cross Currency Swap for US$ bonds maturing 15 March 2014 4.50% Coupon
CCSEUR09 Cross Currency Swap for EUR bonds maturing 15 March 2009 3.50% Coupon

Interest Rate Swaps

IRSDB07 Interest Rate Swap for A$ bonds maturing 15 June 2007 5.75% Coupon
IRSDB09 Interest Rate Swap for A$ bonds maturing 15 June 2009 5.79% Coupon
IRSDB14 Interest Rate Swap for A$ bonds maturing 15 June 2014 5.87% Coupon

Interest Rate Futures

FUT3YR 3 Year Generic Bond Futures Contract 6.00% Coupon
FUT10YR 10 Year Generic Bond Futures Contract 6.00% Coupon

Futures Contract Information

1. The contract size for both the three year and 10 year contract is $100 000.
2. Contracts expire three months from the respective decision making points and a new
contract will apply from that point.
3. Deposit margins of $700 per three year contract and $2000 per 10 year contract apply. No
span margin calculations apply. Deposit margins must be funded for by the Portfolio at the
time of the deal and will earn the Portfolio interest at the three month commercial paper
rate.
4. Variation margins are to be paid upon the expiry of the contract. That is, at the next decision
making point after the futures are traded.
5. Brokerage applies at a rate of $5.00 per contract. This is also to be funded through the
Portfolio at the expiration of the contract.
6. The maximum number of contracts for the three year and 10 year futures is 5000 contracts
each.

CTM PORTFOLIO MANAGEMENT GAME PAGE 4
INVESTMENT FACILITIES

INVCP3M Investment - Commercial Paper Facility 3 month Bank Bill

Surplus cash can be invested in three month commercial paper or used to buy back bonds you
have issued. When investing in three month commercial paper you must decide which
counterparty to deal with. Details of the counterparties available are as follows:

Counterparty Credit Rating
Coolum Treasury Corporation AAA
First Mudjimba Bank AA
Peregian Trust Bank A-
Bli Bli Corporation Ltd A-

Each counterparty issues its commercial paper at a yield reflecting their current credit rating and
amount they have on issue. The investment yield for each counterparty is available on the rate
sheet provided each quarter. The face value of the total investments in three month commercial
paper cannot, at any one time, exceed $500 000 000. Further, there are limitations as to how the
investments can be allocated across the counterparties:

Counterparty Minimum Percentage of Total Face Value of Investments
Maximum Percentage of Total
Face Value of Investments
Coolum Treasury Corporation 40% 100%
First Mudjimba Bank 0% 60%
Peregian Trust Bank 0% 40%
Bli Bli Corporation Ltd 0% 40%

BENCHMARK

The modified duration of your benchmark portfolio at the start of the game is 3.75 years. The
composition of the benchmark portfolio will change at the start of each quarter, rebalancing the
modified duration to 3.75 years, taking into account the yields at that time.

The initial benchmark portfolio comprises:

Instrument Weight
CP3M 20.0%
DB05 12.5%
DB07 17.5%
DB09 20.0%
DB14 30.0%

You have discretion to manage duration to benchmark +/- 1.0 year.

CTM PORTFOLIO MANAGEMENT GAME PAGE 5
You can change the duration of your portfolio by varying either:

(i) the amounts drawn down under each program
(ii) the use of swaps and futures
(iii) the use of physical bonds.

FOREIGN CURRENCY/COMMODITIES

You are also required to manage commodity price risk and foreign exchange rate risk for your
clients if they have any in the coming four quarters. This is done on a back to back basis, where
contracts are executed for a specific customer. These transactions do not form part of the
Portfolio. You may be hedged or unhedged up to 100 per cent of the exposure. Any benefits or
costs resulting from these exposures are passed directly to the client concerned.

Your performance will be assessed against a benchmark based on if you undertook 100 per cent
of the hedging at the time you are notified of the exposure.

Foreign exchange and commodity exposures which are not covered by settlement date will be
force liquidated at penalty rates of US$100 per tonne for copper and 100 points for foreign
exchange worse than the then market rate. (Note: a deal slip is still required to be completed on
the date of delivery of the foreign currency amount or commodity for all unhedged amounts.)

CASH BALANCES

At the start of the game Central Treasury has a balance of $2 000 000 in its A$ bank account and
zero balance in its US$ and EUR accounts. Central Treasury’s starting cash balance earns
interest at five per cent per annum. This cash balance and the administration revenue received
each quarter is used to meet operating expenses and penalty costs.

Penalties associated with poor cash management and errors will be paid by the Central Treasury
and will not be passed onto your clients. Poor cash management includes large uninvested cash
balances.

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ATMS 201 COMP3425 MATH7861 SOLA2060 MA 325 7CCEMCTH ECON 432 INFT2051 SOLA 2060 ECOS2002 Stats141XP BIOA02H3 S2022 MA4601 K5 COMP5329 EG 284 IB3A70 WECO1020 COMP3027 Energy ACS61011 MAST20026 STAT 533 MATA31 ENVS257 BEM2031 EC 486 COMP0172 CS3214 EECE5644 IB2B20 COSC2536 COSC1147 COMP6214 5CCM242A COMP0130 AMME2000 MTMG50: EG238 ACF6006 QBUS2810 COSC2391 ECON7560 MATH377 STA305 CS 486 COMP1117B EL648 ELEC3909 ECON 241 COMP 4901W BUSI4428 ENEN20002 ENGN4524 ELEC3115 CSC 413 PSYC 100B ECON1002 MATH256 ANSC20005 MTHS2008 MATH40082 COSC 2406 FIT3174 STA 238 CMT202 Differential Equations MTHM017 GARCH 101 MATH2069 CSC336S ACSC12 ETF2121 CEME 2001 DB B474F ARHT1001 EECS 3311 3220 STATS 786 CS 484 COMP20008 MATH4091 ECE 455 CSCI 204 BUS B200F BA 875 BU5562 COSC 1147 X11 GEOG 101 IMM250F CSE 584A MATH38172 LAB 4 ELEC5882M FINS5523 EE 430 COMP 465 6CCS3PRE 7CCSMNSE FINANCE ACMB02H3 ENGG2112 ELEC5616 SCM B371 CHEM3120 CS22 ECMT2130 MAST30011 ADSPBF706 CENG0013 ACCOUNTING BUSS1040 CHEM 181 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