Treasury Assurance Crossword - February

12345678910
Across
  1. 3. Complete the sentence: The topic of the next ETT is "Assurance & ____ processes"
  2. 5. At the end of December 2023, what was the largest treasury audit for our team, in terms of hours charged?
  3. 7. At the end of December 2023, what was the largest FIC consult for our team, in terms of hours charged? (Note, FIC consult, not treasury audit!)
  4. 10. Complete the IFRS 9 extract: "In all cases the hedged item must be reliably measurable and where the hedged item is a forecast transaction, that transaction must also be Highly ________"
Down
  1. 1. What does "E" stand for in FICAE?
  2. 2. As at December 2023, what was the headcount of our team? (Note: Please type out the number in words with no spaces e.g. fortyone)
  3. 4. Complete the sentence: In Deloitte's formation of FVA, the funding spread is calculated as the different between market ___ rates and equivalent tenor bonds.
  4. 6. If you were to price a cross currency swap on Bloomberg, which Bloomberg function would you use?
  5. 8. Per IFRS 9:4.3.1, what is the name of the non-derivative component of a hybrid contract? ____ contract.
  6. 9. In which month of 2022 was the last Pricing Team thresholds document (entitled "On the assessment of financial instrument audit valuation differences") published?