CTP (ABC) study plan

Diagram the full cash-positioning cycle from bank-statement ingestion through final position sign-off, labeling every control point and hand-off.

Compute a daily consolidated cash position from a multi-bank transaction set, adjusting for in-transit items, holds, and availability delays.

Differentiate ledger, collected, and available balances, then classify 12 sample line items into the correct balance type with reasoning.

Build a 25-term treasury glossary and write a fully worked example for the five most testable concepts.

Quantify mail, processing, and availability float for three payment scenarios and compute net float for each.

Compare ZBA, target balancing, and threshold balancing, then select the best fit for four described corporate profiles with written justification.

Design a bank account structure (physical versus virtual accounts) for a multi-entity company and defend the pooling model chosen.

Compute the earnings credit rate offset on a sample account and compare compensating-balance pricing with fee-based pricing.

Sequence message flow for wire, ACH, real-time payments, and card rails, marking settlement finality and cut-off points for each.

Assign the right fraud control (positive pay, callback verification, dual approval, payee validation) to six attack scenarios and explain each choice.

Trace a cross-border payment through correspondent banking, listing fees, FX conversion, and compliance checkpoints at each hop.

Identify five data fields that break straight-through processing and explain how payment message standards address them.

Calculate DSO, DIO, DPO, and the cash conversion cycle from a supplied financial statement set.

Model a five-day CCC reduction and quantify the cash released in currency terms.

Rank receivables levers (terms tightening, early-pay discounts, factoring, supply-chain finance) by cost and cash impact.

Evaluate inventory strategy trade-offs (EOQ, JIT, safety stock) against carrying cost and stockout risk.

Assess current, quick, and cash ratios across three sample balance sheets and flag the weakest liquidity profile.

Distinguish money market instruments (T-bills, commercial paper, CDs, repo, money market funds) by risk, tenor, liquidity, and typical treasury use.

Compute discount yield, bond-equivalent yield, and effective annual yield for three instruments and reconcile the differences.

Calculate the all-in cost of short-term borrowing options, including commitment fees, drawn spreads, and usage fees.

Compare swaps, caps, and futures as hedges for a floating-rate debt portfolio and justify one selection.

Build a 12-month funding plan that matches debt tenor and instrument type to each projected cash gap.

Classify transaction, translation, and economic FX exposure in three scenarios and select a natural hedge or instrument for each.

Construct a counterparty limit framework using credit ratings, exposure caps, and diversification rules.

Explain hedge documentation and effectiveness testing well enough to state why it matters to treasury reporting.

Build a risk register spanning liquidity, market, credit, operational, and fraud risk with likelihood and impact scoring.

Map treasury management system components (payment hub, bank connectivity, ERP integration) and identify the control at each layer.

Diagnose control gaps in three scenarios involving segregation of duties, user access rights, and reconciliation cadence.

Outline a business continuity and cyber-response plan for a treasury payment function, including manual fallback steps.

Complete two full-length timed mock exams and log every miss by domain and error type.

Re-drill the three weakest subtopics from the error log until accuracy reaches 80% or better.

Reconstruct from memory the cash-positioning cycle, CCC formulas, and yield formulas on a single summary sheet.

Work a scenario-based decision set integrating all five domains and justify each choice in two sentences.