I will be starting soon a Treasury Audit in my bank. And to be honest, this is my first time to audit such a complex department! Can any one guide me to any resources I can find to help me with this assignment. Thank you

Most of the internal audit manuals have sections on Treasury-related areas (funds management, interest rate risk, liquidity, modeling, fed funds, borrowings, etc...the list could go on depending upon your definition), including Sheshunoff, Bank Administration Institute, Financial Managers Society, and Warren, Gorham & Lamont.

From there, I would look at the exam procedures from the FDIC, OCC, and Fed...they actually have some pretty good exam procedures and internal control checklists for many of these areas. The Texas Department of Banking also has some pretty good checklists, as so some other state banking regulators.

If you can't find anything, email or PM me and I will send you something to at least get you started.