Treasury & Financial Markets#1047
Bank Treasury Management
Explains how a bank treasury manages liquidity, funding and balance sheet structure, linking ALM, cash flow management and risk control to strategic objectives.
5 Days·Classroom
Interest Rate Risk Management
Shows how changing rates affect profitability, liquidity and capital and how to manage the exposure with gap, duration, earnings-at-risk and EVE analysis.
TFM · Treasury & Financial Markets#1053Classroom
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Sectors:Finance, Investment & BankingCategories:Treasury & Financial Markets
Course Overview
Interest Rate Risk Management is a comprehensive professional training course designed to equip banking and financial professionals with the knowledge, analytical capabilities, and practical techniques required to identify, measure, monitor, and manage interest rate risk across banking and financial institutions. As global financial markets continue to experience changing monetary policies, fluctuating interest rates, and evolving regulatory expectations, effective Interest Rate Risk Management has become a strategic priority for protecting earnings, preserving economic value, strengthening balance sheet resilience, and supporting sustainable financial performance. This course provides participants with a structured understanding of interest rate risk principles and internationally recognized risk management frameworks. Participants will explore the sources of interest rate risk, repricing risk, basis risk, yield curve risk, option risk, and Interest Rate Risk in the Banking Book (IRRBB). The program also covers balance sheet sensitivity analysis, gap analysis, duration analysis, earnings-at-risk (EaR), economic value of equity (EVE), behavioral modeling, and interest rate forecasting techniques. Participants will gain practical knowledge of how interest rate movements affect profitability, liquidity, funding strategies, and capital adequacy. The program further examines governance frameworks supporting Interest Rate Risk Management, including Asset and Liability Committee (ALCO) responsibilities, treasury coordination, internal controls, regulatory reporting, Basel guidance, stress testing, scenario analysis, contingency planning, and performance monitoring. Participants will learn how to integrate interest rate risk management with Asset & Liability Management (ALM), Treasury Management, Liquidity Risk Management, Enterprise Risk Management, and strategic financial planning to improve institutional resilience and decision-making. Through practical case studies, analytical exercises, financial simulations, and interactive workshops, participants will strengthen their ability to evaluate interest rate exposure, design risk mitigation strategies, implement measurement models, interpret management reports, and support executive decision-making. By the end of the course, participants will be equipped to improve interest rate risk governance, optimize balance sheet performance, strengthen regulatory compliance, and enhance long-term financial stability through effective Interest Rate Risk Management.
Learning Objectives
- Analyze Interest Rate Risk Management principles and evaluate their implementation within banking and financial institutions by the end of the course.
- Develop comprehensive interest rate risk management frameworks aligned with international banking standards and regulatory expectations.
- Evaluate the impact of changing interest rates on profitability, liquidity, capital adequacy, and balance sheet performance.
- Apply gap analysis, duration analysis, earnings-at-risk (EaR), and economic value of equity (EVE) methodologies to measure interest rate risk.
- Design effective risk mitigation strategies using balance sheet management, pricing strategies, hedging techniques, and treasury solutions.
- Improve governance through effective ALCO oversight, treasury coordination, internal controls, and executive reporting.
- Strengthen stress testing, scenario analysis, behavioral modeling, and contingency planning for interest rate risk management.
- Implement Key Risk Indicators (KRIs), Key Performance Indicators (KPIs), and management dashboards to monitor interest rate exposure.
- Assess emerging risks associated with changing monetary policy, financial technology, digital banking, and evolving market conditions.
- Align Interest Rate Risk Management with Asset & Liability Management, Treasury Management, Liquidity Risk Management, Enterprise Risk Management, and strategic financial planning before course completion.
Who Should Attend
This course is designed for Treasury Managers, Asset & Liability Management (ALM) Managers, Interest Rate Risk Managers, Market Risk Managers, Liquidity Risk Managers, Treasury Analysts, Finance Managers, Financial Controllers, Enterprise Risk Managers, Banking Operations Managers, Investment Managers, Treasury Dealers, Financial Analysts, Internal Audit Managers, Regulatory Reporting Specialists, Compliance Managers, and professionals responsible for balance sheet management and interest rate risk within banks and financial institutions.
The program is equally valuable for Chief Financial Officers, Chief Risk Officers, Chief Treasury Officers, Executive Management Teams, Asset and Liability Committee (ALCO) members, Board Risk Committee members, Audit Committee members, Central Bank Professionals, Banking Supervisors, Investment Firms, Insurance Companies, Asset Management Companies, FinTech Organizations, and senior executives responsible for treasury strategy, financial risk management, regulatory compliance, capital planning, and enterprise-wide financial governance.
Learning Outcomes
- By the end of this course, participants will be able to:
- Develop an integrated Interest Rate Risk Management framework aligned with international banking standards and Basel guidance.
- Evaluate balance sheet sensitivity to interest rate movements using internationally recognized analytical methodologies.
- Apply gap analysis, duration analysis, earnings-at-risk (EaR), and economic value of equity (EVE) techniques to measure interest rate exposure.
- Design effective interest rate risk mitigation strategies using balance sheet optimization, pricing policies, and hedging approaches.
- Conduct stress testing and scenario analysis to assess institutional resilience under changing interest rate environments.
- Strengthen governance through ALCO oversight, internal controls, treasury coordination, and executive reporting.
- Prepare executive dashboards, regulatory reports, and performance monitoring frameworks using Key Risk Indicators (KRIs) and Key Performance Indicators (KPIs).
- Integrate Interest Rate Risk Management with Treasury Management, Asset & Liability Management, Liquidity Risk Management, and Enterprise Risk Management.
- Assess emerging challenges associated with monetary policy changes, digital banking, financial innovation, and evolving regulatory expectations.
- Develop a practical implementation roadmap to strengthen Interest Rate Risk Management, improve balance sheet resilience, optimize financial performance, enhance regulatory compliance, and support sustainable banking operations.
Course Outline
Course Outline:
Foundations of Interest Rate Risk Management
- Principles and objectives of interest rate risk management
- Sources and types of interest rate risk
- Interest Rate Risk in the Banking Book (IRRBB)
- Regulatory expectations and Basel guidance
- Practical application: Evaluating interest rate exposure within a banking institution
Interest Rate Risk Measurement Techniques
- Repricing gap analysis
- Duration and convexity analysis
- Earnings-at-Risk (EaR)
- Economic Value of Equity (EVE)
- Practical application: Measuring balance sheet sensitivity to interest rate changes
Managing Interest Rate Risk
- Interest rate forecasting and market analysis
- Hedging techniques and interest rate derivatives
- Balance sheet optimization strategies
- Stress testing and scenario analysis
- Practical application: Developing interest rate risk mitigation strategies
Governance, Performance Monitoring, and Regulatory Compliance
- ALCO governance and executive oversight
- Treasury coordination and internal controls
- Key Risk Indicators (KRIs) and Key Performance Indicators (KPIs)
- Regulatory reporting and compliance requirements
- Practical application: Designing executive dashboards and interest rate risk reporting frameworks
Building a High-Performance Interest Rate Risk Management Framework
- Integrating Interest Rate Risk Management with Asset & Liability Management and Treasury Management
- International best practices in interest rate risk governance
- Digital transformation and technology in interest rate risk measurement
- Continuous improvement of interest rate risk management frameworks
- Final workshop: Developing a comprehensive Interest Rate Risk Management implementation plan that includes interest rate exposure assessment, balance sheet sensitivity analysis, gap and duration measurement, stress testing, hedging strategies, ALCO governance, treasury coordination, regulatory reporting, performance measurement, and continuous improvement initiatives to strengthen financial resilience, optimize balance sheet performance, enhance regulatory compliance, and support sustainable banking performance.
Upcoming Dates
Selected date
Marrakesh · 23 – 27 Nov 2026 · Classroom
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| City | Dates | Price per Participant | Early Bird | |
|---|---|---|---|---|
AmsterdamScheduled | 2 – 6 Nov 2026 | €5,400 | — | |
MadridScheduled | 2 – 6 Nov 2026 | €5,400 | — | |
ParisScheduled | 2 – 6 Nov 2026 | €5,700 | — | |
FrankfurtScheduled | 9 – 13 Nov 2026 | €5,800 | — | |
RomeScheduled | 9 – 13 Nov 2026 | €5,800 | — | |
MakkahScheduled | 9 – 13 Nov 2026 | €4,200 | — | |
BakuScheduled | 9 – 13 Nov 2026 | €4,800 | — | |
ManamaScheduled | 16 – 20 Nov 2026 | €4,700 | — | |
BarcelonaScheduled | 16 – 20 Nov 2026 | €5,400 | — | |
GenevaScheduled | 16 – 20 Nov 2026 | €6,300 | — | |
IstanbulScheduled | 23 – 27 Nov 2026 | €4,700 | €4,230until 2 Nov | |
MarrakeshScheduled | 23 – 27 Nov 2026 | €4,300 | €3,870until 2 Nov | |
BerlinScheduled | 23 – 27 Nov 2026 | €5,800 | €5,220until 2 Nov | |
MilanScheduled | 30 Nov – 4 Dec 2026 | €6,000 | €5,400until 9 Nov | |
CairoScheduled | 30 Nov – 4 Dec 2026 | €3,300 | €2,970until 9 Nov | |
Kuala LumpurScheduled | 30 Nov – 4 Dec 2026 | €4,400 | €3,960until 9 Nov | |
MunichScheduled | 7 – 11 Dec 2026 | €5,400 | €4,860until 16 Nov | |
CasablancaScheduled | 7 – 11 Dec 2026 | €4,300 | €3,870until 16 Nov | |
LisbonScheduled | 7 – 11 Dec 2026 | €5,400 | €4,860until 16 Nov | |
LondonScheduled | 14 – 18 Dec 2026 | €5,600 | €5,040until 23 Nov | |
DammamScheduled | 14 – 18 Dec 2026 | €4,200 | €3,780until 23 Nov | |
MuscatScheduled | 14 – 18 Dec 2026 | €5,300 | €4,770until 23 Nov | |
OnlineScheduled | 20 – 24 Dec 2026 | €1,700 | €1,530until 30 Nov | |
MadinahScheduled | 21 – 25 Dec 2026 | €4,200 | €3,780until 30 Nov | |
DohaScheduled | 21 – 25 Dec 2026 | €4,400 | €3,960until 30 Nov | |
AmmanScheduled | 21 – 25 Dec 2026 | €3,100 | €2,790until 30 Nov | |
DubaiScheduled | 27 – 31 Dec 2026 | €4,400 | €3,960until 7 Dec | |
MadridScheduled | 28 Dec 2026 – 1 Jan 2027 | €5,400 | €4,860until 7 Dec | |
AmsterdamScheduled | 28 Dec 2026 – 1 Jan 2027 | €5,400 | €4,860until 7 Dec | |
ParisScheduled | 28 Dec 2026 – 1 Jan 2027 | €5,700 | €5,130until 7 Dec |
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