Treasury Middle Office & Risk Control Training Course

The Treasury Middle Office & Risk Control Training Course equips treasury middle office, market risk, treasury control, finance, and audit professionals with the knowledge and practical tools needed to independently monitor treasury activities, measure and control market, liquidity, and counterparty risks, verify valuations and profit and loss, and maintain a robust treasury control environment. In banks, central banks, investment firms, sovereign and public investment funds, and corporate treasuries, the middle office provides the independent oversight that protects the organization from excessive risk-taking, valuation errors, limit breaches, unauthorized trading, and conduct failures. Major trading losses in the industry have repeatedly shown the consequences of weak segregation of duties, ineffective limit monitoring, and inadequate independent price verification. The course covers the full scope of treasury middle office and risk control. Participants learn treasury organization and the segregation of front, middle, and back office responsibilities, treasury governance, policies, and committees, and the products and markets the middle office oversees, including foreign exchange, money market, fixed income, derivatives, and Islamic treasury instruments. The program then addresses trade validation and off-market rate checks, limit frameworks covering dealer, position, stop-loss, tenor, counterparty, settlement, and country limits, market risk measurement using sensitivities, value at risk, and stress testing, counterparty credit risk measurement and exposure monitoring, liquidity risk monitoring, interest rate risk in the banking book, and the interface with asset and liability management. Participants also examine independent price verification, valuation adjustments, and profit and loss attribution and verification, hedge accounting and effectiveness, model risk, trade surveillance and conduct controls, lessons from rogue trading cases, reconciliation and data controls, regulatory reporting, and risk reporting and dashboards for management and risk committees. The course is delivered through treasury case studies, limit monitoring and breach escalation exercises, risk measurement and stress testing calculations, valuation and profit and loss verification workshops, and analysis of major trading loss events. Participants leave with a treasury limit framework template, a trade validation and off-market rate check checklist, a market risk and stress testing worksheet, an independent price verification and profit and loss verification checklist, and a treasury risk dashboard design.