Treasury Risk Management is a comprehensive professional training course designed to equip banking and financial professionals with the knowledge, analytical capabilities, and practical skills required to identify,…
Treasury Risk Management is a comprehensive professional training course designed to equip banking and financial professionals with the knowledge, analytical capabilities, and practical skills required to identify, assess, monitor, and manage the wide range of risks associated with treasury operations. As financial markets become increasingly interconnected and volatile, treasury functions play a critical role in safeguarding an institution's liquidity, capital, funding, and financial stability. Effective Treasury Risk Management enables organizations to optimize financial performance while maintaining strong governance, regulatory compliance, and operational resilience. This course provides participants with a structured understanding of treasury risk management frameworks and internationally recognized banking practices. Participants will explore the major treasury risk categories, including liquidity risk, market risk, interest rate risk, foreign exchange risk, funding risk, counterparty credit risk, settlement risk, and operational risk. The program also examines the relationship between treasury activities, balance sheet management, Asset & Liability Management (ALM), and Enterprise Risk Management (ERM), enabling participants to understand how treasury decisions influence organizational risk exposure and financial performance. The course further examines treasury governance, risk appetite, treasury policies, internal controls, regulatory expectations, Basel standards, stress testing, scenario analysis, contingency funding planning, and performance measurement. Participants will gain practical knowledge of treasury risk measurement methodologies, Key Risk Indicators (KRIs), Value-at-Risk (VaR), sensitivity analysis, treasury reporting, and the role of the Asset and Liability Committee (ALCO) in overseeing treasury risks and strategic financial decision-making. Through practical case studies, treasury simulations, analytical exercises, and interactive workshops, participants will strengthen their ability to evaluate treasury exposures, develop risk mitigation strategies, improve treasury controls, optimize funding and liquidity decisions, and support executive-level financial governance. By the end of the course, participants will be equipped to strengthen Treasury Risk Management practices, improve organizational resilience, enhance regulatory compliance, optimize treasury performance, and contribute to sustainable financial stability.
Course Outline:
Day 1: Foundations of Treasury Risk Management
Foundations of Treasury Risk Management
Treasury functions and strategic responsibilities
Treasury governance and risk management framework
Treasury risk categories and risk appetite
Regulatory expectations and Basel standards
Practical application: Evaluating treasury risk exposures within a banking institution
Day 2: Liquidity, Funding, and Market Risk Management
Liquidity, Funding, and Market Risk Management
Liquidity risk management
Funding risk management
Market risk and interest rate risk management
Foreign exchange risk management
Practical application: Assessing treasury risk exposures across multiple risk categories
Day 3: Treasury Risk Measurement and Mitigation
Treasury Risk Measurement and Mitigation
Value-at-Risk (VaR)
Sensitivity analysis and stress testing
Scenario analysis and contingency funding planning
Hedging strategies and balance sheet optimization
Practical application: Developing treasury risk mitigation strategies
Day 4: Governance, Controls, and Regulatory Compliance
Governance, Controls, and Regulatory Compliance
Asset and Liability Committee (ALCO) oversight
Treasury policies and internal controls
Key Risk Indicators (KRIs) and Key Performance Indicators (KPIs)
Regulatory reporting and compliance
Practical application: Designing treasury governance and reporting frameworks
Day 5: Building a High-Performance Treasury Risk Management Framework
Building a High-Performance Treasury Risk Management Framework
Integrating Treasury Risk Management with Enterprise Risk Management and Asset & Liability Management
International best practices in treasury governance
Digital transformation, treasury technology, and financial innovation
Continuous improvement of treasury risk management processes
Final workshop: Developing a comprehensive Treasury Risk Management implementation plan that includes treasury risk identification, liquidity and funding management, market and foreign exchange risk assessment, interest rate risk measurement, stress testing, contingency funding planning, governance enhancement, regulatory reporting, performance measurement, and continuous improvement initiatives to strengthen treasury resilience, optimize financial performance, enhance regulatory compliance, and support sustainable banking operations.
No upcoming events are currently scheduled.
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