香蕉福利直播

This course has been postponed. Please contact the events team if you're interested in attending a future course.

We now offer three tiers of treasury management training for 香蕉福利直播 Members, Associates and Non-members. The courses will be repeated throughout the year and can be attended as separate courses or taken as a complete set. Places for each course are to be booked individually via the booking form on the relevant event page:

An introduction to treasury management
Treasury risk and balance sheet management
Advanced treasury risk and balance sheet management (see below for details)

The objective of this course it to take a deep dive into liquidity risk and interest rate risk using practical workshop sessions. We will also analyse the output from management information and see how to read and understand key reports.

The course will be built around three key treasury areas of liquidity risk, interest rate risk and ALCO reporting. Following each session understanding of the subject content will be cemented in key breakout sessions.

Topics covered:

Recap on key principles
    - Maturity transformation and Net Interest Income
Introduction to the three key areas
    - Liquidity & liquidity risks
    - Interest rate risk (in the banking book)
    - ALCO and treasury risk reports

Session 1:
Measuring and managing liquidity risks 
    - ILAAP: Regulation and what is it trying to achieve?
    - Bank of England, role and current risks
    - Setting risk appetite
    - Risk drivers, scenarios and stress testing
    - Liquidity risk metrics

Breakout sessions: Risk appetite, key risk drivers; scenarios; understanding liquidity levels

Session 2:
Measuring and managing financial risks
    - Interest rate risk 
    - The impact of the interest rate cycle
    - Off balance sheet and embedded options
    - GAP sensitivity and reading the balance sheet
    - Hedging strategy and re-pricing/NII risk
    - Basis risk

Breakout session: Reading the balance sheet; interest rate changes, re-pricing risk, basis risk and earnings at risk

Session 3:
Governance and reporting framework 
    - Board, Risk, EXCO, ALCO and weekly operations
    - Joining up the relevant business functions
    - Making sure management has the right reports and understands the overall risks
    - ALCO pack and management/committee reporting
    - Example ALCO pack; detailed breakdown and discussion

Breakout sessions: Understanding Key Risk Indicators, reading the ALCO reports and challenging the output 

(Registration closes at17:00 on Monday, 17 November 2025)
Cancellation policy

"Very informative course, well delivered and lots to take away"

"Well delivered with real life examples"

"Dean is a great trainer with a wealth of experience and knowledge"

"Very skilled trainer. Brought subject to life"

(Delegate feedback from our previous courses)

Who should attend?
This course is a workshop based course and is aimed at those who want a hands-on, in-depth day analysing balance sheets and discussing the nuances of liquidity and interest rate risk. Those attending would benefit from already having attended the treasury risk course before-hand. The course would also be suitable for those who already have a fairly good knowledge of balance sheet management, liquidity risk and ALCO operations.

It will be useful for those who attend ALCO/Risk Committees, or work in related areas who require detailed understanding of treasury operations. It’s aimed at:
- those who work in first line lending and savings functions;
- executive and non-executive directors;
- senior management;
- second-line directors;
- managers and officers;
- auditors.