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Treasury Management Academy: Module 4 - Treasury Management for Corporates and Banks

Boost your career with the Treasury Management tools needed
  • The Treasury Management Academy can be booked as a full 2-week programme or individual weeks or modules.

    Treasury Management Academy Week 1

    Treasury Management Academy Week 2

    Treasury Management Academy: 1 - Funding Markets and Interest Rate Hedging:

    Treasury Management Academy: 2 - Foreign Exchange Derivatives

    Treasury Management Academy: 3 - Advanced Derivatives and Islamic Treasury

    Treasury Management Academy: 4 - Treasury Management for Corporates and Banks


    Course Description

    This Treasury Management Academy course is designed to give participants an in-depth understanding of the Treasury Department and its activities. Professionals in the Treasury department of a bank or a corporate along with Relationship Managers, Accountants, Risk Managers, Internal/External Auditors, Regulators, Operations Staff and other financial professionals will find this course very helpful in his or her work. This program will give participants the best practical tools and approaches for Treasury management. The program will use lectures, real life case studies, and workshops to give attendees the latest and most practical tools and techniques which they can apply in their organization to increase the effectiveness, efficiency and profitability.


    By the end of the program, participants will be able to 

    • Identify the Functions of the Treasury Department in a corporate and the bank
    • Understand the role and responsibilities of the CFO and Treasurer
    • Identify the Best Practices of the Treasury function of a bank
    • Understand how the Treasury function funds the institution
    • Analyse the key components of yield conventions and yield curve in funding pricing.
    • Describe and Structure key short term funding money market products such as inter-bank deposits, Repo, etc…
    • Describe and Structure key capital market products and loan products such as US Bond, Eurobond, 144A, Private Placement, etc.
    • Understand and use interest rate derivative products like FRA, Interest rate swaps and interest rate options
    • Understand and use foreign exchange products such as FX spot, FX forwards, cross-currency swaps,
    • Understand and use commodity and credit derivative products
    • Structure and use the latest derivative products in exotic options such as average rate, basket, lookback etc…
    • Structure Islamic Treasury Products suchas Murabaha/Wakala deposits, Profit Rate swaps, Interest rate wa’ad, FX dual wa’ad, Islamic FX swaps, Islamic Cross currency swaps, Arbun FX Opions
    • Identify the best practices in Cash Management, Funding, Liquidity Management and Market Risk Management in Corporate Treasury
    • Identify the best practices in managing bank ALM including IRRBB, LCR, NSFR and discussion on FTP.
  • This is a modular course 

    Section 4: Treasury Management for Corporates and Banks
    Day 8, 9 and 10

    Day 8
    Module 6: Managing Corporate Treasury

    In this module, we will discuss the best practice and tools to manage corporate treasury. We will review the key roles and responsibilities of corporate treasury and discuss how to use the products of treasury to help fund and manage financial and credit risk of the company. This section will also discuss best practices in cash management and cash flow forecasting in the treasury function. We will also discuss the best treasury organisation for a corporate treasury department depending on its business model and geographic reach.


    Session 13: Corporate Treasury
    • Understanding Corporate Treasury
    • Review the role of the CFO and the treasury function
      • Funding
      • Cash management
      • Trade Finance
      • Investment
      • Risk management
      • Bank and Investor relations
      • Managing credit risks of customers
      • PwC Report on key concerns of CFO and Corporate Treasurers
    • Review of cash management of the company
      • Collections and payments systrms and products
      • Account Management
      • Pooling, notional pooling sweeping, virtual accounts
    • Cash flow and funding forecasting in the company
    • Using treasury funding products to finance the operation of the company
      • Cap Ex and Working capital facilities
    • Using treasury derivative products to hedge financial risk of the company
    • Overall organisation of treasury department
      • Global
      • Regional
      • Local
      • Treasury centres and how they work
    • Case Study on the organisation and operations of corporate treasury department

    Day 9 and 10
    Module 7: ALM and Bank Treasury

    This module discusses the treasury of the bank and the management of Assets and Liabilities (ALM). In ALM, we will discuss the management of market risk of a financial institution to include the analysis of IRRBB, EaR, EVE etc… We will also discuss the management of liquidity risk in the bank to include the need for a comprehensive liquidity management program. Fund transfer pricing in the Treasury Function to manage funding cost, market risk and liquidity risk will also be discussed. Also, regulations on BIS 3 on IRRBB, LCR, and NSFR to manage market and liquidity risk will also be discussed


    Session 14: What is Asset-Liability Management?
    By the end of this section, participants will understand asset liability risks and the function of ALM in the bank
    • What are the ALM risks
    • ALM market risk
    • ALM liquidity risk
    • ALM and making money
    • ALM and business strategy of the bank

    Session 15: Roles and Responsibilities in ALM
    By the end of this session, participants will be able to identify the ALM roles and responsibilities
    • BIS 3 and the new roles and responsibilities of BOD
    • Business Strategy
    • ALCO Strategy
    • Capital Allocation
    • Market Risk and Liquidity Risk Appetite Policies
    • Risk Management Policies and Procedures
    • Risk Management Systems, Process and Organisation
    • Best Practice: Working with EXCO, ALCO, Risk Management Department/Committee, Treasury, and Audit Department/Committee

    Session 16: ALM and Assessing Market Risk
    By the end of this session, participants will be able to use the key tools in identifying and assessing market risk on the balance sheet
    • Identify and Quantify Market Risk in ALM
    • Earnings at Risk
    • Net interest income
    • Types of interest rate risk
      • Gap
      • Yield curve
      • Duration and Convexity
      • Optionality
      • Basis
    • EVE analysis in ALM market risk
      • Mark-to-market and portfolio valuation
    • New BIS 4 Regulations on IRRBB
      • IRRBB regulation overview
      • 19 time buckets
      • Treatment of Non Maturity Deposits, Early Pre-payment of Fixed Rate Loans, Early Termination of Fixed Rate Deposits
      • Stress Testing and Scenario analysis
      • Supervisory Policy on EVE
    • BOD ALM reporting:
      • Market Risk Gap analysis, EAR report
      • Long Term EVE analysis
    • Business Strategy and ALM Market Risk forecast
    • Impact of economic and interest rate bank balance sheet

    Session 17: ALM and Managing Market Risk
    By the end of this session, participants will be able to implement the key tools to manage ALM Market Risk.
    • Managing ALM Market Risk
    • Limit system
      • Limit reporting and sanctions
      • Tools to Manage ALM Market Risk
    • Match Funding
    • Interest Rate Swaps
    • Foreign Exchange
    • Cross- Currency swaps

    Session 18: ALM and Managing Liquidity Risk
    By the end of this session, participants will be able to identify the key steps in identifying, quantifying and managing liquidity risk in the bank.
    • Liquidity Products: Overnight, Libor, repo, etc..
    • Diversification and concentration
    • ALM ranking of liquidity
    • Stability and sustainability of funding sources
    • Measurement metrics and monitoring
    • Key metrics: Cash forecast, roll-off forecast, liquidity forecast
    • Scenario and back testing
    • Limits
    • Internal funds transfer pricing
    • Liquidity Premium
    • Setting policy for ALM and FTP
    • Liquidity asset buffer
    • Choosing appropriate assets and business strategy
    • Managing the asset portfolio

    Session 19: ALM and BIS 3 New Liquidity Regulations
    By the end of this section, participants will be able to identify the new regulations on liquidity risk, namely LCR and NSFR, and their impact on the ALM
    • New BIS ratios: Why?
    • Liquidity Coverage Ratio
      • Definition
      • High Quality Liquid Assets
      • Levels 1 2A an 2B
      • Limits
      • Calculate Net Stressed Outflow
      • Impact on Banks and ALM
    • Net Stable Funding Ratio
      • Definition
      • Calculate Available Stable Funding
      • Calculate Required Stable Funding
      • Impact on ALM

    Session 20: ALM and Basel 3 Regulations on Capital Ratios
    By the end of this section, the participants will be able to identify the new Basel 3 regulations on bank capital and their impact on the bank’s business and the treasury function
    • Improve Bank Capital Base:
      • Quality and Quantity: CET1 4.5% from 2%
      • Capital Conservation Buffer: 2.5% from 0%
      • Countercyclical Buffer: 0% to 2.5% from 0%
    • Leverage Ratio 3%
    • New Capital regulations and impact on ALM

    Session 21: ICAAP and SREP for in ALM
    By the end of this section, participants should be able to use best practices in conducting ICAAP and supervisory reviews especially for ALM. FTP analysis will be extensively discussed. Scenario analysis on the reduction of QE and sovereign buy in will be discussed
    • How to conduct ICAAP in banks
    • ICAAP and stress testing for market and liquidity risks
    • Scenario analysis
    • Best Practice ICAAP reporting for BOD, supervisors and market disclosure
    • SREP for Treasury Products with Pillar 2 add-on
    • Supervisory review of capital needs and Pillar 2 add-ons of capital
    • ICAAP and RISK Appetite Policies
    • The Impact of Regulations on FTP and Bank Profitability
    • FTP under the Basel 4 regulations
    • Loan Pricing under new market and liquidity risk environment
    • Economic Profit, RAROC and capital allocation decisions

    Session 22: Final Thoughts and Future Steps on Treasury Management


  • Our Tailored Learning Offering

    Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.

    If you want to run this course at a location convenient to you or if you want a completely customised learning solution, we can help.

    We produce learning solutions that are completely unique to your business. We’ll guide you through the whole process, from the initial consultancy to evaluating the success of the full learning experience. Our learning specialists ensure you get the maximum return on your training investment.

  • We have a combined experience of over 60 years providing learning solutions to the world’s major organisations and are privileged to have contributed to their success. We view our clients as partners and focus on understanding the needs of each organisation we work with to tailor learning solutions to specific requirements.

    We are proud of our record of customer satisfaction. Here is why you should choose us to help you achieve your goals and accelerate your career:

    • Quality – our clients consistently rate our performance ‘excellent’ or ‘outstanding’. Our average overall score awarded to us by our clients is nine out of ten.
    • Track record – 10/10 of the world’s largest banks have chosen us as there training provider and we have delivered training across the largest banks and have trained over 25,000 professionals.
    • Knowledge – our 100+ strong team of industry specialist trainers are world leading financial leaders and commentators, ensuring our knowledge base is second to none.
    • Reliability – if we promise it, we deliver it. We have delivered over 25,000 events both in person and online, using simultaneous translation to delegates from over 99 countries.
    • Recognition – we are accredited by the British Accreditation Council and the CPD Certification Service. In an independent review by Feefo we scored 4.2/5 on service and 4.7/5 on Coursecheck
This course can be run as an In-house or Tailored Learning programme



    Thierry is a highly experienced trainer and consultant in Treasury Management. Since 1997 he has worked as a consultant and trainer with the Top Three Investment Banks in the World (Goldman Sachs, Morgan Stanley, BofA Mer-rill Lynch), most of the largest 20 Banks in the World (Citi, J.P. Morgan Chase, Stanchart, BBVA, ABN AMRO , Commerzbank etc...) , all Top 4 Audit/Tax Accounting Firms, commodity trading company and other prestigious financial institutions. Recently, he has worked with Central Banks (such as Bank Indonesia) in the area of trading room risk management, regulation, supervision and Basel 2/3 implementation and with emerging market banks in Mexico, Brazil, Hong Kong SAR, Malaysia, Singapore, Indonesia and Thailand in corporate transformation and risk management.


London Marriott Hotel County Hall

The course will take place at the London Marriott Hotel County Hall. The map attached details some of our most frequently used venues.