Treasury Risk & Capital Management Training Course

This course provides participants with a deep understanding of how treasury functions integrate with enterprise-wide risk and capital management strategies. It covers liquidity, funding, interest rate, currency, and credit risks, while also exploring capital adequacy, regulatory frameworks, and optimization strategies. Through real-world case studies and tools, participants will learn how to safeguard financial stability, enhance return on capital, and meet compliance requirements in dynamic market environments.

Target Groups

• Treasury managers and treasury analysts.
• Risk managers and compliance officers.
• Corporate finance managers and controllers.
• Bankers, investment managers, and regulators.
• Professionals in insurance, microfinance, and financial institutions.
• Senior executives seeking a strong foundation in risk and capital management.

Course Objectives

By the end of this training, participants will be able to:

1. Understand the strategic role of treasury in financial risk management.
2. Identify, measure, and mitigate liquidity, market, and credit risks.
3. Apply effective capital management strategies to support business growth.
4. Interpret and comply with regulatory frameworks (Basel III/IV, IFRS, etc.).
5. Optimize funding and capital allocation decisions.
6. Use financial instruments and derivatives for hedging risks.
7. Strengthen stress testing and scenario analysis capabilities.
8. Align treasury, risk, and capital strategies with organizational objectives.

Course Modules

Module 1: Treasury Functions & Strategic Role

• Overview of treasury operations.
• Treasury as a value-adding function.
• Link between treasury, risk, and capital management.

Module 2: Liquidity & Funding Risk Management

• Liquidity risk identification and measurement.
• Liquidity buffers and contingency planning.
• Short-term vs. long-term funding strategies.

Module 3: Interest Rate & Market Risk Management

• Impact of interest rate volatility.
• Market risk exposures and hedging strategies.
• Use of derivatives (swaps, futures, options).

Module 4: Foreign Exchange Risk Management

• Identifying FX exposures.
• Transaction, translation, and economic risks.
• Hedging techniques and best practices.

Module 5: Credit Risk & Counterparty Risk

• Assessing creditworthiness.
• Managing counterparty exposures.
• Collateral management and credit enhancements.

Module 6: Capital Adequacy & Regulatory Frameworks

• Basel III/IV requirements.
• Capital buffers and leverage ratios.
• IFRS implications for capital management.

Module 7: Stress Testing & Scenario Analysis

• Designing stress test models.
• Assessing capital resilience under shocks.
• Regulatory expectations and reporting.

Module 8: Tools & Techniques for Risk Mitigation

• Treasury technology systems (TMS).
• Value at Risk (VaR), duration, and gap analysis.
• Use of risk-adjusted performance measures.

Module 9: Optimizing Capital Allocation

• Return on capital vs. cost of capital.
• Economic capital modeling.
• Strategies for capital efficiency.

Module 10: Best Practices & Case Studies

• Real-world treasury and risk management practices.
• Failures and lessons from financial crises.
• Building a resilient treasury and capital framework.