This specialized course provides comprehensive coverage of treasury management principles and liquidity optimization strategies essential for financial institutions operating in dynamic market environments. Participants will learn how to manage bank liquidity effectively, optimize funding costs, ensure regulatory compliance, and maximize returns while maintaining financial stability. The curriculum covers asset-liability management frameworks, liquidity risk measurement techniques, funding strategies, treasury product implementation, and regulatory compliance requirements across different jurisdictions. Through practical exercises and real-world case studies, learners will develop the advanced skills needed to navigate complex treasury operations and contribute significantly to their organization's financial health and strategic objectives.
Treasury and Liquidity Management
Banking, Insurance and Financial Services
October 25, 2025
Introduction
Objectives
Upon completion of this course, participants will be able to:
- Develop effective liquidity management strategies and contingency plans
- Implement comprehensive asset-liability management frameworks
- Optimize funding costs and diversify funding sources
- Manage interest rate risk in the banking book effectively
- Ensure regulatory liquidity compliance across jurisdictions
- Design and implement contingency funding plans
- Utilize treasury products for sophisticated risk management
- Monitor and report treasury performance metrics
- Develop ALCO policies and governance frameworks
Target Audience
- Treasury Managers and Specialists
- ALCO Committee Members
- Liquidity Risk Managers
- Chief Financial Officers
- Risk Management Professionals
- Balance Sheet Managers
- Regulatory Reporting Staff
- Capital Markets Professionals
Methodology
- Case studies on liquidity crises and management
- Group ALM simulation exercises
- Individual liquidity calculation and analysis assignments
- Syndicate discussions on regulatory changes and impacts
- Stress testing workshops and scenario development
- Mini-case studies on treasury failures and successes
- ALCO meeting simulations and role-playing
Personal Impact
- Enhanced treasury management and strategic skills
- Improved risk assessment and decision-making capabilities
- Stronger regulatory knowledge and compliance understanding
- Better strategic planning and analytical abilities
- Enhanced financial modeling and analysis skills
Organizational Impact
- Optimized funding costs and liquidity buffer management
- Improved regulatory compliance and reporting accuracy
- Enhanced risk management framework and controls
- Better profitability through effective ALM strategies
- Stronger financial stability and resilience
Course Outline
Unit 1: Treasury Fundamentals
Core Concepts- Role and functions of modern treasury
- Treasury organizational structure and governance
- Regulatory landscape and compliance requirements
- Treasury risk framework and appetite
- Treasury strategy development
- Performance measurement and metrics
- Stakeholder management and reporting
- Technology and system requirements
Unit 2: Liquidity Management
Strategy and Implementation- Liquidity risk measurement methodologies
- Funding strategy development and execution
- Intraday liquidity management techniques
- Liquidity buffer optimization strategies
- Cash flow forecasting and projection
- Liquidity gap analysis and management
- Contingency funding plan development
- Liquidity transfer pricing mechanisms
Unit 3: Asset-Liability Management
ALM Framework- Interest rate risk management techniques
- Gap analysis and duration management
- Earnings at risk calculation and monitoring
- Economic value of equity analysis
- Funds transfer pricing methodology
- Balance sheet optimization strategies
- Product pricing and margin management
- Capital management and optimization
Unit 4: Regulatory Compliance
Liquidity Standards- LCR and NSFR requirements implementation
- Basel III liquidity framework compliance
- Local regulatory requirements and reporting
- Reporting and disclosure standards
- Basel capital framework implementation
- Capital planning and stress testing
- Leverage ratio requirements and management
- Pillar 2 and ICAAP requirements
Unit 5: Funding Strategies
Cost Optimization- Retail funding management and pricing
- Wholesale funding instruments and markets
- Securitization techniques and structures
- Pricing and transfer pricing mechanisms
- Deposit product innovation and pricing
- Capital markets funding access
- Interbank funding and relationships
- Central bank facilities utilization
Unit 6: Treasury Products
Risk Management Tools- Derivatives for hedging and risk management
- Investment portfolio management strategies
- Collateral management and optimization
- Counterparty risk management techniques
- Swap execution and documentation
- Option strategies for risk management
- Structured product utilization
- Hedge accounting and effectiveness testing
Unit 7: Stress Testing
Scenario Analysis- Liquidity stress testing methodologies
- Funding contingency planning and testing
- Recovery and resolution planning requirements
- Business continuity in treasury operations
- Liquidity crisis management frameworks
- Emergency funding arrangements
- Communication strategies during stress
- Regulatory communication and reporting
Ready to Learn More?
Have questions about this course? Get in touch with our training consultants.
Submit Your Enquiry