Treasury Operation and Treasury Risk Management Certification Training

This Treasury Operation and Treasury Risk Management certification training is a comprehensive professional program designed to equip treasury, finance, and risk professionals with the essential knowledge and skills needed to manage modern treasury operations and treasury risk effectively. This course provides a clear understanding of a wide range of treasury products and their pricing structures, as well as the legal, regulatory, and control frameworks that govern treasury functions. Participants explore cash and liquidity management, foreign exchange and interest rate risk, derivatives and hedging techniques, treasury governance, and operational risk controls, with a strong emphasis on risk assessment, mitigation, and problem‑solving in real‑world scenarios. Through case studies, practical examples, and scenario‑based discussions, learners are empowered to enhance performance, strengthen risk controls, and contribute meaningfully to strategic decisions within both corporate and banking treasury environments.

Legal and Regulatory Framework

• Basel III Final Reforms (Basel IV): capital, liquidity standards, output floor
• Regulatory ratios: CET1, LCR, NSFR, Leverage Ratio
• Internal audit and risk governance expectations
• FATCA compliance and global AML/KYC rules
• Due diligence requirements
• Managerial responsibilities and regulatory expectations



Framework for Treasury Management

• Structure and role of the treasury function
• Responsibilities of the Treasurer (banks & corporates)
• Treasury policies, internal controls, segregation of duties
• Economic exposure, transaction exposure, translation exposure
• Hedge accounting under IFRS 9
• Performance measures and benchmark selection
• Hedging costs and effectiveness
• Efficient capital usage and capital allocation
• Variance–covariance methods (VaR basics)
• RAROC and risk-adjusted performance management



Treasury Control

• Governance and oversight structures
• Risk-based assurance programs
• Scope of internal audit coverage
• Audit scheduling and prioritization
• Assessing audit findings and remediation
• Maintaining an evolving audit plan



Treasury Tools

• Financial instruments overview (2025 landscape)
• Equity vs loan financing and hybrid capital instruments
• Short-term vs long-term funding
• Trade finance and supply-chain finance tools
• International payment structures
• Export working capital and project finance basics
• Forwards, FRAs, futures, options
• OTC vs exchange-traded derivatives, clearing requirements, margining



Enterprise-Wide Risk Management

• Balancing risk and return (risk appetite)
• Financial vs business risk
• Types of risk: market, credit, liquidity, operational, reputational, ESG
• Portfolio risk management
• Risk mitigation and transfer



Forms of Market Risk

• Interest rate exposure (short vs long tenor)
• Duration, modified duration, convexity
• Yield curve interpretation
• Improvements beyond duration (key rate duration, bucketed DV01)
• Spot, forward, swaps in FX
• FX options and put-call parity
• Translation & economic FX exposure
• Equity, commodity, volatility, and basis risks
• Hedging techniques



Hedging & Treasury Management

• Exposure measurement using futures equivalents
• Constructing discount curves
• Designing futures hedges and managing basis risk
• Interpolated and extrapolated hedging structures
• Options vs futures for hedging
• Hedging using swaps (IRS, CCS)



Stress Testing (2025 Standards)

• Regulatory stress testing (Basel, ECB, PRA, Fed)
• Managerial stress testing (internal scenarios)
• Why stress testing matters
• Scenario generation: macro, market, idiosyncratic
• Reverse stress testing
• Climate/ESG stress tests (new requirements)
• Communicating results & linking to risk appetite
• Building action plans



Liquidity Risk

• Introduction to liquidity risk
• Central bank perspectives & regulatory expectations
• Counterbalancing capacity and liquidity buffers
• Cashflow forecasting and modeling
• Cash-flow-at-risk (CaR)
• Intraday liquidity risk
• Liquidity early-warning indicators
• Contingency funding plan (CFP) basics



Case Study

• A tailored scenario depending on participant background
• Exercises using spreadsheets
• Group discussions and role simulation
• Practical application of treasury decisions

• Basic understanding of finance or business concepts
• Familiarity with financial statements or budgeting (helpful but not required)
• General awareness of organisational risk or treasury-related activities
• No prior experience in treasury, derivatives, or regulatory frameworks required

• Treasury analysts, finance officers, and risk management staff
• Internal auditors and compliance professionals
• Banking and corporate finance professionals
• Controllers, accountants, and FP&A personnel
• Regulatory reporting teams and assurance specialists
• Anyone seeking a practical understanding of treasury, risk, and regulatory requirements

• 20 multiple-choice questions covering course content
• Passing score: minimum 15 correct answers
• Two attempts allowed to achieve a passing score
• Certificate issued upon successful completion

A financial engineer with over 20 years of practical experience in international financial institutions. Her expertise is strongly focused on Interest Rate Risk in the Banking Book (IRRBB), Asset Liability Management and Balance Sheet Management, with most of her career spent enhancing ALM profitability and efficiency. She holds a PhD in Finance and has published research that has received strong recognition from both academics and industry practitioners.

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

• Explain the structure, roles, and responsibilities within treasury operations for both banks and corporations.
• Identify key regulatory and legal frameworks affecting treasury functions, including capital, liquidity, and compliance expectations.
• Assess and manage core treasury risks, including market (interest rate and FX), liquidity, credit, operational, and reputational risks.
• Demonstrate effective cash and liquidity management techniques to meet short‑term obligations while optimizing cash resources.
• Apply derivative tools (forwards, futures, options, swaps) for hedging and risk mitigation to protect against adverse market movements.
• Use risk measurement tools such as variance–covariance methods, stress testing, and early warning indicators to anticipate and manage exposures.
• Evaluate treasury products (trade finance, supply chain instruments, funding alternatives) and their use in risk‑responsive strategies.
• Design and implement treasury control procedures and governance frameworks to safeguard assets and support audit readiness.
• Integrate treasury insights into strategic decision‑making, including investment evaluation, capital allocation, and performance measurement.