ALM, FX & Money Markets and Derivatives Masterclass
The treasury toolkit after Basel III — ALM, FX and money market instruments, forward rates, swaps and CDS, and the balance-sheet optimisation that protects return on equity.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Post-crisis regulation, Basel III above all, put a standing tax on return on equity — and made optimisation of assets and liabilities the treasury’s defining task. Meanwhile the FX and money markets, worth trillions of dollars, remain the pivot of the financial system: funding, investment and the conduit between every other market. This masterclass builds a working command of both. It covers the role of the ALM function and the evolution of the ALCO process, money market products, forward rates for interest and FX, interest rate swaps and credit default swaps, and the consequences of low and negative rates for IRR management. The cohort applies analytical skills to the key products and the risk management issues that come with them.
What you will do
Who attends
- Treasury managers and ALM teams
- ALCO members and risk officers
- Traders, dealers and capital markets professionals
- Liquidity, market and interest-rate risk managers
- Finance professionals and supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.ALM and the treasury function
- The role of the ALM function within a bank
- Evolution of the ALM and ALCO process
- Balance-sheet optimisation under Basel III
II.FX and money markets
- The markets and their participants
- Money market products
- Forward rates for interest rate and FX
III.Derivatives
- Interest rate swaps
- Credit default swaps
- Analytical approaches to key products
IV.Risk management
- Low and negative rates in IRR management
- Challenges to the treasury risk framework
- Lessons from the crises
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Balance-Sheet Management — ALCO, ALM & FTP
ALCO, ALM and FTP that actually steer the balance sheet.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.