ALM and Treasury Risk Management Masterclass
Duration, gap and yield-curve discipline for treasury ALM — Basel standardised risk measures, FX and derivatives hedging, and managing the true cost of the liability side.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The liability side has a cost, and most treasury pain starts when nobody manages it: funding costs, yield curves and the risks bound into them. This masterclass works through the Basel framework’s standardised risk measures and their market-risk impacts, and how duration-based metrics manage asset-liability risk in practice. Participants apply gap analysis across maturing and non-maturing assets and liabilities, measurement techniques using ladders, duration and net present value, and practical FX and derivatives risk measures for both assessment and hedging. Sessions set treasury management against ALM, covering the strategic role and scope of the function, market volatility, regulation within the international framework, and the ratings and credit spreads of Libor and Euribor banks over time.
What you will do
Who attends
- Treasury, risk and capital teams
- ALM and ALCO professionals
- Corporate treasurers, dealers and investment managers
- Finance, accounting and forex teams
- Financial controllers, analysts, auditors and supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.Risk classification and treasury ALM
- Risk classifications across the treasury
- Asset and liability management versus treasury management
- The strategic role and scope of treasury management
II.Gap and duration
- Asset and liability gap analysis
- Distribution of maturing and non-maturing assets and liabilities
- Ladders, duration and net present value techniques
III.Funding and the curve
- Funding costs and the yield curve
- Libor and Euribor banks: ratings and credit spread over time
- Evaluating capital investment opportunities
IV.Volatility, hedging and regulation
- Market volatility and the case for treasury discipline
- FX and derivatives risk measures for hedging
- Regulation and the international framework
Frequently asked
Which measurement techniques are taught?
Participants apply gap analysis across maturing and non-maturing assets and liabilities, and measurement using ladders, duration and net present value — the duration-based metrics that manage asset-liability risk in practice. The Basel framework’s standardised risk measures and their market-risk impacts anchor the regulatory side.
Does the course cover hedging and funding costs?
Yes. It works through practical FX and derivatives risk measures for both assessment and hedging, and treats the liability side as a cost to be managed: funding costs against the yield curve, and the ratings and credit spreads of Libor and Euribor banks over time.
What are the delivery options?
The masterclass is delivered in English and French, with an in-house edition tailored to your institution’s balance sheet and treasury framework. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are provided on enquiry.
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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.
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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.