Treasury & ALM

Capital Markets and Treasury Management Masterclass

The mechanics of money, debt, equity and FX markets — and the treasury discipline that keeps liquidity, payments and financial risk under control.

Evaluating Liquidity Risk, Capital Funding and Market Regulation Masterclass

Liquidity risk treated as strategic priority, not compliance chore — ALM, stress testing, contingency funding and Basel III LCR/NSFR discipline for volatile markets.

Funds Transfer Pricing Implementation Masterclass

Funds transfer pricing that actually steers the balance sheet — design, governance and implementation for the treasury and finance teams who own the mechanism.

Managing FX Risk, Advanced ALM and Capital Resilience Masterclass

FX risk, IRRBB, liquidity and capital treated as one balance-sheet strategy — a two-day executive briefing that puts Treasury, Risk, Finance and Audit in the same room, on the same assumptions, ready for the same supervisory questions.

ICAAP/ILAAP Models, ALM & Interest Rate Simulations Masterclass

ICAAP and ILAAP modelling with live interest-rate simulations — gap analysis, earnings at risk, behavioural modelling and balance-sheet optimisation with ALCO decisions tested in real time.

ICLAAP Framework, Stress Testing & Liquidity Risk Management Masterclass

ICAAP and ILAAP run as one discipline — structure, gap identification, stress testing and the LCR/NSFR mechanics, with the reporting design supervisors actually expect to see.

Integrated ALM, IRRBB, ICAAP & Climate Risk Frameworks Masterclass

ALM, IRRBB, ICAAP/ILAAP and climate risk connected into one balance-sheet framework — EaR/EVE modelling, unified stress testing and ALCO-grade management information.

Integrated Risk, Liquidity & Governance Excellence Masterclass

Risk, liquidity and governance frameworks for Bahraini institutions — CBB directives, Basel IV readiness, treasury and ALM discipline, and board-level accountability that holds.

Interest Rate Risk in the Banking Book Masterclass

The IRRBB rulebook in full — Pillar 2 foundations, the revised BCBS principles (D368) and how regulatory requirements compare with what banks actually do.

IRRBB & ALM — Balance Sheet Optimisation Masterclass

IRRBB and strategic ALM as one exercise — behavioural assumptions, CSRBB, the IFRS 9 linkage and a balance sheet steered across risk and return.

Interest Rate Risk and FX Exposure in Volatile Markets

Interest-rate and FX exposure managed together in volatile markets — behavioural modelling, risk aggregation, stress testing and CSRBB scenario analysis for the ALCO.

Islamic Treasury & Liquidity Management

The Islamic bank’s hardest desk — Sharia-compliant liquidity instruments, the interbank market as it really works, ALM without conventional hedges and the regulatory ratios met compliantly.

ILAAP Stress Testing and Liquidity Risk Management Masterclass

ILAAP, stress testing and liquidity risk beyond the compliance mindset — LCR/NSFR mechanics, FTP, intraday liquidity and a contingency funding plan that would actually function.

Liquidity Risk Management: Operationalising the LCR and NSFR Masterclass

The LCR and NSFR as working instruments of liquidity risk management — implementation, reporting and the cultural shift Basel III demands of the balance sheet.

Liquidity Risk Management & ILAAP

Behavioural deposit modelling, an ILAAP written as evidence of control, and a contingency funding plan that names names — liquidity for the executives who must keep the market’s trust funded.

AUG 2026 · Dubai · +1 more

Advanced Liquidity Management: Stress Testing, Contingency Planning & FTP

Build a liquidity stress-testing framework that models the hard behavioural elements, links to a survival horizon, and prices liquidity properly through FTP.

Liquidity Risk Management (including Basel III Liquidity Standards) Masterclass

A practical liquidity risk framework with hands-on LCR and NSFR calculation, IRRBB interaction, and case studies of both liquidity stress and best practice.

Liquidity Risk and Bank Performance During Crises Masterclass

Why banks with weak liquidity underperform in crises — and the Basel III-aligned framework, stress testing and audit discipline that prevent it.

Liquidity Risk, Stress Testing and Inflation Masterclass

A practical framework for liquidity risk management and the Basel III standards, with stress testing built to hold in an inflationary rate environment.

Market and Liquidity Risk Management Masterclass

Integrated market and liquidity risk management — measurement methodologies, Basel III and IV expectations, stress testing and the early warning systems that build resilience.

Market and Liquidity Risk Management for Insurers Masterclass

Market and liquidity risk as insurers actually face them — ALM, lapse risk, stress testing and the demands of Solvency II, IAIS ICPs and IFRS 17.

Market, Liquidity and ALM Risk Management Masterclass

Frameworks, measurement methodologies and governance across market risk, liquidity risk and ALM — grounding for risk staff and the front line alike.

Market Risk, FX Risk, IRR, Stress Testing & Liquidity Strategy in Emerging Markets

Market, FX and interest rate risk management built for emerging markets — dollarised systems, constrained liquidity and stress scenarios drawn from real events.

Market Risk – IRRBB and CSRBB Implementation Masterclass

IRRBB metrics, governance and stress testing done properly — with CSRBB brought up to the standard supervisors now expect of the banking book.

Mastering Treasury Risk & ALM: Strategies for Bank Balance Sheet Optimisation

Treasury risk and ALM from foundation to application — IRRBB, liquidity metrics, hedging and simulation-based stress testing for the bank balance sheet.

Forex Risk & Liquidity Crises: US Turmoil & Uncertainty

Forex volatility and liquidity crises triggered by US policy shocks — hedging, funding diversification and crisis response for emerging-market banks exposed to tariff-driven turmoil.

The Quantitative Banking Simulation: ALM, Capital & Liquidity Optimisation Masterclass

Three days that end in a war-room: two days of quantitative ALM, capital and liquidity calibration for technical leaders, then a live balance-sheet simulation where the C-suite joins to run a bank under macroeconomic fire — on a web-based engine, in a zero-risk sandbox.

Risk Management MBA: ICAAP & ILAAP, Stress Testing, IRRBB, ALM & FTP, Market Liquidity and Basel Reform

The full prudential stack in one programme — ICAAP and ILAAP, IRRBB, liquidity risk, ALM and FTP, and the Basel reforms heading toward Basel IV.

Strategic ALM and Dynamic Balance Sheet Management with Live Simulation Masterclass

ALM run as one integrated discipline — liquidity, IRRBB and capital optimised across the balance sheet, tested in a live simulation under crisis conditions.

Strategic Balance Sheet Management: Mastering ALM, IRRBB, and Liquidity Risk Masterclass

Treasury risk, ALM and balance-sheet management from foundation to application — IRRBB, LCR and NSFR, and hedging built into daily treasury practice.

Strengthening Risk and Treasury Management for Banks under Basel III Masterclass

Basel III capital, liquidity and treasury discipline for Azerbaijani banks — buffers, LCR/NSFR, stress testing and FTP against an oil-exposed economy.

Treasury Dealing Simulation

FX and money-market dealing learned by doing — an intensive hands-on simulation covering pricing, liquidity management and full market strategy under pressure.

Treasury Risk Management

The treasury function as risk manager — market and liquidity risk, hedging in practice, FTP and the capital link, for corporate and bank treasuries alike.

Treasury Services, ALM & Cash Management Masterclass

Treasury, ALM and cash management as the board now expects them run — risk strategy, measurement techniques and the discipline of always meeting obligations.