Managing FX Risk, Advanced ALM and Capital Resilience Masterclass
FX volatility, rate shifts and capital floors never arrive one at a time — when the shocks hit the balance sheet simultaneously, a bank managed in silos loses value in the gaps between its own departments.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Macroeconomic volatility, shifting benchmark rates and tightening capital floors have made isolated balance-sheet management obsolete. This masterclass delivers one integrated executive decision framework across four disciplines usually trained apart: FX risk — structural translation and transaction exposure, currency revaluation through the P&L, forward markets and pricing FX products in inflationary regimes; advanced ALM — asset-liability matching, behavioural deposit modelling, IRRBB and the defence of net interest margin; liquidity under stress — scenario-driven models, survival horizons, early-warning indicators and contingency funding plans that can actually be executed; and capital strategy — RWA optimisation that removes artificial inflation, capital consumption mapped by business line, and balance-sheet positioning as markets open to international competition. The closing session turns to the supervisor: data lineage, control consistency and the qualitative expectations of SREP. Built for joint delegations — Treasury, Risk, Finance, Compliance and Internal Audit together — and tested against simulated macroeconomic shocks, not regulatory reading.
What you will do
Who attends
Built for joint delegations: chief executive, risk, financial and commercial officers and board directors; treasurers, heads of ALM, FX traders and liquidity managers; heads of market risk, capital planning and credit-risk analytics; chief auditors, compliance directors, legal counsel and regulatory reporting officers — from commercial, corporate and investment banks and financial institutions.
Programme agenda
Built for the decisions no textbook prepares you for
I.Structural FX architecture
- Market-determined exchange-rate dynamics; structural translation risk and its management
- Currency revaluation through the P&L — where it lands and how to read it
- Forward exchange execution, internal currency matching, and pricing FX products in inflationary regimes
II.Advanced ALM & NIM defence
- Asset-liability mismatches under shifting benchmark rates
- Behavioural modelling of demand deposits — the assumptions that decide the answer
- IRRBB in practice, aligned with active treasury operations
III.Liquidity stress & survival horizons
- Scenario-based liquidity models against LCR and NSFR benchmarks
- Early-warning indicators for deposit migration
- Contingency funding plans built to be executed, not filed
IV.Capital strategy & RWA optimisation
- Capital adequacy deconstructed: credit, market and operational components under the global framework — including capital floors
- RWA optimisation through data quality: removing artificial inflation, mapping capital consumption by business line
- Positioning the balance sheet as markets open: benchmarking against global models, defending share against international entrants
V.Supervisory readiness
- Data lineage that regulators can follow end to end — and the tracking gaps that betray automated loops
- Risk-based auditing and the qualitative expectations of SREP evaluations
- Simulated macroeconomic shocks: testing executive decision quality under stress
Frequently asked
What makes this masterclass different from a standard ALM course?
It integrates four disciplines usually trained apart — FX risk, advanced ALM and IRRBB, liquidity stress testing, and capital strategy — into one executive decision framework, because FX volatility, rate shifts and capital floors never hit the balance sheet one at a time. The closing session adds the supervisory lens: data lineage, control consistency and the qualitative expectations of SREP.
Who should a bank send?
The masterclass is built for joint delegations rather than single functions: chief executive, risk, financial and commercial officers and board directors; treasurers, heads of ALM, FX traders and liquidity managers; heads of market risk and capital planning; and chief auditors, compliance directors and regulatory-reporting officers. The aim is one decision-making language across Treasury, Risk, Finance, Compliance and Internal Audit.
Is the programme theoretical or scenario-based?
Scenario-based. The framework is tested against simulated macroeconomic shocks rather than regulatory reading: participants work structural translation and transaction exposure, behavioural deposit assumptions, scenario-driven liquidity models with survival horizons, contingency funding plans built to be executed, and RWA optimisation that removes artificial inflation — then examine how supervisors will challenge the same numbers.
Can it be delivered in-house?
Yes. An in-house edition can be tailored to your institution’s currency exposures, balance-sheet structure, IRRBB framework and supervisory context, and the programme is delivered in English or French. Public sessions run on a rolling calendar with dates confirmed on request; fees 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
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Automate it · Smart IT
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