Managing FX Risk, Advanced ALM and Capital Resilience Masterclass

The programme

Macroeconomic volatility, shifting benchmark rates and tightening capital floors have made isolated balance-sheet management obsolete. This masterclass delivers an integrated executive decision framework that connects four disciplines usually trained apart: FX risk architecture — structural translation and transaction exposure, currency revaluation through the P&L, forward markets and internal matching, and the pricing of FX products in inflationary regimes; advanced ALM — asset-liability matching, behavioural modelling of demand deposits, IRRBB and the defence of net interest margin through the rate cycle; liquidity under stress — scenario-driven cash-flow models, survival horizons, early-warning indicators for deposit migration and contingency funding plans that can actually be executed; and capital strategy — capital adequacy deconstructed, RWA optimisation that removes artificial inflation through better data classification, 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 and risk-based supervision. Built deliberately for joint delegations — Treasury, Risk, Finance, Compliance and Internal Audit leads together — and focused strictly on executive capacity and decision quality, tested against simulated macroeconomic shocks, not on regulatory reading or software templates.