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.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
- IRRBB measurement: EVE and NII sensitivity
- Liquidity risk: LCR, NSFR and contingency funding
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Insurance · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Modelling labs and balance-sheet simulations
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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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 — 20+ engines, Basel I to 3.1, on your own servers.
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.