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.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Emerging markets punish imported risk frameworks: currency volatility, constrained liquidity and macro-financial instability make textbook assumptions fail exactly when they are needed. This intensive masterclass equips banking professionals to manage market risk, FX risk, interest rate risk, liquidity and stress testing in these environments — including dollarised and semi-dollarised systems with limited access to long-term funding and growing regulatory scrutiny. Participants work through NII and EVE approaches to IRR, repricing gaps, duration analysis and behavioural assumptions, FX mismatch in dual-currency economies, and liquidity stress scenarios based on real market events. The through-line is alignment: ALCO governance, stronger risk culture across Finance, Risk and Treasury, and forward-looking balance-sheet strategy.
What you will do
Who attends
- CROs, CFOs and executive directors
- Heads of treasury and ALM, and senior market and liquidity risk managers
- ALCO members and risk committee advisors
- Finance strategy, regulatory reporting and funding teams
- Supervisory and audit officers from central banks and DFIs
Programme agenda
Built for the decisions no textbook prepares you for
I.Risk in emerging markets
- Currency volatility, constrained liquidity and macro-financial instability
- Dollarised and semi-dollarised systems
- How market, FX and IRR exposures evolve
II.Interest rate risk
- NII and EVE measurement approaches
- Repricing gaps and duration analysis
- Behavioural assumptions in practice
III.FX and liquidity strategy
- FX mismatch risks and mitigation approaches
- Liquidity stress scenarios from real market events
- Contingency planning and early warning indicators
IV.Governance and strategy
- ALCO alignment and executive oversight
- Emerging regulatory expectations for supervision
- Linking stress testing to balance-sheet strategy
Frequently asked
What makes this course specific to emerging markets?
It is built for environments where imported risk frameworks fail: currency volatility, constrained liquidity and macro-financial instability, including dollarised and semi-dollarised systems with limited access to long-term funding. FX mismatch in dual-currency economies and liquidity stress scenarios based on real market events run through the programme.
How is interest rate risk covered?
Through both NII and EVE measurement approaches, with repricing gaps, duration analysis and behavioural assumptions worked in practice. Participants then trace how interest rate and FX shocks hit the capital structure and P&L, balancing profitability, liquidity and risk appetite.
Who should attend this intensive masterclass?
CROs, CFOs and executive directors; heads of treasury and ALM and senior market and liquidity risk managers; ALCO members and risk committee advisors; finance strategy, regulatory reporting and funding teams; and supervisory and audit officers from central banks and DFIs. BIZENIUS delivers it in English and French, with in-house editions, rolling dates and fees on enquiry.
Share this programme
Know the right person for this seat?Nominate a colleague →
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
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
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
Related programmes
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.
View programmeMastering 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.
View programmeLiquidity 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.
View programmeBanking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.