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.
Who teaches this
Practitioners, not presenters.
Led by practitioners who have carried governance, risk and compliance accountability themselves: chief risk officers and heads of enterprise risk, heads of financial-crime compliance and certified anti-money-laundering specialists, internal-audit leaders and directors who sit on the committees these programmes prepare you for. Several hold current seats; all advise institutions under supervision between cohorts.
What the bench brings
- Enterprise risk framework design and risk culture
- Risk appetite, limits and risk and control self-assessment
- Capital, liquidity and stress-testing frameworks
- Operational risk and resilience
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Insurance · Professional services · Central banking & supervision
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Board-pack and committee case work
- Chaired role plays and committee exercises
- Group discussion of real incidents and findings
- Self-assessments against supervisory expectations
- 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
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
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.