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 · Live 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
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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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 — 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
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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.