Advanced Treasury, ALCO Strategy, Liquidity Stress Testing & Profitability Protection Masterclass
Liquidity ratios can look comfortable while margin leaks quietly through mispriced funding, untested assumptions and an ALCO that reviews packs instead of steering the bank — liquidity is not enough if it is mispriced, poorly stressed or disconnected from profitability.
Format
Classroom
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Rate volatility, deposit competition and margin compression have ended the era when liquidity, pricing, rate risk and profitability could sit as separate agenda items. This advanced masterclass moves banks from liquidity reporting to balance-sheet intelligence: Treasury run as a profitability engine, ALCO run as a decision forum — not a committee that reviews historical packs. Over two intensive days the cohort prices liquidity correctly through FTP and traces mispricing to hidden margin erosion; designs realistic liquidity stress scenarios and turns the results into management actions and contingency funding plans with genuine early-warning triggers; reads deposit behaviour and repricing risk as strategic assumptions; and integrates IRRBB with funding cost and margin. Anchored in the Basel liquidity and IRRBB standards and the ICAAP/ILAAP logic of Pillar 2, and closed with the audit and supervisory challenge lens. Working sessions include an ALCO decision simulation, a stress-scenario challenge, an FTP mispricing case and a board-level dashboard redesign. Built for professionals who already run Treasury, ALM or liquidity reporting.
What you will do
Who attends
- Chief executive, financial and risk officers; treasurers and heads of Treasury, ALM and balance-sheet management
- ALCO members and heads of liquidity, market and enterprise risk
- Heads of finance, capital management, strategy, financial planning and regulatory reporting
- Senior treasury managers, ALM and liquidity risk managers, balance-sheet analysts, FTP and product-profitability teams
- Heads of internal audit and compliance who must challenge Treasury, ALCO and liquidity assumptions
- From commercial, retail, wholesale, Islamic and development banks and supervised financial institutions
Programme agenda
Built for the decisions no textbook prepares you for
I.Strategic Treasury in a changing banking environment
- Treasury as a strategic balance-sheet function — from liquidity reporting to liquidity decision-making
- Treasury’s role in profitability, funding strategy and resilience — with Risk, Finance and the business lines
- How weak Treasury discipline creates hidden margin leakage
II.ALCO strategy and balance-sheet steering
- ALCO governance, mandates and decision rights — and the common weaknesses in packs and discussions
- Connecting liquidity, capital, profitability and risk appetite in one forum
- From historical reporting to forward-looking decisions — board and executive expectations
III.Liquidity risk and stress testing
- Beyond ratio compliance: stress-test design and scenario selection
- Deposit runoff, wholesale funding shocks, market liquidity and intraday considerations
- Translating stress results into management actions
IV.Contingency funding planning and early-warning indicators
- CFP structure, early-warning indicators and escalation triggers
- Liquidity limits, monitoring frameworks and communication under pressure
- Linking stress testing, the CFP, recovery planning and ALCO
V.Funding cost, FTP and product profitability
- Why FTP matters for pricing discipline — liquidity premiums and term funding cost
- FTP for retail, corporate and treasury products; business-line profitability and accountability
- Mispriced liquidity, hidden margin erosion — and product profitability under stress
VI.Deposit behaviour, concentration risk and funding strategy
- Deposit stickiness and behavioural assumptions; stable versus volatile funding
- Concentration by customer, sector, currency and tenor
- Pricing pressure, funding competition, diversification and strategic deposit management
VII.IRRBB and rate sensitivity
- Earnings and economic-value sensitivity; repricing gaps and behavioural modelling
- Non-maturity deposits and the assumptions embedded in them
- The interaction of IRRBB, FTP, liquidity and profitability — ALCO actions under changing rate scenarios
VIII.Executive dashboards, audit challenge and supervisory readiness
- What senior management should see: better ALCO dashboards, KRIs and decision packs
- Audit review of Treasury, FTP, liquidity stress and ALCO — defending the assumptions
- Supervisory challenge readiness and a practical action plan for balance-sheet governance
Frequently asked
Is this an introductory treasury course?
No. It is an advanced masterclass built for professionals who already run Treasury, ALM or liquidity reporting, and for the executives, auditors and compliance leaders who must challenge their assumptions. The premise is that liquidity reporting is not enough: the programme moves the bank to balance-sheet intelligence, with Treasury run as a profitability engine and ALCO as a decision forum.
What working sessions does the masterclass include?
Four working formats run across the two days: an ALCO decision simulation, a liquidity stress-scenario challenge, an FTP mispricing case that traces mispriced funding to hidden margin erosion, and a board-level dashboard redesign. Together they connect funding cost, FTP, liquidity stress, IRRBB, deposit behaviour and product profitability into one balance-sheet decision framework.
How does the programme handle regulation?
The programme is anchored in the Basel liquidity and IRRBB standards and the ICAAP/ILAAP logic of Pillar 2, but its focus is decision-making rather than ratio compliance. It closes with the audit and supervisory challenge lens — how senior management, internal audit and supervisors will test liquidity, FTP and IRRBB assumptions — so participants leave ready on both fronts.
Can it be tailored and delivered in-house?
Yes. An in-house edition can be built around your institution’s funding structure, deposit base, FTP methodology and ALCO governance, in English or French — every BIZENIUS programme is available in both languages. Public cohorts follow a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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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
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