Treasury risk management is a strategic financial function that enables organizations to identify, assess, and manage financial risks affecting liquidity, funding, investments, and treasury operations. It integrates liquidity management, market risk, credit risk, interest rate risk, foreign exchange risk, cash management, financial governance, and regulatory compliance to strengthen financial stability and organizational resilience. This training program explores treasury risk management frameworks, risk measurement methodologies, liquidity and funding strategies, treasury governance models, and financial control practices aligned with internationally recognized treasury standards. It provides an institutional perspective on how effective treasury risk management enhances financial resilience, optimizes treasury performance, strengthens risk governance, and supports informed strategic financial decision making.
Identify the categories and characteristics of treasury related financial risks.
Outline risk frameworks associated with liquidity, credit, and market exposures.
Evaluate internal control structures and policy oversight mechanisms.
Classify risk measurement tools and metrics used in treasury environments.
Examine governance models and institutional alignment in treasury risk functions.
Treasury professionals.
Risk and compliance officers.
Finance managers.
Banking operations specialists.
Internal control and audit teams.
Scope and function of treasury within financial institutions.
Classification criteria of treasury risks including, market, credit, liquidity, operational.
Principles of risk based treasury oversight.
Role of treasury in institutional financial control.
Terminology and risk governance foundations.
Concepts of liquidity risk and funding mismatches.
Cash flow timing and refinancing exposure classification.
Liquidity coverage and buffer management models.
Monitoring frameworks for short term and structural liquidity.
Contingency funding planning models.
Interest rate risk in asset liability structures.
Foreign exchange exposure classification and monitoring methods.
Market value sensitivity indicators in treasury portfolios.
Oversight on risk thresholds and internal tolerance models.
The process of interest rate gap analysis and repricing structure logic.
Classification criteria of counterparty and settlement risks.
Exposure limits, credit ratings, and internal scoring models.
Structures for credit risk mitigation and netting arrangements.
Reporting structures for credit exposure tracking.
The integration process of credit risk data within treasury systems.
Importance of treasury policy alignment with enterprise risk management.
Roles of risk committees, audit functions, and control units.
Internal control frameworks and segregation of duties.
Documentation standards and reporting protocols.
Regulatory considerations in treasury risk governance.