Treasury Management, Liquidity Risk and Asset-Liability Management Training Workshop
10 Days3 sessions available Certificate on completion
The Treasury Management, Liquidity Risk and Asset-Liability Management Training Workshop equips finance professionals and banking specialists with practical skills in cash and liquidity management, funding strategy, financial risk assessment, interest rate risk management and balance sheet optimisation. Participants learn to forecast cash flows, manage liquidity positions, evaluate funding costs, analyse interest rate exposures and apply asset-liability management (ALM) techniques to strengthen financial stability. The workshop integrates Excel-based financial modelling, risk analytics and Power BI dashboards to support treasury decisions, regulatory compliance and effective balance sheet management.
The Treasury Management, Liquidity Risk and Asset-Liability Management Training Workshop develops practical skills in cash management, liquidity forecasting, funding strategy, interest rate risk analysis and balance sheet optimisation. Participants learn to apply Excel, Power BI and financial risk analytics to conduct liquidity gap analysis, stress testing and treasury reporting. The workshop is suitable for treasury officers, corporate finance managers, bank risk teams and financial professionals seeking to strengthen liquidity management and financial risk oversight.
Course objectives
Develop effective treasury management strategies covering cash management, funding, investments and working capital.
Develop treasury risk reports and management dashboards to support decision-making, internal controls and regulatory oversight.
Conduct liquidity stress testing, scenario analysis and financial risk assessments using practical analytical tools.
Apply asset-liability management techniques to assess maturity mismatches, interest rate exposures and balance sheet risks.
Prepare liquidity forecasts, cash-flow projections and contingency funding plans to manage short-term and long-term liquidity needs.
Module 1: Treasury Management Fundamentals and Strategic Financial Objectives Role and responsibilities of treasury functions, treasury operating models, corporate and banking treasury, strategic liquidity objectives, treasury policies and procedures, cen
Module 2: Cash Management and Short-Term Financial Planning Daily cash positioning, cash inflows and outflows, bank account management, cash concentration and pooling concepts, payment scheduling, collections management, short-term cash forecasting, surpl
Module 3: Cash-Flow Forecasting and Liquidity Planning Direct and indirect cash-flow forecasting methods, operating cash-flow projections, forecast assumptions, short-term and rolling liquidity forecasts, cash-flow timing analysis, seasonal liquidity requ
Module 4: Funding Strategy, Capital Structure and Cost of Funds Short-term and long-term funding sources, bank borrowing and credit facilities, commercial paper and debt instruments, deposit funding in banking institutions, funding diversification, fundin
Module 5: Working Capital and Corporate Liquidity Optimisation Accounts receivable and payable management, inventory and cash conversion cycles, debtor ageing analysis, supplier payment strategies, working capital ratios, cash release opportunities, liqui
Module 6: Asset-Liability Management Frameworks and Governance Purpose and principles of ALM, balance sheet structure, asset and liability composition, ALM policy development, responsibilities of treasury and risk teams, Asset-Liability Management Committ
Module 7: Liquidity Risk Identification, Measurement and Monitoring Sources and drivers of liquidity risk, funding liquidity and market liquidity, cash-flow mismatch analysis, liquidity coverage concepts, maturity concentration, deposit and funding stabil
Module 8: Maturity Gap Analysis and Balance Sheet Management Contractual and behavioural cash-flow maturity profiles, asset-liability maturity ladders, repricing and maturity gaps, cumulative cash-flow gaps, liquidity gap analysis, deposit withdrawal assu
Module 9: Interest Rate Risk in the Banking Book Interest rate risk fundamentals, repricing risk, yield curve risk, basis risk and optionality, fixed-rate and floating-rate exposures, interest-sensitive assets and liabilities, net interest income sensitiv
Module 10: Treasury Investments and Money Market Instruments Money market fundamentals, treasury bills and government bonds, certificates of deposit, commercial paper, repos and reverse repos, liquidity and investment portfolios, yield calculations, bond
Module 12: Liquidity Stress Testing and Contingency Funding Planning Design of liquidity stress scenarios, institution-specific and market-wide stress events, deposit outflow assumptions, funding market disruption, collateral availability, survival horizo
Module 13: Regulatory Liquidity Risk Management and Financial Controls Basel liquidity risk principles, Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), regulatory liquidity reporting, internal liquidity adequacy assessment concepts, treas
Module 14: Treasury Analytics, Financial Modelling and Risk Dashboards Treasury data preparation, Excel-based cash-flow models, liquidity gap calculations, funding cost analysis, interest rate sensitivity models, scenario and sensitivity analysis, liquidi
Module 15: Integrated Treasury and ALM Capstone Project Development of a treasury management framework, preparation of cash-flow and liquidity forecasts, construction of an asset-liability maturity ladder, identification of liquidity and interest rate exp
General notes
Practical Exercises and Outputs Participants will work with realistic corporate treasury and banking scenarios to prepare a rolling cash-flow forecast, daily cash-position report, funding requirements schedule and working capital analysis. They will construct an asset-liability maturity ladder, calculate liquidity gaps, analyse interest rate sensitivity, assess funding concentration and conduct liquidity stress tests under adverse scenarios. Additional exercises will cover treasury investment comparisons, foreign exchange exposure assessment, contingency funding planning and dashboard development. By the end of the workshop, participants will produce a treasury management report, liquidity forecast, ALM gap analysis, liquidity stress-testing model, risk mitigation plan and treasury performance dashboard suitable for adaptation to their organisations.
Frequently asked questions
The workshop is designed for treasury officers, corporate finance managers, bank risk teams, liquidity risk analysts, ALM professionals, CFOs, financial controllers and finance professionals responsible for funding, cash management and balance sheet risks.
Treasury management focuses on cash positioning, funding, payments, investments and financial market transactions. Asset-liability management focuses on the structure and behaviour of assets and liabilities, including maturity mismatches, liquidity exposures and interest rate risk. The two functions work together to support financial stability.
Yes. Participants practise cash-flow gap analysis, maturity ladder preparation, liquidity forecasting, scenario analysis and stress testing. Banking-focused exercises can also introduce LCR and NSFR calculations using appropriate illustrative data.
The main tools are Microsoft Excel and Power BI, with selected applications of Python and SQL for financial analysis, risk modelling and reporting.
Yes. The programme can be adapted for commercial banks, microfinance institutions, insurance companies, corporates, NGOs and public-sector organisations. Banking-specific topics such as LCR, NSFR and banking-book interest rate risk are emphasised where relevant.