Treasury Risk Management
09 - 13 February 2026
Sandton
Johannesburg South Africa
Cost per Delegate
R17,999.00
Course Overview
It is the key responsibility of the Treasury Risk Manager to mitigate the risk and support other employees by adhering to IFRS compliance. Among other risks, liquidity should be the top priority of the relevant employees because any institution’s survival solemnly depends on it. All other potential risks such as interest rate fluctuation, operational risks, and market issues cannot be uprooted for good; instead, these risks must be appropriately monitored, measured, and controlled with the aim to increase profitability.
The training will empower treasury professionals and managers to use various strategies like hedging and funding to respond to risks associated with market scenarios and balance sheets. This covers all the critical aspects, topics, and strategies in treasury risk management and ultimately provides you the ability to become a treasury risk manager and perform key responsibilities of this post. In addition, your skills will be polished and groomed; therefore, you will have the opportunity to showcase your abilities in reputable financial organizations and banks.
Course Objectives
The fundamental objective of this course is to empower professionals to-
• Assess and analyse all the possible risks present and arising from balance sheets in the shape of liabilities and assets
• Understand the tools and use them efficiently to measure all the potential risks as per ever-changing market scenarios
• Know the applicability of the risk management strategies and instruments and the best time to practice them
• Know the concept of liquidity, liquidity buffers, management of these buffers, liquidity risks beyond deposits, and basic loans in depth
• Use liquidity risk metrics suite to assess the scope of liquidity risk in banks
• Formulate and evaluate the tests of stress
• Comprehend and assess the scope of controls of liquidity risk along with lending outcomes
• Comprehend the formulation of various policies of funding for trading books and banks
• Appreciate the Asset Liability Committee’s (ALCO) role in banks and its structure of governance
Who should Attend?
• Risk and Reg Treasury Associates are responsible for providing consultancy to clients in the Treasury Risk Management domain
• Treasury Risk Manager who analyses the risks and formulate strategies to mitigate them
• Senior Management members of an organization working in the treasury department and making decisions about minimizing risks
• Treasury Risk Analyst actively participating in the documentation
• Managers and professionals who have responsibilities related to finance
• Professionals who act upon financial decisions made by others
• Professionals eager to learn new skills in the treasury risk management domain and know about advancements in the market
• On-job professionals in Treasury and Risk management department
• Decision-makers in the domain of finance
• Professionals seeking their career in Treasury and Risk Management domain
Course Outline
Introduction to Treasury Management
• Introduction to Treasury Management
• Objectives of Treasury Management
Treasury Management Functions
• Forecasting Cash
• Management of Capital
• Cash and Investment Management
• Managing Risks and formulating strategies
• Fundraising
• Granting credit
• Other functions
Treasury Department Structure and its types
• Types of treasury department: Centralised/Decentralised
• Front Office Structure
• Middle Office Structure
• Back Office Structure
An in-depth analysis of Liquidity and Cash Management
• Role of cash forecasts
• Preparing cash forecasts
• Investing cash surpluses for maximizing return
• Finance of short-term
• Optimum level determination of working capital management
• Group and international management of cash
• Processing cash budgets
• Controlling cash budgets
Capital and Finance Management
• Optimization of the structure of capital for reducing the cost of capital (Weighted average cost of capital)
• The Capital Assed Pricing Model (CAPM)
• Evaluation of the capital investment (Payback, IRR, NPV)
• Internal and external rationing of capital
• Financial strategic objectives (Growth, M&A, Consolidation, Diversification, Joint ventures, and so on)
• Finance of Long-term (Buyer & Supplier Debit versus Public & Private Equity)
Identifying Risks
• External risks
• Internal risks
• Non-financial risks
• Financial risks
Measurement of Risks
• Value at risk
• Probability
• Standard Deviation
• Variance
• Volatility
Determination of Strategies of Risks Management
• Probability
• Assessing impacts
Strategies of Risks Management
• The 4 T’s Strategy (Tolerate, Terminate, Transfer and Treat)
• Internal Audit
• Internal Controls
• Credit and Counterparty risk management
Documentation of Loan
• The typical loan transaction structure
• Issues arising before signing the contracts and solving them
• Event and covenants (default, cross-default, financial covenants, etc)
• Quasi security, security and their guarantees
Commodity (Oil price), interest rate, and currency
• Forward Contract
• Forward Rate Agreements
• American and European calls and puts options
• Futures (Margin Payments, Market Correlation, and so on)
• Swaps: Interest rate and currency risks and advantages
• Internal tactics for foreign currency accounts
• Borrowing foreign currency
End of the Workshop
For Training arrangements call us on the detail below
TANZANIA: +255 749 50 26 78
SOUTH AFRICA: +27 694 31 79 73
KENYA: +255 749 50 26 78
DUBAI: +27 694 31 79 73
