Introduction:

Cash and liquidity management represent core treasury functions that ensure financial stability, funding efficiency, and operational continuity across organizations. They integrate global cash positioning, funding structures, and regulatory frameworks within multi-currency and cross-border environments. This training program presents liquidity management models, cash flow forecasting frameworks, and treasury structures within corporate and banking contexts. It provides an institutional perspective on how organizations manage liquidity risk, optimize funding, and maintain resilience through structured treasury systems.

Program Objectives:

By the end of this program, participants will be able to:

Explore global cash positions across multiple currencies and jurisdictions.
Evaluate liquidity forecasting models and cash flow planning systems.
Identify liquidity risk management frameworks under Basel regulatory standards.
Optimize working capital and short term funding strategies.
Examine funding instruments including credit lines, money markets, and capital markets.

Target Audience:

Treasury Managers and Cash Managers.
Corporate Finance Executives.
Banking Liquidity Risk Officers.
CFOs and Finance Directors.
ALM Asset Liability Management Teams.
Financial Controllers and Analysts.

Program Outline:

Unit 1:

Global Cash Management Structures:

Cash positioning across multi-currency environments.
Centralized and decentralized treasury models.
Cash pooling and netting structures within organizations.
Cross-border cash management frameworks.
Relationship between cash visibility and control.

Unit 2:

Liquidity Forecasting and Cash Flow Planning:

Liquidity forecasting models within treasury environments.
Short term and long term cash flow structures.
Scenario based forecasting within financial planning.
Data inputs within forecasting systems.
Relationship between forecasting accuracy and liquidity stability.

Unit 3:

Liquidity Risk Management and Regulatory Frameworks:

Liquidity risk structures within banking and corporate environments.
Basel frameworks related to liquidity management.
Liquidity coverage and funding ratio concepts.
Stress testing frameworks within liquidity analysis.
Relationship between regulation and liquidity resilience.

Unit 4:

Funding Strategies and Working Capital Optimization:

Working capital components within financial structures.
Short term funding strategies within treasury operations.
Funding diversification across financial instruments.
Cost of funding within liquidity decisions.
Relationship between funding structures and financial efficiency.

Unit 5:

Funding Instruments and Contingency Planning:

Credit lines within liquidity management structures.
Money market instruments within short term funding.
Capital market access within funding strategies.
Contingency funding frameworks under stress conditions.
Relationship between liquidity buffers and financial stability.

International Cash and Liquidity Management

Delegate Information

Company Information

Person Responsible for Training and Development