Introduction:

Treasury risk management refers to the structured identification, classification, and oversight of financial risks related to liquidity, interest rates, currency exposures, and counterparty obligations. It supports institutional financial stability through controlled frameworks and policy based governance. This training program presents the conceptual models and organizational structures used to manage treasury related risks within integrated financial systems.

Program Objectives:

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

• 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.

Targeted Audience

• Treasury professionals.

• Risk and compliance officers.

• Finance managers.

• Banking operations specialists.

• Internal control and audit teams.

Program Outline:

Unit 1:

Foundations of Treasury Risk Management:

• 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.

Unit 2:

Liquidity and Funding Risk Structures:

• 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.

Unit 3:

Market Risk and Interest Rate Exposure:

• 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.

Unit 4:

Credit and Counterparty Risk Oversight:

• 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.

Unit 5:

Policy Frameworks and Treasury Risk Governance:

• 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.