About the Course

Bank treasury functions manage liquidity, funding and market risk in an increasingly volatile rate and currency environment, requiring deep technical grounding.

This ten-day programme covers FX markets and instruments, money market operations, interest rate risk, dealing-room practice, treasury limits, and liquidity and funding management.

Participants leave with FX hedging models, a treasury risk limit framework and a liquidity management plan.

Target Participants

Treasury and dealing room staff, Treasury risk managers, Corporate and institutional FX sales staff, Finance and ALCO support staff, and central bank market operations staff.

What You Will Learn

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

• Analyse FX market structure and instruments.
• Apply money market operations and instruments.
• Evaluate interest rate risk in the banking and trading book.
• Design FX hedging and exposure management strategies.
• Assess treasury risk limits and dealing controls.
• Build a liquidity and funding management plan.
• Interpret yield curves and rate movements.
• Manage dealing-room operations and settlement processes.
• Prepare a treasury risk and controls framework.

Course Duration

• Classroom – 10 Days
• Online – 14 Days

Course Outline

Foundations of Bank Treasury Management

• Treasury function overview
• Treasury organizational structure
• Treasury vs trading distinction
• Regulatory context
• Performance measurement

Foreign Exchange Markets and Instruments

• Spot/forward FX
• FX swaps overview
• Currency options basics
• FX market participants
• African FX market features

FX Dealing and Quoting

• Bid-offer spread mechanics
• Quoting conventions
• Dealing room etiquette
• Trade execution process
• Deal confirmation

FX Risk Management and Hedging

• FX exposure types
• Hedging instruments
• Hedge effectiveness assessment
• Natural hedging strategies
• Hedging policy design

Money Market Instruments

• Treasury bills/notes
• Interbank market operations
• Repo/reverse repo
• Commercial paper basics
• Money market pricing

Money Market Operations and Funding

• Funding sources overview
• Interbank borrowing/lending
• Central bank facilities
• Collateral management
• Funding cost optimization

Interest Rate Risk Management

• Interest rate risk types
• Repricing gap analysis
• Duration/convexity basics
• IR hedging instruments
• IRRBB regulatory overview

Yield Curve Analysis

• Yield curve construction
• Curve shape interpretation
• Forward rate calculation
• Curve-based trading strategies
• Macro drivers of rates

Liquidity Risk Management

• Liquidity risk types
• Liquidity buffer management
• Cash flow forecasting
• Contingency funding planning
• Liquidity stress testing

Asset-Liability Management (ALM)

• ALM framework overview
• ALCO governance/mandate
• Balance sheet strategy
• Transfer pricing basics
• ALM reporting

Treasury Risk Limits and Controls

• Limit-setting principles
• Position/stop-loss limits
• Counterparty limits
• Limit monitoring/escalation
• Breach management

Dealing Room Operations and Settlement

• Trade lifecycle overview
• Settlement/confirmation
• Nostro reconciliation
• Straight-through processing
• Operational risk in dealing

Derivatives for Treasury Risk Management

• Forwards, futures and swaps
• Interest rate swaps basics
• Currency swaps overview
• ISDA documentation
• Derivatives risk considerations

Treasury Technology and Systems

• Treasury management systems
• Trading platforms overview
• Straight-through processing tools
• Data/reporting systems
• Technology selection

Regulatory and Governance Framework for Treasury

• Treasury-related regulatory requirements
• Market conduct standards
• Governance structures
• Internal audit of treasury
• Regulatory reporting

Building a Treasury Risk and Controls Framework

• Risk appetite setting
• Policy/procedure design
• Stress testing positions
• Contingency planning
• Capability roadmap

Practical Outputs

By the end of this course, participants will have developed the following practical outputs:

• FX exposure and hedging model
• Treasury risk limit framework
• Liquidity management plan
• Yield curve analysis worksheet
• Dealing room process map
• ALM reporting template
• Treasury capability roadmap

Training Approach

Technical and simulation-based, using dealing-room scenarios and FX/money market calculation exercises from regional and international markets.

Organizational Benefits

• Stronger treasury risk management
• Improved FX and liquidity risk control
• Enhanced dealing room efficiency
• Better-informed ALM decisions
• Reduced funding costs
• Improved regulatory compliance
• Stronger treasury governance

Certification

Participants who successfully complete this course will receive a Certificate of Course Completion from Devimpact Institute, recognizing the knowledge, practical skills and competencies developed through the programme.

Tailor-Made Course

This course can be customized and delivered as an in-house programme to address the specific policies, systems, sector context and capacity-development priorities of an organization. The course duration, modules, case studies and practical exercises may be adjusted following a training needs assessment.