• calender-icon Event
  • Prudential Regulation
  • Posted: 17 Feb 2025

Advanced treasury risk and balance sheet management

20
Nov
2025

Book your place
  • Calender-Icon Time: 09:45 - 16:30
  • Location-Icon Location: London
  • Admin-Icon Organised By: BSA Events
  • Currency-Icon £490 Members / £695 Non-members

We now offer three tiers of treasury management training for BSA Members, Associates and Non-members. The courses will be repeated throughout the year and can be attended as separate courses or taken as a complete set. Places for each course are to be booked individually via the booking form on the relevant event page:

An introduction to treasury management
Treasury risk and balance sheet management

Advanced treasury risk and balance sheet management (see below for details)


The objective of this course it to take a deep dive into liquidity risk and interest rate risk using practical workshop sessions. We will also analyse the output from management information and see how to read and understand key reports.


The course will be built around three key treasury areas of liquidity risk, interest rate risk and ALCO reporting. Following each session understanding of the subject content will be cemented in key breakout sessions.

Topics covered:

Recap on key principles
    - Maturity transformation and Net Interest Income
Introduction to the three key areas
    - Liquidity & liquidity risks
    - Interest rate risk (in the banking book)
    - ALCO and treasury risk reports

Session 1:
Measuring and managing liquidity risks 
    - ILAAP: Regulation and what is it trying to achieve?
    - Bank of England, role and current risks
    - Setting risk appetite
    - Risk drivers, scenarios and stress testing
    - Liquidity risk metrics

Breakout sessions: Risk appetite, key risk drivers; scenarios; understanding liquidity levels

Session 2:
Measuring and managing financial risks
    - Interest rate risk 
    - The impact of the interest rate cycle
    - Off balance sheet and embedded options
    - GAP sensitivity and reading the balance sheet
    - Hedging strategy and re-pricing/NII risk
    - Basis risk

Breakout session: Reading the balance sheet; interest rate changes, re-pricing risk, basis risk and earnings at risk

Session 3:
Governance and reporting framework 
    - Board, Risk, EXCO, ALCO and weekly operations
    - Joining up the relevant business functions
    - Making sure management has the right reports and understands the overall risks
    - ALCO pack and management/committee reporting
    - Example ALCO pack; detailed breakdown and discussion

Breakout sessions: Understanding Key Risk Indicators, reading the ALCO reports and challenging the output 

(Registration closes at17:00 on Monday, 17 November 2025)
Cancellation policy


"Very informative course, well delivered and lots to take away"

"Well delivered with real life examples"

"Dean is a great trainer with a wealth of experience and knowledge"

"Very skilled trainer. Brought subject to life"

(Delegate feedback from our previous courses)


Who should attend?
This course is a workshop based course and is aimed at those who want a hands-on, in-depth day analysing balance sheets and discussing the nuances of liquidity and interest rate risk. Those attending would benefit from already having attended the treasury risk course before-hand. The course would also be suitable for those who already have a fairly good knowledge of balance sheet management, liquidity risk and ALCO operations.

It will be useful for those who attend ALCO/Risk Committees, or work in related areas who require detailed understanding of treasury operations. It’s aimed at:
- those who work in first line lending and savings functions;
- executive and non-executive directors;
- senior management;
- second-line directors;
- managers and officers;
- auditors. 

Event Summary

You may also be interested in...

BSA Card
  • BSA.Event Event
  • Prudential Regulation

Risk appetite training for credit unions

With increasing regulatory focus on the safety and soundness of Credit Unions, it is crucial that you understand the regulator’s risk appetite expecta...

BSA Card
  • BSA.Event Event
  • Prudential Regulation

An introduction to treasury management

Due to popular demand, we now offer three tiers of treasury management training for BSA Members, Associates and Non-members. The courses will be repea...

BSA Card
  • BSA.Event Event
  • Mortgages & Housing

Annual meet-up for mortgage professionals

The 2025 Annual Mortgage Meet-up will be taking place in London on Thursday 25th September. Exploring some of the biggest issues shaping the futu...

BSA Card
  • BSA.PressRelease Press Release
  • Savings

Cash ISA Transfer Performance H1 2025

Collectively, the industry can report that 89 per cent of cash ISA transfers were completed within this timeframe between 1 January 2025 and 30 June 2025.

BSA Card
  • BSA.PressRelease Press Release
  • Mortgages & Housing

Generation Stuck: Majority of 25-44 year old renters thought they would own a home by now

New BSA research finds that a huge proportion of would-be first-time buyers have been unable to fulfil their dream of homeownership in the timeframe t...

BSA Card
  • BSA.Newsbite_1 Society Matters
  • Thought leadership

The future is mutual if we want it to be

Featuring many of the brilliant speakers from the Building Societies Conference, with plenty to inspire, challenge, and empower.

BSA Card
  • BSA.Event Event
  • Prudential Regulation

Treasury management training for credit unions

The objective of the course is to introduce participants to the role of Treasury, providing an introduction to financial markets, yield curves and how...