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  • calender-icon Event
  • Prudential Regulation
  • Posted: 13 Nov 2024

Treasury risk and balance sheet management

12
Feb
2025

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

Due to popular demand, 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 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 (see below for details)
Advanced treasury risk and balance sheet management


The objective of this course is to provide an overview of the financial and balance sheet risks a building society faces as a consequence of being a mortgage lender.


We will consider all key risks including liquidity, interest rate risk, credit risk and operational risks, and the regulation and governance that goes with it. We will also examine the role of board governance and the relevant committees, especially the Asset and Liabilities Committee. 

Aimed at:
The course is either a follow-on from the introductory course, or for those who already have some treasury/balance sheet management understanding and want a deeper understanding of the balance sheet impacts of the risks.

Topics covered:                                                           

Governance framework
Committees and key responsibilities
    - ALCO, EXCO, risk committee, Board oversight
The current liquidity framework
    - ILAAP and liquidity risk management
    - Survival days, risk appetite, LCR, PRA 110 and NSFR
    - Bank of England facilities
Measuring and managing credit risk
    - Credit rating agencies and the ratings framework
    - Counterparty assessment and limits
    - Monitoring and reporting framework
Measuring and monitoring operational risk
    - Key controls, front office, middle office, back office
ALCO monitoring and what to expect in an ALCO pack
Measuring and monitoring financial risk
    Balance sheet risks
    - Interest rate risk, GAP sensitivity, basis risk and hedging exposures
    - Value at risk, interest rate sensitivity and earnings at risk

(Registration closes at 5pm on Friday 7th February 2025).
Cancellation policy


"Well-paced course with lots of food for thought.  Very enjoyable as well as useful for my role"

"Really interesting and informative.  Lots of interesting discussion and relevant examples from real life experience"

"Brilliant training – good course material brought to life by Dean.  Pitched at the right level"

"Dean has kaleidoscopic understanding of the topic and is a lively and engaging presenter"

(Delegate feedback from our previous courses)

Event Summary

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