Please note that this course has been postponed

We offer two tiers of treasury management training for BSA Members, Associates and Non-members. The courses, run in conjunction with BSA Associate King & Shaxson, 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:

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.

Times:
Wednesday, 11 November (12:30 - 16:00)
Thursday, 12 November (09:30 - 13:00)

The course will take place on Zoom.

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

This course is interactive and not just a ‘teaching session’ so timings can be flexible to suit the requirements of participants.

(Registration closes at 17:00 on Monday, 9 November 2026)
Cancellation policy