• calender-icon Event
  • Prudential Regulation
  • Posted: 30 Nov 2023

Treasury risk and balance sheet management


  • Calender-Icon Time: 10:00 - 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 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. 

Topics covered:                                                                 

Governance framework
Committees and key repsonsibilities

    - 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

Who should attend?
The course will be useful for all those who want a deeper overview and those who attend operational and executive committees.
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.

It is expected that attendees will already have some treasury/risk knowledge and want to build on this to gain a deeper understanding of the balance sheet impacts of the risks.

"Great course and pitched and delivered well.  Learned an absolute shed load and have more confidence to understand and question more about the ALCO pack"

"This was a very well planned set of training which was both interesting and insightful"

"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)

sessions.png  Timings:
  10:00am - 4:30pm (registration from 9:30am)

places.png  Venue:
  BSA offices, 23 Kingsway, London WC2B 6UJ

Currency-image.png  Cost:
  £490 per person (VAT exempt) - BSA Members & Associates
         £695 per person (VAT exempt) - Non-members

contact.png  Contact:
  Please direct any enquiries to: events@bsa.org.uk

Course trainer:
Dean Carter is an experienced bank and building society balance sheet and risk professional having worked in both London and Paris. He has helped four firms gain their banking licences and specialises in strategic balance sheet management. This includes developing and integrating teams across the business, including savings, regulatory reporting and treasury teams. He has recently returned to consultancy and specialises in Treasury and balance sheet training, having left Recognise Bank where he was Group Treasurer.  He also lectures for the BTRM faculty and has started writing a book on Treasury and Balance Sheet Management aimed at non-banking professionals.