Corporate Treasury Risk Management Training Course

Duration 5 days 10 modules · 33 contact hours
Level Intermediate Certificate on completion
Who attends Treasury Managers, Treasury Analysts and others
Fee from USD 1,100 KSh 95,000 for Kenyan organisations
Where 52 cities + online See dates by city
Next start 7 Nov 2026 Course code SD-RM-043

Before you join: Participants should understand basic corporate finance concepts, including cash flow, borrowing, foreign currency transactions, interest expense and financial statements.

Dates & prices

Two start dates a month in every city, and live online on weekdays or weekends. Fees are per participant; classroom fees include tuition, materials, lunch and refreshments, and the certificate.

Suggest a date or city

Showing the next six months. Later dates, other cities and private deliveries for your team are available on request.

Course overview

Corporate treasury teams manage exposures that can quickly affect cash availability, earnings, covenant headroom and supplier payments. Currency movements, interest-rate changes, delayed customer receipts, bank counterparty weakness, payment fraud and inadequate controls can create material losses or disrupt operations. Treasury managers need a disciplined way to identify exposures, set limits, select appropriate hedging or funding actions, and report decisions clearly to senior management and boards.

This course develops the practical risk-management methods used in corporate treasury. Participants assess liquidity, funding, foreign-exchange, interest-rate, counterparty, investment, operational and payment risks. They build risk registers, cash forecasts, maturity ladders, exposure reports, hedge schedules, counterparty limit structures and management dashboards. The programme also covers treasury policy design, delegated authorities, segregation of duties, contingency funding, derivative documentation, IFRS 9 hedge accounting requirements and control testing.

Teaching combines focused instructor briefings with worked treasury cases, facilitated group analysis, spreadsheet-based calculations, risk simulations and structured application planning. Cases reflect issues encountered by multinational companies, banks, public bodies and large operating groups, including refinancing pressure, foreign-currency procurement, restricted cash, bank failure and payment-control incidents. Participants leave with a reusable Treasury Risk Management Toolkit containing templates and decision models that can be adapted to their organisation's policy, systems and reporting requirements.

The course is suited to treasury professionals with operational or analytical responsibilities who need to take greater ownership of financial risk decisions and controls. It is also relevant to finance managers, controllers and risk professionals who work closely with treasury.

What you will be able to do

  • Assess treasury risks using a structured risk taxonomy, risk register and control assessment
  • Build a 13-week rolling cash forecast and liquidity gap analysis
  • Evaluate funding structures using maturity ladders, covenant headroom and stress tests
  • Measure foreign-exchange exposures and select suitable natural or derivative hedging methods
  • Analyse interest-rate risk using repricing gaps, duration, DV01 and scenario curves
  • Set counterparty limits using credit analysis, exposure measures and concentration controls
  • Design treasury controls for payments, banking operations, fraud prevention and business continuity
  • Prepare treasury risk dashboards, board reporting and a risk treatment action plan

Benefits of attending

For you

  • Produce treasury risk reports that support management and board decisions
  • Identify liquidity pressure earlier through structured forecast and stress-testing methods
  • Recommend hedging actions using clearer exposure, tenor and instrument analysis
  • Strengthen credibility when challenging control gaps, limit breaches and policy exceptions
  • Apply recognised treasury terminology when working with banks, auditors and senior finance leaders

For your organisation

  • Improves visibility of liquidity, refinancing and covenant risks before they become urgent
  • Reduces unmanaged foreign-exchange and interest-rate exposure through documented hedging decisions
  • Strengthens payment, banking and fraud controls through clearer responsibilities and approvals
  • Provides more consistent counterparty limits, investment controls and bank concentration monitoring
  • Produces decision-ready risk reporting for treasury committees, executives and boards

Course modules

10 modules over 5 days

Participants can establish a treasury risk governance structure with clear ownership, limits and control evidence.

  • Board-approved treasury policy, risk appetite and delegated dealing authorities
  • Three-lines model responsibilities for treasury, finance, risk and internal audit
  • Risk taxonomy linking liquidity, market, credit, operational and fraud exposures
  • Risk register scoring through likelihood, impact, velocity and control effectiveness
  • KRIs, limits and escalation triggers aligned with risk appetite statements
  • Segregation of duties across dealing, confirmation, settlement and reconciliation
  • Audit trails and evidence standards for treasury control testing

Participants can forecast cash, identify liquidity gaps and plan responses to funding pressure.

  • Cash positioning using bank balances, expected flows and value dates
  • Thirteen-week rolling forecast from receivables, payroll, tax and supplier payments
  • Direct and indirect cash forecasting methods compared for planning horizons
  • Liquidity gap analysis by currency, entity, bank and maturity bucket
  • Minimum cash buffers, committed facilities and contingency funding arrangements
  • Cash concentration, notional pooling and intercompany funding risk controls
  • Stress scenarios for delayed collections, drawdowns and restricted cash

Participants can assess debt structures, refinancing exposure and covenant-related funding risk.

  • Debt maturity profiles and refinancing concentration measured through maturity ladders
  • Interest coverage, net debt and covenant headroom monitored monthly
  • Revolver, term loan, commercial paper and overdraft facility risk characteristics
  • Funding diversification by lender, instrument, currency and tenor
  • Contingency funding plan activation, communications and decision authorities
  • Liquidity stress tests under market closure and covenant breach assumptions
  • Ratings triggers, cross-default clauses and material adverse change provisions

Participants can identify foreign-exchange exposures and structure proportionate hedging responses.

  • Transaction, translation and economic foreign-exchange exposures distinguished
  • Currency exposure register built from forecast, committed and balance-sheet items
  • Natural hedging through currency matching, netting and pricing clauses
  • Forward contracts, swaps and options matched to exposure timing
  • Hedge ratios, tenors and layering schedules governed by policy limits
  • Foreign-exchange VaR, sensitivity analysis and stress testing interpreted
  • IFRS 9 hedge accounting documentation requirements and effectiveness assessment

Participants can quantify interest-rate exposure and compare derivative-based risk treatments.

  • Fixed-versus-floating debt analysis using repricing gaps and duration
  • Interest-rate swaps, caps, collars and swaptions compared for risk profiles
  • Basis risk between reference rates, currencies and debt instruments assessed
  • SOFR, SONIA and EURIBOR conventions affecting loan and derivative cash flows
  • DV01 and duration measures used to quantify rate sensitivity
  • Scenario curves test parallel shifts, steepening and inversion exposures
  • ISDA confirmation terms reviewed for reset, breakage and collateral provisions

Participants can set counterparty controls for banks, derivatives, deposits and settlement activity.

  • Counterparty credit limits set using ratings, financials and exposure measures
  • Potential future exposure calculated for derivatives using add-on methods
  • Bank relationship concentration analysed across deposits, facilities and derivatives
  • Credit support annexes govern collateral thresholds, margin calls and disputes
  • Wrong-way risk identified where counterparty health tracks underlying exposure
  • Settlement risk reduced through payment controls and delivery-versus-payment arrangements
  • Counterparty watchlists, limit breaches and escalation reporting maintained

Participants can manage surplus cash within investment policy, liquidity and credit constraints.

  • Investment policy defines eligible instruments, durations, ratings and concentration limits
  • Money-market funds, deposits, T-bills and repos compared for liquidity
  • Mark-to-market, amortised cost and liquidity-at-risk measures distinguished
  • Portfolio duration limits control interest-rate sensitivity and reinvestment risk
  • Issuer concentration and credit migration monitored against approved limits
  • Custody, settlement and valuation controls protect surplus cash portfolios
  • ESG restrictions and sanctions screening incorporated into investment mandates

Participants can strengthen treasury operational controls and respond to payment-related incidents.

  • Payment fraud typologies include business email compromise and mandate fraud
  • Bank account management controls cover opening, signatories and closures
  • SWIFT Customer Security Controls Framework requirements mapped to treasury processes
  • Payment approval matrices enforce dual authorisation and transaction limits
  • Business continuity plans address system outages, bank failures and staff absence
  • Reconciliations, exception queues and aged breaks support daily control assurance
  • Incident response playbooks define containment, notification and recovery actions

Participants can produce risk information that supports timely management and board action.

  • Treasury dashboards report liquidity, debt, exposures, limits and exceptions
  • Cash conversion cycle links working capital drivers to funding needs
  • Value at Risk assumptions, confidence levels and limitations disclosed
  • Stress-testing results translated into management actions and funding decisions
  • Board packs distinguish risk indicators, breaches, causes and remediation
  • Management information ownership, reporting frequency and data lineage established
  • Policy exceptions documented with approvals, expiry dates and compensating controls

Participants can prioritise treasury risk improvements and establish a practical implementation plan.

  • Integrated risk assessment prioritises exposures using materiality and control gaps
  • Risk treatment options compare avoidance, mitigation, transfer and acceptance
  • Treasury risk action plan assigns owners, deadlines and measurable indicators
  • Monthly control calendar sequences forecasts, valuations, limits and reporting
  • Policy refresh cycle incorporates audit findings, incidents and market changes
  • Stakeholder communications align finance, procurement, legal, banks and executives
  • Personal application plan identifies immediate improvements and required sponsorship

Exercises and examples are adapted to each cohort's sectors and roles.

What you take back to work

  1. Treasury risk register template
  2. 13-week rolling cash forecast model
  3. Debt maturity and covenant headroom tracker
  4. Foreign-exchange exposure and hedge schedule
  5. Counterparty limit and concentration checklist
  6. Treasury risk dashboard and action plan

Who should attend

  • Treasury Managers — responsible for treasury policy, exposures, funding and risk reporting
  • Treasury Analysts — preparing forecasts, cash positions, hedge reports and risk analysis
  • Finance Managers — overseeing liquidity, debt, banking relationships and financial controls
  • Financial Controllers — requiring stronger visibility of treasury exposures and control evidence
  • Corporate Risk Managers — coordinating financial risk registers, limits and escalation processes
  • Internal Auditors — reviewing treasury governance, payment controls and risk management evidence

Skills and tools covered

Liquidity risk managementForeign-exchange hedgingInterest-rate analysisCounterparty credit controlTreasury governanceRisk reporting

Tools and standards

ISO 31000 Risk Management, IFRS 9 Financial Instruments, ISDA Master Agreement and Credit Support Annex, SWIFT Customer Security Controls Framework

How the course runs

Training methodology

The course uses short instructor briefings to introduce treasury methods, policies and control requirements, followed by worked cases based on realistic corporate situations. Participants analyse cash forecasts, debt profiles, currency exposures, interest-rate scenarios, counterparty positions and payment-control incidents. Small-group exercises develop decisions on funding, hedging, limits and escalation. Simulations test responses to liquidity shortfalls, market movements and operational failures. Each participant prepares an application plan for improving treasury risk practices in their own role.

Requirements and prerequisites

Participants should understand basic corporate finance concepts, including cash flow, borrowing, foreign currency transactions, interest expense and financial statements. Experience in treasury operations, finance, accounting, banking, financial planning or risk management is useful. Participants should be comfortable interpreting spreadsheets and performing straightforward percentage, interest and cash-flow calculations. Prior experience with derivatives, hedge accounting, Value at Risk models or treasury management systems is not required. The course explains these areas from a corporate treasury decision-making perspective rather than assuming specialist quantitative training.

A typical training day

08:30 – 10:30First session
10:30 – 10:45Refreshment break
10:45 – 12:30Second session
12:30 – 13:30Lunch and networking
13:30 – 15:00Third session
15:00 – 15:15Refreshment break
15:15 – 16:30Workshop and daily review

Live online deliveries follow the same structure in East Africa Time, with shorter screen blocks and longer breaks.

What the fee includes

  • Instruction by a practitioner facilitator
  • Full course workbook and materials
  • Exercise files, templates and case studies
  • Refreshments and lunch on classroom deliveries
  • Certificate of completion
  • Post-course application plan

Frequently asked questions

Participants need basic familiarity with corporate cash flow, borrowing and financial statements. Prior derivatives, hedge accounting or treasury system experience is helpful but not required.

Participants should bring a laptop if attending in person, as some calculations and templates are easier to review electronically. They may also bring non-confidential examples of current treasury reports, policies or issues they want to improve.

It is designed for treasury managers, treasury analysts, finance managers, controllers and risk professionals. It is particularly useful for professionals taking responsibility for liquidity, funding, hedging, banking controls or treasury reporting.

This course focuses on the decisions, controls and reporting used by an in-house corporate treasury function. It concentrates on cash, debt, bank relationships, foreign exchange, interest rates, investments, derivatives and payment operations rather than trading portfolios or enterprise-wide risk theory.

Participants leave with adaptable templates for risk registers, cash forecasts, exposure reporting, counterparty limits and action planning. The final module helps them identify priority changes, owners and evidence required for implementation.

Training runs from 08:30 to 16:30 each day, providing about 6.5 contact hours daily. The programme follows ten connected modules, with time for instruction, worked cases, group analysis, calculations, simulations and application planning.

Questions about this course?

Ask about dates, fees, group bookings or running it for your team. Our training team replies by email.

Ask on WhatsApp info@skillsetdevelopment.com

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