International Banking and Finance Training Course

Duration 10 days 20 modules · 65 contact hours
Level Intermediate Certificate on completion
Who attends Corporate Treasury Manager, International Banking Relationship Manager and others
Fee from USD 2,200 KSh 190,000 for Kenyan organisations
Where 52 cities + online See dates by city
Next start 9 Nov 2026 Course code SD-BI-077

Before you join: Participants should understand basic financial statements, lending concepts, interest rates and foreign-exchange terminology.

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

International banking transactions expose institutions and corporate treasury teams to interconnected credit, liquidity, settlement, foreign-exchange, country and sanctions risks. A trade finance transaction can fail because documents do not comply with a letter of credit; a cross-border loan can deteriorate when currency mismatch, transfer restrictions or weak covenants are ignored. Professionals need to understand how banks price, structure, fund, control and settle international business while meeting regulatory requirements.

This course examines the operating model and financial mechanics of international banking. Participants analyse correspondent banking, payment rails, foreign-exchange markets, trade finance instruments, syndicated lending, international cash management, country risk, treasury funding and bank risk governance. They apply Basel III capital and liquidity concepts, ICC trade rules, sanctions screening controls and ISDA documentation principles to realistic banking and corporate-finance cases. The course also addresses how interest-rate, currency, credit and liquidity exposures affect transaction decisions and profitability.

Teaching combines concise technical briefings with case analysis, document reviews, pricing calculations, group decisions and facilitated simulations. Participants build components of an international banking transaction pack from the first week, then refine the analysis through credit, market, liquidity, compliance and operational-risk lenses. They leave with a structured transaction assessment pack, including a country-risk analysis, trade-finance recommendation, foreign-exchange risk treatment, funding view and control checklist.

The course suits banking, treasury, finance, risk, trade-finance and compliance professionals who work with cross-border payments, lending, trade or investment decisions. It is particularly useful for professionals moving into international roles or needing stronger technical judgement when reviewing transactions involving multiple currencies, jurisdictions and counterparties.

What you will be able to do

  • Analyse international banking business models, correspondent relationships and cross-border transaction flows
  • Assess country, sovereign and transfer risk using structured risk-rating methods
  • Structure trade-finance transactions using letters of credit, guarantees and documentary collections
  • Calculate foreign-exchange exposures and recommend hedging instruments for defined risk scenarios
  • Evaluate cross-border lending proposals using covenant, pricing and credit-risk analysis
  • Apply Basel III capital, liquidity and risk-management principles to banking decisions
  • Design sanctions, AML and transaction-monitoring controls for international payment activity
  • Produce and present an international banking transaction assessment pack

Benefits of attending

For you

  • Make stronger recommendations on cross-border lending and trade transactions
  • Interpret international banking fees, pricing drivers and transaction risks
  • Review letters of credit and guarantees with greater technical confidence
  • Identify currency, country and settlement exposures before they create losses
  • Build a credible transaction assessment for senior credit or treasury review

For your organisation

  • Improve consistency in cross-border transaction screening and approval decisions
  • Reduce documentary, sanctions and settlement failures in international payments
  • Strengthen pricing discipline for trade finance and foreign-currency lending
  • Improve identification of country, transfer and counterparty credit risks
  • Support better treasury coordination across currencies, entities and banking partners

Course modules

20 modules over 10 days

Participants can map the principal institutions, accounts and flows supporting an international banking transaction.

  • International banking models: correspondent, branch, subsidiary and booking-centre structures
  • Nostro and vostro accounts within cross-border payment and settlement chains
  • Roles of originator, beneficiary, intermediary bank and central bank
  • Payment instructions, value dates, cut-off times and settlement finality
  • SWIFT messaging categories used for customer and financial institution payments
  • Transaction mapping from commercial contract through funds receipt and reconciliation

Participants can explain how international market conditions affect bank funding, pricing and liquidity decisions.

  • Money-market instruments supporting short-term bank funding across major currencies
  • Interbank benchmarks, risk-free rates and credit spreads in loan pricing
  • Eurocurrency markets and offshore deposit-taking arrangements explained through transaction examples
  • Funding mismatches measured by currency, tenor, customer segment and legal entity
  • Central-bank facilities, reserve requirements and lender-of-last-resort functions
  • Market stress transmission from sovereign yields to bank funding costs

Participants can produce a structured country-risk assessment for a cross-border exposure.

  • Country-risk dimensions: political, economic, legal, convertibility and transfer risk
  • Sovereign credit indicators: debt ratios, reserves, deficits and external balances
  • Balance-of-payments analysis using current, capital and financial account movements
  • Exchange controls, capital restrictions and repatriation barriers affecting borrowers
  • Rating-agency methodologies compared with internal country-limit setting approaches
  • Country-risk scorecard combining quantitative indicators and qualitative risk judgements

Participants can identify currency exposures and calculate their financial effect on transactions.

  • Spot, forward, swap and option transactions in foreign-exchange markets
  • Bid-offer spreads, points, cross rates and value-date conventions
  • Transaction, translation and economic exposure distinguished through corporate examples
  • Calculate open currency positions from receivables, payables and forecast cash flows
  • Covered interest parity as a basis for forward-rate interpretation
  • Foreign-exchange dealing controls: limits, confirmations, segregation and reconciliation

Participants can recommend suitable hedging instruments for defined currency-risk scenarios.

  • Forward contracts matched to contracted foreign-currency receipts and payments
  • Currency swaps for longer-term funding and asset-liability currency alignment
  • Options, collars and participating structures for uncertain transaction amounts
  • Hedge selection based on certainty, tenor, liquidity, accounting and cost
  • Compare hedge outcomes using worst-case, expected and break-even rate analysis
  • Treasury policy limits governing counterparties, tenors and permitted instruments

Participants can assess the operational and control requirements of correspondent banking relationships.

  • Correspondent bank due diligence under risk-based financial-crime control frameworks
  • Respondent-bank profiles, ownership checks and expected payment activity assessment
  • Payment routing choices through direct, nested and intermediary relationships
  • SWIFT MT and ISO 20022 message-data requirements for payment processing
  • Cover payments, serial payments and associated transparency considerations
  • Reconciliation controls for nostro balances, fees, rejects and investigations

Participants can select appropriate trade-finance instruments for buyer and seller risk profiles.

  • Open-account trade, advance payment and documentary trade risk allocation
  • Documentary collections under ICC URC 522 rules and bank responsibilities
  • Letters of credit as independent undertakings separate from sales contracts
  • Standby letters of credit and demand guarantees for contingent obligations
  • Incoterms 2020 allocation of transport, insurance, delivery and cost responsibilities
  • Trade-finance instrument selection using counterparty, country and performance risk

Participants can review a documentary credit transaction for compliance, discrepancy and payment risk.

  • UCP 600 principles governing issuance, amendment, examination and honour
  • Applicant, issuing bank, confirming bank, nominated bank and beneficiary responsibilities
  • Credit terms covering amount, expiry, shipment, presentation and partial shipments
  • Document examination against credit terms and international standard banking practice
  • Common discrepancies in invoices, bills of lading, certificates and insurance documents
  • Discrepancy handling through notice, waiver requests, refusal and document release

Participants can identify credit, fraud and operational risks in trade-finance transactions.

  • Goods, documents and payment flows tested for trade-based financial-crime indicators
  • Duplicate financing risks identified through shipping documents and financing records
  • Borrowing-base controls for inventory, receivables and warehouse-finance structures
  • Pre-shipment and post-shipment finance linked to underlying trade cycles
  • Fraud red flags: unusual routes, inconsistent quantities and related-party trading
  • Trade-finance credit memo covering obligor, transaction, collateral and country risk

Participants can analyse and structure a cross-border corporate loan proposal.

  • Loan purposes, currencies, tenors and repayment profiles matched to cash generation
  • Financial-statement analysis using profitability, liquidity, gearing and coverage ratios
  • Currency mismatch assessed between borrower revenues, debt service and collateral
  • Security packages: pledges, guarantees, assignments and local-law enforceability
  • Covenants covering leverage, debt service, information rights and negative pledges
  • Credit approval papers linking borrower analysis, country limits and pricing

Participants can explain syndicated-loan structures and assess project-finance risk allocation.

  • Syndicated loan roles: arranger, agent, lender, participant and security trustee
  • Term sheets defining facilities, margins, covenants, conditions and transfer rights
  • Underwriting, distribution and market-flex risk for arranging banks
  • Project-finance cash-flow waterfall, debt-service reserve and completion support
  • Political-risk insurance and export-credit agency support for infrastructure projects
  • Intercreditor arrangements governing seniority, voting, enforcement and recoveries

Participants can assess cash-management structures for multinational liquidity and payment control.

  • Cash pooling structures: physical sweeps, notional pools and zero balancing
  • In-house bank models for intercompany payments, netting and foreign exchange
  • 13-week rolling cash forecast built from receipts, payroll and supplier data
  • Liquidity concentration balanced against local restrictions and entity-level requirements
  • Intercompany loan pricing, documentation and transfer-pricing considerations
  • Bank account management controls covering mandates, signatories and dormant accounts

Participants can evaluate liquidity and interest-rate exposures within an international bank balance sheet.

  • Liquidity Coverage Ratio components: high-quality liquid assets and stressed outflows
  • Net Stable Funding Ratio matched against longer-term asset funding needs
  • Maturity ladder analysis for contractual and behavioural cash-flow assumptions
  • Interest-rate risk in the banking book measured through repricing gaps
  • Economic value and earnings-at-risk sensitivity under rate-shock scenarios
  • Contingency funding plans defining triggers, actions, owners and communication routes

Participants can interpret key Basel III measures and their effect on international banking decisions.

  • Common Equity Tier 1, Additional Tier 1 and Tier 2 capital
  • Risk-weighted assets calculated across credit, market and operational risk categories
  • Standardised approach credit-risk weights for sovereigns, banks and corporates
  • Capital buffers: conservation, countercyclical and systemic-risk requirements explained
  • Pillar 2 supervisory review and internal capital adequacy assessment processes
  • Capital allocation effects on lending appetite, transaction pricing and portfolio limits

Participants can assess derivatives use, market-risk measures and contractual protections.

  • Interest-rate swaps, currency swaps and forwards matched to underlying exposures
  • ISDA Master Agreement provisions covering close-out, netting and credit support
  • Mark-to-market exposure, potential future exposure and collateral call mechanics
  • Value at Risk limitations under stressed markets and concentrated portfolios
  • Stress testing interest-rate, foreign-exchange and spread shocks against positions
  • Counterparty limits supported by collateral, netting and wrong-way-risk assessment

Participants can design control steps for sanctions and AML risk in international transactions.

  • Customer due diligence, beneficial ownership and source-of-funds verification requirements
  • Sanctions screening against names, vessels, banks, countries and payment messages
  • False positives investigated through data quality, contextual review and escalation
  • Transaction monitoring scenarios for unusual flows, structuring and rapid movement
  • Trade-based money-laundering indicators within invoices, routes and commodity pricing
  • Suspicious activity reporting governance, record retention and confidentiality controls

Participants can identify operational vulnerabilities and specify resilience controls for international banking services.

  • Operational-risk event taxonomy covering people, process, systems and external events
  • Maker-checker controls for payment creation, release, amendment and cancellation
  • SWIFT Customer Security Controls Framework applied to messaging environments
  • Cyber-fraud scenarios involving business-email compromise and payment diversion
  • Business-continuity plans for correspondent outages, cyber incidents and market disruption
  • Key risk indicators for failed payments, exceptions, losses and service availability

Participants can evaluate transaction profitability after funding, capital, risk and operating costs.

  • Loan pricing components: funding cost, capital charge, expected loss and margin
  • Risk-adjusted return on capital calculated for lending and trade facilities
  • Transfer-pricing rates assigned to currencies, tenors and liquidity characteristics
  • Fee income from payments, guarantees, letters of credit and cash management
  • Expected credit loss staging under IFRS 9 for cross-border exposures
  • Relationship profitability reviewed across deposits, lending, transaction services and risk

Participants can prepare a controlled approval path for complex international banking transactions.

  • Three-lines model assigning business, risk and assurance accountabilities
  • Delegated authorities aligned with country limits, credit limits and product mandates
  • Credit committees reviewing exceptions, mitigants, conditions and decision rationale
  • Legal opinions confirming capacity, enforceability, governing law and security perfection
  • Conditions precedent tracked before drawdown, issuance or payment release
  • Post-approval monitoring using covenants, limits, triggers and periodic reviews

Participants can build, review and present a complete international banking transaction assessment pack.

  • Define transaction purpose, parties, currencies, jurisdictions and proposed banking products
  • Map payment, trade, lending and collateral flows across involved counterparties
  • Assess country, credit, market, liquidity, sanctions and operational risk exposures
  • Select trade-finance, lending, cash-management and hedging structures with rationale
  • Calculate pricing, expected loss, capital effects and risk-adjusted return
  • Present approval recommendation, conditions, monitoring triggers and control actions

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

What you take back to work

  1. International transaction assessment pack template
  2. Country and transfer risk scorecard
  3. Trade-finance instrument selection matrix
  4. Foreign-exchange exposure and hedge model
  5. Cross-border credit approval memorandum template
  6. International payment control checklist

Who should attend

  • Corporate Treasury Manager — manages cross-border liquidity, funding and currency exposures
  • International Banking Relationship Manager — structures and reviews client transactions across jurisdictions
  • Trade Finance Officer — handles documentary credits, guarantees and collections
  • Credit Analyst — assesses foreign borrowers, country risk and lending covenants
  • Risk or Compliance Manager — oversees sanctions, AML and cross-border control requirements
  • Finance Manager — supports international payments, funding and banking relationships

Skills and tools covered

Cross-border credit analysisTrade finance structuringForeign-exchange risk managementBank liquidity managementCorrespondent banking controlsInternational payment operations

Tools and standards

Basel III, ICC UCP 600, ICC URC 522, ISDA Master Agreement

How the course runs

Training methodology

The course uses short instructor briefings to establish technical concepts, followed by banking cases, pricing calculations, document reviews and small-group decision work. Participants examine payment instructions, trade documents, country-risk indicators, loan terms and hedging choices. Simulations test choices under changing currency rates, liquidity pressure, documentary discrepancies and sanctions alerts. Facilitated discussion compares bank, corporate treasury and regulator perspectives. Each participant develops a transaction assessment pack through staged application planning, receiving structured peer and instructor feedback before the final presentation.

Requirements and prerequisites

Participants should understand basic financial statements, lending concepts, interest rates and foreign-exchange terminology. Experience in banking, treasury, finance, audit, trade operations, risk or compliance is helpful, particularly where work involves international counterparties or payments. Participants should be comfortable interpreting simple ratios and performing spreadsheet calculations. Prior experience with letters of credit, derivatives, Basel standards, SWIFT messaging or syndicated loans is not required. The course explains specialist instruments before applying them to transaction decisions and does not assume prior legal 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 finance, banking or treasury concepts and should be able to interpret simple financial ratios. Prior knowledge of trade finance, derivatives, Basel III or SWIFT is helpful but not required.

Participants should bring a laptop with spreadsheet software for calculations and transaction analysis. They may also bring anonymised examples of payment, lending, trade or treasury issues relevant to their work.

The course is designed for professionals working in banks, corporate treasury teams, trade operations, finance, credit, risk and compliance. It suits people who already understand basic finance and now handle cross-border transactions or international banking relationships.

This course concentrates on bank products, payment infrastructure, correspondent banking, trade rules, prudential requirements and cross-border control risks. Corporate finance courses usually focus more heavily on valuation, capital investment and domestic funding decisions.

Participants can use the country-risk scorecard, trade-finance selection matrix, hedge model and approval memorandum template when reviewing transactions. The control checklists also support reviews of payment routing, sanctions screening and operational escalation.

Each training day runs from 08:30 to 16:30 and provides about 6.5 contact hours. The first week establishes transaction flows, foreign exchange, trade finance and lending; the second week develops liquidity, capital, risk, controls, profitability and the capstone assessment.

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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