Liquidity 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 16 Nov 2026 Course code SD-TI-024

Before you join: Participants should understand basic financial statements, including the balance sheet, income statement and cash flow statement.

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

Liquidity failures rarely begin with a single missed payment. They develop when cash positions are unclear, forecasts are unreliable, working capital assumptions are untested, funding lines are misunderstood or surplus cash is invested without sufficient control. Treasury teams must maintain daily visibility of cash, anticipate shortfalls early, protect payment capacity and explain liquidity decisions to finance leaders, banks and boards.

This course develops the methods used to manage operational, strategic and contingency liquidity. Participants build 13-week rolling cash forecasts, analyse cash conversion cycles, improve collection and payment assumptions, assess cash pooling structures, set investment and counterparty limits, and size liquidity buffers. They also examine committed facilities, refinancing risk, contingency funding plans, liquidity stress testing, intraday cash management and management reporting. Basel III liquidity measures are considered in bank treasury contexts, while IAS 7 principles are used to connect treasury reporting with published cash flow information.

Teaching combines focused instructor briefings, worked treasury cases, group analysis, forecasting simulations and structured discussion of participants' own cash management challenges. Cases reflect common issues in corporates, banks, public bodies and international organisations, including delayed customer receipts, restricted cash, supplier-payment pressure, facility covenant headroom and cross-border cash concentration. Participants leave with a practical liquidity management pack containing forecast, policy, reporting and contingency-planning templates that can be adapted to their organisation.

The course is designed for finance and treasury professionals who already work with cash, bank accounts, forecasts, payments, borrowing or investments and need a more disciplined framework for liquidity decisions.

What you will be able to do

  • Build a 13-week rolling cash forecast from operational cash flow data
  • Analyse cash conversion cycle drivers using receivable, inventory and payable metrics
  • Design cash positioning and bank account structures for daily liquidity visibility
  • Assess short-term investment options against liquidity, credit and concentration limits
  • Evaluate funding facilities, maturity profiles and refinancing risk exposures
  • Perform liquidity stress tests and prepare a contingency funding plan
  • Create liquidity dashboards using forecast accuracy, headroom and cash position metrics
  • Develop a liquidity governance framework with policies, controls and escalation thresholds

Benefits of attending

For you

  • Produce more reliable short-term cash forecasts with documented assumptions
  • Identify liquidity pressure before payment capacity becomes constrained
  • Assess banking structures and cash pooling proposals with greater confidence
  • Make defensible short-term investment and funding recommendations
  • Present liquidity risks and actions clearly to senior finance stakeholders

For your organisation

  • Earlier detection of cash shortfalls, covenant pressure and refinancing needs
  • Improved forecast accuracy through clearer ownership and assumption controls
  • Reduced idle cash and better alignment of investments with liquidity needs
  • Stronger controls over bank accounts, payment authorities and cash concentration
  • More credible liquidity reporting for management, boards and lenders

Course modules

10 modules over 5 days

Participants can distinguish liquidity needs from solvency and profitability measures.

  • Liquidity, solvency and profitability distinguished through balance-sheet and cash-flow indicators
  • Operating, reserve and contingency liquidity mapped to business cash cycles
  • Cash conversion cycle calculated using receivable, inventory and payable days
  • Liquidity policy objectives aligned with risk appetite and funding strategy
  • Centralised, decentralised and hybrid treasury models compared for control requirements
  • Key liquidity ratios interpreted from management accounts and bank statements

Participants can produce and assess a rolling short-term cash forecast.

  • Cash positioning reconciles bank balances, payments, collections and investment maturities
  • 13-week rolling cash forecast built from receipts, payroll and supplier data
  • Direct-method forecasting separates committed flows, estimates and management assumptions
  • Forecast accuracy measured through bias, mean absolute percentage error and variance
  • Scenario ranges model delayed collections, volume shocks and unexpected outflows
  • Data governance assigns source ownership, cut-off times and approval controls

Participants can identify operational actions that improve cash conversion and forecast reliability.

  • Order-to-cash controls reduce billing disputes, deductions and overdue receivables
  • Collection segmentation prioritises accounts using ageing, value and payment behaviour
  • Procure-to-pay terms balanced against supplier resilience and early-payment discounts
  • Inventory policies tested through safety stock, reorder points and demand variability
  • Working capital metrics linked to forecast assumptions and liquidity headroom
  • Supply-chain finance assessed for cash benefits, accounting treatment and supplier impact

Participants can assess bank account structures and concentration arrangements for liquidity control.

  • Bank account rationalisation identifies redundant accounts, fees and trapped balances
  • Cash concentration structures compare zero balancing, sweeping and notional pooling
  • Cross-border pooling considers currency controls, tax and legal restrictions
  • Bank relationship scorecards assess service quality, pricing, technology and credit capacity
  • ISO 20022 payment messages support structured remittance data and reconciliation
  • Bank mandate controls segregate initiation, approval, release and account administration

Participants can make short-term investment decisions within defined liquidity and credit limits.

  • Investment policy sets eligible instruments, duration limits and counterparty criteria
  • Money market instruments compared: deposits, treasury bills, commercial paper and funds
  • Yield, liquidity, credit and concentration risks assessed before surplus deployment
  • Weighted average maturity matched to forecasted liquidity needs and risk limits
  • Counterparty limits monitored using ratings, exposures, collateral and wrong-way risk
  • Investment accounting distinguishes amortised cost, fair value and impairment considerations

Participants can evaluate funding capacity and determine appropriate liquidity buffer requirements.

  • Funding hierarchy ranks internal cash, committed facilities and capital-market sources
  • Revolving credit facilities analysed for covenants, utilisation fees and availability periods
  • Commercial paper programmes assessed against market access and refinancing risk
  • Liquidity buffers sized using stressed outflows, contingency needs and policy limits
  • Basel III LCR and NSFR interpreted for bank treasury contexts
  • Debt maturity ladders reveal concentration points and refinancing exposure

Participants can assess liquidity stress exposures and prepare response arrangements for funding disruption.

  • Liquidity-at-risk estimates potential cash shortfalls at defined confidence levels
  • Stress scenarios combine revenue declines, margin calls and facility closures
  • Contingency funding plans define triggers, actions, authorities and communication routes
  • Early-warning indicators track covenant headroom, concentration and forecast deterioration
  • Intraday liquidity monitored through payment queues, cut-off times and peak outflows
  • Foreign-exchange settlement exposures controlled through netting, limits and confirmation discipline

Participants can prepare liquidity reporting that supports timely management decisions.

  • Liquidity dashboards combine cash positions, forecasts, headroom and forecast accuracy
  • KPIs distinguish operational cash efficiency from structural funding resilience
  • Variance commentary traces movements to drivers, owners and corrective actions
  • Board reporting presents base, downside and severe-stress liquidity views
  • Management information defines thresholds, escalation routes and decision deadlines
  • Cash flow statements linked to IAS 7 classification principles

Participants can define system and data requirements for effective liquidity management.

  • Treasury management systems evaluate connectivity, forecasting, controls and reporting requirements
  • Bank connectivity compares host-to-host, SWIFT and application programming interfaces
  • Payment factory designs standardise workflow, sanctions screening and release controls
  • Automation candidates selected using volume, error rates and control sensitivity
  • Master data controls govern bank accounts, counterparties, currencies and payment templates
  • Implementation roadmaps sequence requirements, testing, migration, training and post-go-live review

Participants can establish governance arrangements and prioritise practical liquidity management improvements.

  • Liquidity policy documents define objectives, limits, roles and exception authorities
  • RACI matrices allocate forecasting, investing, borrowing and escalation responsibilities
  • Control self-assessments test reconciliations, approvals, access and evidence retention
  • Monthly liquidity reviews convert variances into agreed management actions
  • Personal application plans prioritise improvements, owners, milestones and success measures
  • Course models adapted to participant cash cycles, systems and governance gaps

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

What you take back to work

  1. 13-week rolling cash forecast template
  2. Daily cash positioning checklist
  3. Liquidity policy template
  4. Contingency funding plan template
  5. Liquidity stress-testing model
  6. Management liquidity dashboard specification

Who should attend

  • Treasury Managers — responsible for cash visibility, funding and liquidity risk decisions
  • Treasury Analysts — building forecasts, cash positions and liquidity reporting
  • Financial Controllers — linking operational performance with cash and funding requirements
  • Finance Managers — improving working capital assumptions and cash planning discipline
  • Cash Managers — administering bank accounts, payments and daily cash concentration
  • Risk Managers — assessing liquidity exposures, stress scenarios and contingency arrangements

Skills and tools covered

Cash flow forecastingWorking capital analysisBank cash positioningLiquidity risk managementShort-term investingTreasury governance

Tools and standards

13-week rolling cash forecast, Basel III Liquidity Coverage Ratio, Basel III Net Stable Funding Ratio, ISO 20022

How the course runs

Training methodology

The course uses short instructor briefings to establish treasury methods, followed by realistic cases, spreadsheet-based analysis, group exercises and decision simulations. Participants examine daily cash positions, construct rolling forecasts, assess funding and investment choices, and respond to stressed liquidity scenarios. Facilitated discussions compare approaches used by corporates, banks and public-sector entities. Each participant develops an application plan that identifies priority improvements to forecasting, bank structures, liquidity controls, reporting or contingency arrangements.

Requirements and prerequisites

Participants should understand basic financial statements, including the balance sheet, income statement and cash flow statement. Experience with budgeting, cash forecasting, accounts receivable, accounts payable, bank account administration or treasury operations is helpful. Participants should be comfortable working with spreadsheet-based financial data and interpreting common finance ratios. Prior treasury qualifications, derivatives knowledge, programming skills and detailed knowledge of banking regulation are not required. The course explains specialist liquidity terminology before applying it to forecasting, funding, investment and risk-management decisions.

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

You should understand basic financial statements and have some exposure to cash, payments, forecasting, working capital or treasury activity. Specialist treasury qualifications and detailed banking regulation knowledge are not required.

Bring a laptop if possible, as the course includes spreadsheet-based forecasting and analysis. Participants may also bring non-confidential examples of their cash forecast, liquidity policy or reporting challenges for use during application planning.

The course is intended for treasury managers, treasury analysts, cash managers, finance managers, controllers and risk professionals. It is most useful for people who influence cash visibility, funding, investments, bank accounts or working capital decisions.

Cash flow forecasting and working capital are important parts of the programme, but the course addresses the wider treasury liquidity process. It also covers bank structures, investments, funding facilities, liquidity buffers, stress testing, controls and reporting.

Participants can use the forecast, policy, dashboard and contingency-planning templates to review current treasury arrangements. The application plan helps translate course methods into defined actions, owners and milestones.

The five-day programme provides approximately 32.5 contact hours, normally from 08:30 to 16:30 each day. Time is divided across ten connected modules, with instructor input, case analysis, simulations, group work 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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