Treasury and Liquidity Management Training Course

Duration 10 days 20 modules · 65 contact hours
Level Intermediate Certificate on completion
Who attends Treasury Analysts, Treasury Managers 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-TI-002

Before you join: Participants should understand basic financial statements, cash flow terminology, bank accounts, borrowing and interest calculations.

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

Treasury teams must ensure cash is available when obligations fall due, place surplus funds without compromising access, and control bank, counterparty, currency and funding exposures. Weak visibility over balances, unreliable forecasts and fragmented banking arrangements can create avoidable borrowing costs, trapped cash, payment delays and covenant pressure. For banks, regulated liquidity metrics add further demands for high-quality liquid assets, stable funding and documented contingency arrangements.

This course develops the working methods required to manage daily liquidity and plan funding over short, medium and stressed time horizons. Participants build 13-week rolling cash forecasts, analyse cash conversion cycles, establish liquidity positions, select short-term investment instruments, and assess funding alternatives. They examine cash concentration, payment controls, bank account structures, in-house banking, intercompany funding, foreign exchange settlement risk and counterparty limits. The programme also covers Basel III liquidity concepts, liquidity contingency planning, treasury policy design, treasury management system requirements and management reporting.

Teaching combines focused instructor briefings with treasury cases, spreadsheet-based analysis, group decisions and liquidity simulations. Participants apply the methods to a continuing case involving operating cash flows, debt maturities, surplus cash, overseas subsidiaries and a stress event. They leave with a practical treasury and liquidity management pack containing forecast models, investment criteria, a liquidity contingency plan, bank relationship review and reporting templates. The course is suited to treasury, finance and risk professionals who need to make informed liquidity decisions, improve cash control and communicate treasury risks clearly to senior management.

What you will be able to do

  • Build a 13-week rolling cash forecast from operational receipts, payments and financing data
  • Calculate daily liquidity positions, cash conversion metrics and available funding capacity
  • Assess short-term investment instruments using liquidity, credit, yield and concentration criteria
  • Design cash pooling, cash concentration and intercompany funding arrangements
  • Apply Basel III Liquidity Coverage Ratio and Net Stable Funding Ratio concepts
  • Prepare a liquidity contingency funding plan with triggers, actions and escalation routes
  • Evaluate bank account structures, payment controls and relationship management arrangements
  • Present an integrated treasury and liquidity management plan for management review

Benefits of attending

For you

  • Produce credible rolling cash forecasts for daily and weekly treasury decisions
  • Explain liquidity risks and funding choices confidently to finance leaders
  • Assess money market investments beyond headline yield comparisons
  • Develop practical experience with cash pooling and intercompany funding structures
  • Create evidence for progression into treasury analyst or treasury manager roles

For your organisation

  • Earlier identification of cash shortfalls, trapped balances and refinancing pressure
  • Lower idle cash balances through disciplined investment and concentration decisions
  • More reliable funding plans linked to operating and working capital assumptions
  • Stronger payment, bank account and counterparty risk controls
  • Documented liquidity contingency actions for operational and market stress events

Course modules

20 modules over 10 days

Participants can define a treasury mandate, decision rights and control boundaries for liquidity management.

  • Treasury objectives aligned with liquidity, risk, funding and return priorities
  • Three-lines model roles for treasury, finance, risk and internal audit
  • Board-approved treasury policy limits, authorities and prohibited activities
  • Segregation of duties across dealing, settlement, confirmation and reconciliation
  • Treasury committee terms of reference, reporting cadence and escalation thresholds
  • Daily liquidity decisions distinguished from strategic funding and investment decisions

Participants can identify operating cash drivers and translate working capital movements into forecast assumptions.

  • Operating cash cycle mapped from order receipt through supplier payment
  • Days sales outstanding calculated from receivables balances and credit sales
  • Days payable outstanding assessed against supplier terms and payment behaviour
  • Inventory days linked to procurement plans, production schedules and demand
  • Direct and indirect cash flow methods compared for forecasting purposes
  • Seasonality assumptions tested against prior-year collections and payment patterns

Participants can prepare a daily cash position and identify actionable surplus or deficit balances.

  • Opening bank balances reconciled to treasury management system records
  • Value dating applied to receipts, payments, interest and foreign exchange
  • Same-day cash position built from confirmed and expected transactions
  • Available versus ledger balances distinguished for funding decisions
  • Intraday liquidity monitored around payment cut-offs and settlement windows
  • End-of-day position reconciled with bank statements and general ledger

Participants can construct a weekly rolling cash forecast using operational and treasury data.

  • Thirteen-week rolling cash forecast built from receipts, payroll and supplier data
  • Forecast granularity matched to payment timing, volatility and materiality
  • Receipts forecasted using ageing schedules, billing plans and collection probabilities
  • Payment schedules derived from purchase orders, payroll and tax calendars
  • Debt service, interest and dividend dates incorporated into forecast timing
  • Forecast accuracy measured through variance analysis and root-cause classification

Participants can extend short-term forecasts into a medium-term liquidity and funding plan.

  • Monthly liquidity forecast linked to budget, forecast and capital expenditure plans
  • Scenario assumptions documented for revenue, costs, working capital and financing
  • Base, downside and severe scenarios compared using cash runway measures
  • Debt maturity profile mapped against forecast liquidity requirements
  • Covenant headroom monitored using forecast earnings, debt and liquidity data
  • Funding gaps translated into timing, amount and instrument requirements

Participants can evaluate cash concentration and pooling structures against operational and legal requirements.

  • Physical cash concentration transfers balances to a central treasury account
  • Notional pooling offsets balances while retaining separate legal account ownership
  • Zero-balancing structures set target balances and automated sweep frequencies
  • Cross-border pooling assessed for tax, legal and currency restrictions
  • Participant limits defined for overdrafts, contributions and intercompany exposure
  • Pool performance reviewed through idle cash, interest and transfer metrics

Participants can design a controlled bank account structure and payment approval process.

  • Bank account inventory records ownership, purpose, signatories and closing authority
  • Rationalisation criteria identify dormant, duplicate and unnecessary bank accounts
  • Payment approval matrices align limits with delegated financial authority
  • Dual authorisation controls protect payment release and beneficiary maintenance
  • Bank connectivity options compared across host-to-host, SWIFT and portal channels
  • ISO 20022 payment messages support structured payment and reporting data

Participants can assess banking relationships, service quality and pricing using structured criteria.

  • Relationship bank selection assessed through capability, credit strength and geographic coverage
  • Request for proposal criteria specify services, implementation and pricing requirements
  • Bank fee analysis separates transaction charges, float costs and hidden fees
  • Service-level indicators track payment timeliness, reporting quality and issue resolution
  • Quarterly bank reviews examine volumes, pricing, incidents and strategic changes
  • Bank mandate documentation maintained for signatories, limits and account authorities

Participants can select and monitor short-term investments within approved treasury policy limits.

  • Investment policy defines objectives, eligible instruments, limits and approval authorities
  • Liquidity ladder matches investment maturities to forecast cash availability
  • Treasury bills compared by yield, maturity, settlement and sovereign exposure
  • Money market funds assessed for liquidity, fees, holdings and redemption terms
  • Term deposits evaluated against bank limits, break clauses and concentration
  • Weighted average maturity monitored against policy limits and liquidity needs

Participants can establish counterparty limits and monitor credit exposure from treasury transactions.

  • Counterparty credit assessment uses ratings, financial statements and market indicators
  • Exposure aggregation combines deposits, derivatives, guarantees and settlement amounts
  • Credit limits set by tenor, instrument, entity and counterparty category
  • Wrong-way risk identified where exposure rises as counterparty quality deteriorates
  • Limit breaches escalated through defined actions, approvals and remediation deadlines
  • Counterparty watchlists maintained from rating actions, news and financial triggers

Participants can compare funding sources and prepare a debt maturity management plan.

  • Revolving credit facilities assessed for availability, fees, covenants and drawdown mechanics
  • Overdraft facilities compared with committed lines for short-term funding needs
  • Commercial paper programmes evaluated against market access and refinancing risk
  • Term loans analysed for amortisation, security, covenants and prepayment provisions
  • Debt maturity ladder identifies refinancing concentrations and funding pinch points
  • All-in funding cost calculated from interest, fees and unused commitment charges

Participants can identify foreign exchange cash exposures and control settlement timing risks.

  • Foreign currency cash forecasts separate transactional, translational and funding exposures
  • Currency positions consolidated across entities, accounts and forecast time buckets
  • Spot, forward and swap transactions matched to identified cash requirements
  • Herstatt risk reduced through payment-versus-payment settlement arrangements
  • Currency cut-off times incorporated into daily liquidity and payment schedules
  • Foreign exchange confirmations reconciled against deals, bank statements and ledgers

Participants can measure liquidity risk and test the effect of defined stress events.

  • Liquidity gap analysis compares expected inflows against contractual outflows
  • Cash runway calculated from unrestricted liquidity and forecast net cash burn
  • Stress scenarios model delayed collections, deposit withdrawals and facility non-renewal
  • Reverse stress testing identifies conditions causing liquidity threshold breaches
  • Survival horizon measures days until available liquidity becomes insufficient
  • Management actions ranked by speed, certainty, cost and operational consequences

Participants can explain Basel III liquidity measures and their implications for bank treasury decisions.

  • Liquidity Coverage Ratio compares high-quality liquid assets with stressed outflows
  • Net Stable Funding Ratio measures stable funding against required stable funding
  • High-quality liquid assets classified by eligibility, haircuts and market liquidity
  • Contractual maturity mismatch analysis identifies timing gaps across balance-sheet categories
  • Internal liquidity adequacy assessment processes document liquidity risk governance
  • Banking and corporate liquidity practices compared without treating measures as identical

Participants can prepare a contingency funding plan with triggers, actions and communication routes.

  • Contingency funding plan defines scope, ownership, approval and review frequency
  • Early-warning indicators cover balances, covenants, ratings and market access
  • Escalation triggers distinguish routine monitoring from crisis management activation
  • Funding actions prioritise internal cash, facilities, asset sales and stakeholder support
  • Crisis communications identify lenders, banks, regulators, investors and executive leaders
  • Testing calendar validates contacts, decision rights, data availability and action feasibility

Participants can specify treasury data requirements and controls for reporting and decision support.

  • Treasury management system requirements cover deals, cash, risk and accounting interfaces
  • Bank statement formats compared across BAI2, MT940 and ISO 20022 camt
  • Master data controls govern counterparties, bank accounts, currencies and limits
  • Data lineage traces reported liquidity figures to source systems and approvals
  • Interface reconciliations identify missing, duplicated and misclassified transaction records
  • Automation priorities selected using control impact, volume and implementation effort

Participants can maintain treasury control evidence and explain key accounting interfaces.

  • Treasury transaction lifecycle documented from deal capture through accounting posting
  • Independent deal confirmation detects unauthorised, inaccurate and duplicate transactions
  • Bank reconciliations investigated using ageing, ownership and resolution evidence
  • Interest accruals validated against contracts, rates, balances and payment dates
  • Fair value inputs documented for investments and foreign exchange instruments
  • Audit evidence retained for approvals, confirmations, reconciliations and limit monitoring

Participants can produce concise treasury reporting for operational and executive decision-making.

  • Daily treasury dashboard reports cash position, forecast variance and facility utilisation
  • Weekly liquidity report highlights funding gaps, investments and key risk indicators
  • Maturity profiles visualise debt, investments and foreign currency cash exposures
  • Exception reporting focuses management attention on limits, breaches and unresolved items
  • Board papers explain liquidity assumptions, downside scenarios and proposed actions
  • Key performance indicators track forecast accuracy, idle cash and bank costs

Participants can draft a treasury policy and operating model suited to organisational needs.

  • Treasury policy sections cover governance, liquidity, investments, funding and banking
  • Delegated authorities specify transaction limits, signatories and approval routes
  • Centralised, decentralised and hybrid treasury models compared against operating requirements
  • In-house bank structures allocate internal accounts, pricing and settlement responsibilities
  • Funds transfer pricing principles assign liquidity costs and benefits internally
  • Policy review cycle responds to funding changes, audit findings and growth plans

Participants can build, review and present a complete treasury and liquidity management plan for a defined organisation.

  • Cash forecast integrates operating assumptions, debt service and investment maturities
  • Liquidity position identifies daily availability, restricted cash and forecast funding gaps
  • Investment schedule applies approved counterparties, tenors, limits and liquidity ladder
  • Funding plan addresses maturity concentrations, facilities, covenants and contingency actions
  • Treasury policy summary sets governance, controls, reporting and delegated authorities
  • Management presentation defends assumptions, stress results, priorities and recommended actions

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 liquidity position worksheet
  3. Short-term investment decision matrix
  4. Counterparty credit limit register
  5. Liquidity contingency funding plan template
  6. Treasury policy and reporting pack

Who should attend

  • Treasury Analysts — need reliable methods for forecasting cash and monitoring liquidity
  • Treasury Managers — oversee funding, investments, banking arrangements and liquidity controls
  • Finance Managers — require clearer visibility of working capital and cash requirements
  • Cash Managers — manage daily balances, payments, collections and bank account activity
  • Financial Controllers — review liquidity reporting, treasury policies and financial risk exposures
  • Risk Managers — assess liquidity exposures, stress assumptions and contingency arrangements

Skills and tools covered

Cash flow forecastingLiquidity risk managementShort-term investingBank relationship managementFunding strategyTreasury reporting

Tools and standards

Basel III Liquidity Coverage Ratio, Basel III Net Stable Funding Ratio, ISO 20022, BAI2

How the course runs

Training methodology

The course uses short technical briefings followed by treasury cases, spreadsheet analysis, group decision work and facilitated simulations. Participants construct forecast inputs, interpret bank balance data, compare investment choices and respond to funding stress scenarios. Cases reflect corporate, public-sector, banking and multinational treasury settings. Instructor feedback focuses on assumptions, controls, decision criteria and management communication. Each participant develops components of a treasury and liquidity management pack throughout the programme, then refines and presents it during the final capstone.

Requirements and prerequisites

Participants should understand basic financial statements, cash flow terminology, bank accounts, borrowing and interest calculations. Experience in finance, accounting, treasury operations, cash management, working capital or financial risk is helpful. Participants should be comfortable reading spreadsheet models and interpreting basic financial ratios. Prior treasury management experience is not required, and the course does not assume knowledge of derivatives pricing, programming, advanced econometrics or a particular treasury management system. Participants may bring examples of their own cash forecast or treasury reports for application planning.

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 finance and accounting concepts, including cash flow, interest, borrowing and bank accounts. Prior treasury experience is useful but not required; the course builds the core methods from first principles before moving into planning and risk decisions.

Bring a laptop if possible, as participants work with forecast and analysis templates. You may also bring a redacted cash forecast, treasury policy, bank fee report or liquidity report to support your application planning.

It is intended for treasury analysts, cash managers, treasury managers, finance managers, controllers and risk professionals. It is particularly useful for people moving from accounting or financial planning into treasury responsibilities.

General corporate finance focuses mainly on capital structure, valuation and investment decisions. This course concentrates on the daily and planned management of cash, banking, liquidity, funding, investments and treasury controls.

Participants can use the forecast, liquidity position, investment criteria and contingency planning templates immediately. The methods support practical improvements such as clearer cash visibility, better bank account discipline and earlier funding decisions.

Each day runs from 08:30 to 16:30 and provides about 6.5 contact hours. The first part develops cash visibility, forecasting, banking and investment methods; the second part covers funding, risk, controls, reporting and an integrated capstone presentation.

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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