Liquidity, interest rate risk, and the balance sheet management that sits behind a treasury function the regulator is comfortable with.
Treasury is where a bank decides how much liquidity and rate risk it is prepared to carry. This covers funding, liquidity and interest rate risk, and how asset-liability management connects daily treasury operations to the shape of the balance sheet.
The role of treasury and its place in the bank's balance sheet.
Cash flow, liquidity ratios, and managing funding needs.
Sources of interest rate risk and how it is measured.
Gap analysis, duration, and modelling the balance sheet.
Funding sources, investment of surplus, and transfer pricing.
Supporting ALCO with reporting, limits, and risk oversight.
Treasury, ALM, and finance staff, and risk officers involved in balance sheet and liquidity management.
A banking, treasury, risk or finance role.
Secure a seat for Bank Treasury and Asset Liability Management, or ask us anything first.