Treasury Management

In Frankfurt am Main (Germany)

£ 4,300 VAT inc.


  • Typology


  • Level


  • Location

    Frankfurt am main (Germany)

  • Duration

    5 Days

  • Start

    Different dates available


Do you want to improve your career in economics? Are you interested in the treasury field? Then this course is just for you!
Emagister presents to you the Treasury Management course endorsed by Frankfurt School of Finance & Management.

Complex challenges in Asset Liability Management arise from the interactions between funding strategies and the deployment of assets. ALM measures and manages the impact on earnings and economic capital arising from the interest rate, forex and maturity mismatches.

Counterparty credit risk and credit portfolio quality represent cross-cutting triggers that may accelerate an ALM crisis. The workshop emphasizes comprehensive scenario analysis and interactive stress testing applied to realistic cases that encourage best practice experiential learning and peer exchange.

Define your career today! Contact Frankfurt School of Finance & Management through for more information about this course!




Frankfurt am Main (Germany)
See map
Adickesallee 32-34, 60322


Different dates availableNow taking bookings

To take into account

Treasury Management is designed for participants of our Certified Expert in Treasury and Markets programme who have successfully completed all e-learning modules as well as for senior staff in treasury and trading, risk management, compliance and internal audit of banks and financial institutions who want to upscale their decision making skills in financial products.

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Achievements for this centre


All courses are up to date

The average rating is higher than 3.7

More than 50 reviews in the last 12 months

This centre has featured on Emagister for 3 years


  • Risk
  • Treasury
  • Asset and Liability Management
  • Credit
  • Testing
  • Banking
  • Finance
  • School
  • IT risk
  • Economic
  • ALM
  • School
  • Developments
  • Developments

Course programme


Fundamentals of Asset & Liability Management

Participants recap the fundamentals such as forex, money markets and fixed income, learn the organization of ALM, economic capital & ICAAP as well as the key regulatory developments.

Interest Rate Risk in the Banking Book

Participants master the metrics for earnings and the economic capital impacts. They gain expertise about macro hedges of IRRBB & stress testing using the ALM-PRO Model and discuss recent market failures.

Structural Forex Exposures

Participants study the forex risk in structurally vulnerable currency environments, gain profound knowledge in banking book forex risk scenarios, as well as hedging strategies simulated with the ALM-PRO Model.

Counterparty & Portfolio Credit Risk

Participants broaden and deepen their understanding in expected vs. unexpected losses, correlation metrics and portfolio stress testing. They simulate portfolio stress events on the ALM-PRO platform and discuss the Financial Crisis Post Mortem.

Liquidity Risk

Participants gain a better understanding in ratios, maturity gap, funding matrix, stress testing and deposit prolongation behavior analytics. Further, they review the Basel 3 Liquidity Guidance (LCR & NSFR) and model liquidity stress under various trigger scenarios as well as ILAAP.

Call the centre

Treasury Management

£ 4,300 VAT inc.