Registration open soon - September 2023

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Treasury & Global Markets Week

Duration and Price

On-Campus Training

  • 5 Days
  • Price: EUR 5,700*

*Group discount of 10% in case of two or more participants per company and date. 

*Price includes beverages, lunch, and two networking dinners. Accommodation is not included in the price. However, for any assistance regarding accommodation please contact us.

Registration open soon - September 2023

Treasury & Global Markets Week will be recognized as the in-class Week of Certified Expert in Treasury and Markets programme.

Target Group

Treasury & Global Markets Week 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.

Learning Target

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 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.

Content

The week is structured around a Common Core Curriculum of about 70% of the training time with the remaining 30% of the week offering a wide range of expert electives for a highly customized cap stone experience. Within the common core joint session, about 10% of the week consists of a refresher on fundamental concepts from both the Treasury and Global Markets scope. Participants joining the on-site week on a stand-alone basis, will find the rapid review of the fundamentals useful for catching up and taking full advantage of the debate on current topics in trading, markets and corporate treasury, which makes up the bulk of the common curriculum.

In the Common Core, we will explore the complex interactions between funding strategies, asset origination, earnings and economic capital in a comprehensive ALM analysis using realistic institutional data and macro stress scenarios. The markets dimension of the common core will be articulated around product use cases in fixed income, foreign exchange, commodities, equities and derivatives with a keen perspective on client-centric financial engineering and risk management.

The Expert Electives will be weighted at about 30% within the On-Campus Week and will cover a broad choice of relevant specialty topics presented by FS faculty, senior practitioners and high-profile guest speakers in compact yet intense 2-3 hour sessions.

For example, Joint Session and Expert Electives will include amongst others topics such as:

- the IBOR transition and the state play in OIS and risk-free term rates for major currencies.

- Cryptographic Digital Central Bank Currencies:  the what, how, when, why …

- Comprehensive Stress Testing in Asset Liability Management: Overview of institutional and macro-prudential stress testing approaches. How to incorporate the climate risk dimension.

- What’s new in Forex Markets: digesting the 2022 triannual survey.

- Investor and issuer perspectives on Green Bonds / Sustainable Bonds.  Green bond frameworks and ESG best practices. 

- Latest updates on the EU Taxonomy and Non-Financial Reporting requirements. 

- Survival strategies for the end of QE and the exit from negative rates, if and when it finally comes.

- IFRS 9 – Expected Credit Loss Provisioning: a critical review of the performance of the standard during the pandemic. 

- The Next NPL Wave is Coming: NPL metrics and management, NPL work out techniques, distressed debt instruments and NPL investing opportunities.

Methodology

  • Lectures and PowerPoint presentations
  • Discussions
  • Individual and group exercises
  • Case studies