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Credit Risk Management
Bank Risk Management – Practical Framework for Treasury and Finance Professionals

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Bank Risk Management – Practical Framework for Treasury and Finance Professionals

Name: Bank Risk Management – Practical Framework for Treasury and Finance Professionals
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Gain a practical, integrated understanding of bank risk management from market and liquidity risk to credit, operational risk and regulatory capital through real-world case studies and hands-on exercises.

The Shard a modern architectural marvel dominates the London skyline

Live virtual class | Delivered over two full-day sessions | 15 CPD hours

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In-house pricing available – often more cost-effective for teams of 10+

Download: Course Outline

Gain a practical, integrated understanding of how market, liquidity, credit and operational risks interact across a bank's balance sheet
Learn to interpret real risk reports, regulatory metrics (VaR, LCR...) and case studies from major banking crises to sharpen judgement in real-world situations
Build the confidence to engage cross-functionally with Treasury, Risk, Trading and Compliance teams on risk-related decisions

DAY 1 – CORE BANKING RISKS AND RISK FRAMEWORKS

Module 1 – Introduction to Bank Risk Management

Role of banks in financial markets
Why risk management matters
Risk vs return framework
Three lines of defence model
Governance and risk culture
Board, ALCO, Treasury, Front Office, Risk and Compliance functions

Practical Discussion:

How risk failures emerge in practice
Examples from major banking crises

Module 2 – Market Risk

Interest rate risk
FX risk
Credit spread risk
Equity and commodity exposure
Trading book vs banking book
Value-at-Risk (VaR)
Stress testing and scenario analysis
Limit frameworks

Case Studies:

2008 Financial Crisis
UK Gilt market volatility (2022)
SVB interest rate risk failure

Workshop:

Interpreting a simplified trading risk report

Module 3 – Liquidity and Funding Risk

Liquidity risk fundamentals
Funding structures in banks
Asset-liability mismatch
Central bank liquidity
Liquidity Coverage Ratio (LCR)
Net Stable Funding Ratio (NSFR)

Treasury Focus:

Role of corporate treasury vs bank treasury
Funding stress scenarios
Contingency funding plans

Practical Exercise:

Analysing a simplified liquidity profile

Module 4 – Interest Rate Risk in the Banking Book (IRRBB)

Repricing risk
Basis risk
Yield curve risk
Economic value vs earnings sensitivity
Hedging approaches using derivatives

Treasury Perspective:

Impact on bank profitability
ALM and balance sheet management

DAY 2 – CREDIT, OPERATIONAL AND ENTERPRISE RISK

Module 5 – Credit Risk

Types of credit exposure
Corporate lending risk
Counterparty risk
Sovereign risk
Credit ratings and probability of default
Collateral and netting

Market Examples:

Lehman Brothers
Credit Suisse
Emerging market sovereign crises

Practical Exercise:

Basic credit assessment framework

Module 6 – Operational and Non-Financial Risks

Operational risk definition
Fraud and control failures
Cybersecurity and technology risks
Conduct and reputational risk
Model risk
Third-party/vendor risk

Discussion:

How operational failures become financial crises

Module 7 – Regulatory Framework and Capital

Basel framework overview
Capital adequacy concepts
CET1, leverage ratio
Stress testing and recovery planning
Resolution and “Too Big To Fail”
ESG and climate-related financial risks (overview)

Treasury Relevance:

Impact of regulation on funding, liquidity, and profitability

Module 8 – Integrated Risk Management and Case Studies

Enterprise risk management
Risk appetite frameworks
Interaction between Treasury, Risk, and Front Office
Risk reporting and escalation

Final Case Studies:

Barings
Northern Rock
Silicon Valley Bank
Archegos

Group Discussion:

“What makes a well-managed bank?”

The trainer is a highly experienced financial markets professional with over 30 years spent on trading floors at top-tier investment banks, including JPMorgan and Morgan Stanley. He has built a distinguished career managing interest rate derivatives books across both emerging markets and G10 currencies, while leading and mentoring teams of traders.

As a strong advocate for talent development, he has also trained numerous junior traders, equipping them with the skills and confidence to thrive in dynamic trading environments.

In recent years, the trainer has been sharing his expertise with the next generation of finance professionals through teaching engagements at leading institutions such as Cambridge University and ESCP. His deep industry knowledge and practical approach would make him an ideal trainer for organisations looking to enhance their teams’ knowledge and understanding of trading and risk management.

A French and British national based in London, he speaks English and French fluently and has elementary proficiency in Arabic, Hebrew and Spanish.

By the end of the programme, participants should be able to:

Understand the major risks faced by banks and financial institutions
Explain how banks measure, monitor, and manage risk
Understand the interaction between treasury, trading, finance, and risk functions
Analyse key market events and risk failures
Understand the regulatory framework shaping modern bank risk management
Apply practical concepts to real-world treasury and banking situations

This course is designed for treasury, finance, risk, and front-office professionals who want a comprehensive, practically grounded view of bank risk management.
It is well suited to those working in or alongside treasury, ALM, risk management, credit, compliance, or trading functions, as well as finance professionals moving into roles with greater exposure to balance sheet and regulatory risk.

It is equally valuable for early-to-mid career professionals building foundational knowledge and for more experienced practitioners looking to consolidate and update their understanding of current market and regulatory developments.

This two-day programme provides a practical framework for understanding how banks identify, measure and manage risk. Day one covers core banking risks, market risk, liquidity and funding risk, and interest rate risk in the banking book, supported by real case studies including the 2008 financial crisis, the 2022 UK gilt market volatility, and the SVB failure. Day two turns to credit risk, operational and non-financial risks, and the regulatory and capital framework (Basel, capital adequacy, stress testing), before bringing everything together in an integrated risk management session using real life case studies.

Throughout, the emphasis is on connecting theory to practice: participants work through workshops and exercises based on simplified risk reports and liquidity profiles, and examine how real risk failures unfolded, so they leave with a working understanding of how treasury, trading, finance and risk functions interact in managing a bank's risk profile.

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(min. 50 participants)