Introduction

In today’s highly volatile financial markets, effective Treasury Performance Measurement has become a strategic priority for banks aiming to optimize liquidity management, profitability, risk-adjusted returns, and balance sheet efficiency. Treasury Performance Measurement for Banks Training Course is designed to equip banking professionals with advanced knowledge in treasury analytics, ALM (Asset-Liability Management), funds transfer pricing (FTP), regulatory compliance, and real-time performance dashboards. Participants will gain insights into data-driven decision-making, treasury KPIs, digital transformation in treasury, and financial risk optimization, enabling institutions to enhance their competitive edge in a rapidly evolving financial ecosystem.

With increasing regulatory pressure and the rise of fintech innovation, AI-powered analytics, and Basel III/IV frameworks, banks must adopt robust treasury performance frameworks to ensure capital efficiency, liquidity resilience, and sustainable growth. This course integrates practical case studies, scenario analysis, and hands-on tools to help participants measure and improve treasury performance across interest rate risk, liquidity risk, funding costs, and investment portfolios. It empowers professionals to align treasury strategies with organizational goals using best-in-class benchmarking, predictive analytics, and strategic financial planning techniques.

Programme Curriculum

Treasury Performance Measurement for Banks Training Course

Introduction
In today’s highly volatile financial markets, effective Treasury Performance Measurement has become a strategic priority for banks aiming to optimize liquidity management, profitability, risk-adjusted returns, and balance sheet efficiency. Treasury Performance Measurement for Banks Training Course is designed to equip banking professionals with advanced knowledge in treasury analytics, ALM (Asset-Liability Management), funds transfer pricing (FTP), regulatory compliance, and real-time performance dashboards. Participants will gain insights into data-driven decision-making, treasury KPIs, digital transformation in treasury, and financial risk optimization, enabling institutions to enhance their competitive edge in a rapidly evolving financial ecosystem.

Course Duration

5 days

Course Objectives
By the end of this course, participants will be able to:

Master Treasury Performance Metrics and KPIs optimization
Analyze risk-adjusted return on capital (RAROC) frameworks
Implement advanced Funds Transfer Pricing (FTP) models
Optimize liquidity coverage ratio (LCR) and NSFR compliance
Apply data analytics and AI in treasury decision-making
Strengthen balance sheet optimization strategies
Measure interest rate risk in the banking book (IRRBB)
Develop real-time treasury dashboards and reporting systems
Enhance capital allocation efficiency and profitability analysis
Integrate Basel III/IV regulatory performance metrics
Conduct scenario analysis and stress testing techniques
Improve investment portfolio performance measurement
Align treasury operations with digital transformation strategies

Target Audience

Treasury Managers and Treasury Analysts
Asset-Liability Management (ALM) Professionals
Risk Management Officers
Finance and Financial Planning Managers
Investment and Portfolio Managers
Banking Operations Managers
Regulatory Compliance Officers
Fintech and Digital Banking Specialists

Course Modules

Module 1: Treasury Performance Fundamentals

Overview of treasury functions and performance drivers
Key treasury KPIs and benchmarking techniques
Profitability and cost of funds analysis
Risk-return trade-off frameworks
Case Study: Evaluating treasury performance in a mid-sized bank

Module 2: Funds Transfer Pricing (FTP) Models

Principles of FTP and internal pricing mechanisms
FTP methodologies
Behavioral modeling and liquidity premiums
FTP impact on product pricing and profitability
Case Study: Implementing FTP to improve bank margins

Module 3: Liquidity and Funding Performance Measurement

Liquidity ratios (LCR, NSFR) analysis
Funding cost optimization strategies
Cash flow forecasting and gap analysis
Contingency funding planning
Case Study: Liquidity stress scenario in a commercial bank

Module 4: Interest Rate Risk and ALM Performance

IRRBB measurement techniques
Duration, gap, and sensitivity analysis
ALM strategies for performance optimization
Yield curve dynamics and impact assessment
Case Study: Managing interest rate volatility impact

Module 5: Investment and Portfolio Performance

Fixed income and treasury investment strategies
Portfolio risk-return analysis
Benchmarking and performance attribution
Market risk and valuation techniques
Case Study: Optimizing treasury investment portfolios

Module 6: Capital Efficiency and RAROC

Risk-adjusted performance measurement frameworks
RAROC and EVA models
Capital allocation strategies
Profitability vs risk optimization
Case Study: Enhancing capital efficiency in banking

Module 7: Digital Treasury and Data Analytics

AI and machine learning in treasury
Real-time data analytics and dashboards
Automation and treasury management systems (TMS)
Predictive analytics for decision-making
Case Study: Digital transformation in treasury operations

Module 8: Regulatory Compliance and Stress Testing

Basel III/IV performance metrics
Regulatory reporting requirements
Scenario analysis and stress testing frameworks
Risk governance and compliance monitoring
Case Study: Regulatory stress testing implementation

Training Methodology

Interactive lectures and presentations.
Group discussions and brainstorming sessions.
Hands-on exercises using real-world datasets.
Role-playing and scenario-based simulations.
Analysis of case studies to bridge theory and practice.
Peer-to-peer learning and networking.
Expert-led Q&A sessions.
Continuous feedback and personalized guidance.

Register as a group from 3 participants for a Discount

Send us an email: info@fineskilltrainingcenter.org or call +254769199797

Certification

Upon successful completion of this training, participants will be issued with a globally- recognized certificate.

Tailor-Made Course

We also offer tailor-made courses based on your needs.

Key Notes

a. The participant must be conversant with English.

b. Upon completion of training the participant will be issued with an Authorized Training Certificate

c. Course duration is flexible and the contents can be modified to fit any number of days.

d. The course fee includes facilitation training materials, 2 coffee breaks, buffet lunch and A Certificate upon successful completion of Training.

e. One-year post-training support Consultation and Coaching provided after the course.

f. Payment should be done at least a week before commence of the training, to Fineskill Training Center account, as indicated in the invoice so as to enable us prepare better for you.

Skills & Software Covered

Performance Metrics Treasury KPIs Efficiency Analysis Strategic Reporting

Programme Fee

Duration: 5 Days

Method: Online or Physical

Online Price: $1,000

Physical Price: $1,500

Certification: Accredited Certificate

View Available Dates 📄 Download Course Outline (PDF)

Available Sessions

Location

Month

Year

Sep 21 2026

21 Sep — 25 Sep 2026

💻 Online / Virtual session

Online $1,000