The Treasury Risk Framework

CeFPro Acadamy

IRRBB, Liquidity and FX in practice

The balance sheet as a risk map

IRRBB: NII and EVE explained

Liquidity risk: LCR, NSFR and survival horizon

Reading and challenging the ALCO pack (with real case studies)
Understand the full treasury risk universe

Read and interpret the ALCO pack

Understand the two IRRBB measures

Learn how the scenarios work and what each stress captures

How to apply regulatory framework
CeFPro brings 15+ years of industry experience, led by global senior risk professionals.

“Many thanks to CeFPro for putting together such a great event. Grateful for the conversations and looking forward to staying connected with the professionals I met. ” – Treasury Associate, Bank of China USA

Course Agenda

Gain a practical map of the treasury risk universe, including IRRBB, liquidity and FX risk. Learn how to interpret and challenge the ALCO pack, whilst exploring lessons learned from Northern Rock and SVB to strengthen treasury governance. This course is designed for practitioners who need to engage with treasury risk decisions.

Key Themes

The Balance Sheet as a Risk Map

Assets, liabilities and the mismatches between them.

IRRBB: NII and EVE Explained

NII sensitivity and EVE explained – what they measure and why banks manage both.

Liquidity Risk

LCR, NSFR and survival horizon – what each metric measures and what it misses.

The ALCO pack in practice

Reading, challenging and questioning the key metrics.

Case study and Q&A

Northern Rock and SVB as treasury risk mistakes – what would better governance have looked like?

Download the full PDF agenda

Drop down for full agenda

Meet the Course Leader

Discover More Courses & Events

Svetlana Kardan
Head of Balance Sheet Management
Monzo Bank

Svetlana Kardan is a seasoned finance executive with over two decades of experience in treasury risk management. Currently serving as the Group Head of ALM at Monzo Bank, she oversees critical functions including liquidity, funding, interest rate risk, and foreign exchange risk strategies. Previously, Svetlana held the prestigious position of Group Head of IRRBB and Stress Testing at HSBC. Renowned for her expertise in balance sheet optimization, governance, and modelling, she also serves as a respected senior treasury consultant and trainer, advising organizations on navigating complex financial landscapes and advancing industry best practices.