Treasury & Budgeting
The 10-Day International Financial Reporting & Treasury Risk Management
This ten-day programme connects what an organization reports with the risks it carries, moving from the IFRS framework through instruments, impairment and consolidation into treasury risk. Participants build skills in risk measurement, hedging with hedge accounting documentation, and treasury controls and board risk reporting.
Introduction
The 10-Day International Financial Reporting & Treasury Risk Management Training Course connects what an organization reports with the risks it carries. Across ten days, participants work through the IFRS framework, revenue, leases, instruments, impairment and consolidation, then move into treasury risk: liquidity, interest rate, foreign exchange, credit and counterparty risk, hedging, and treasury controls. The programme links accounting recognition with risk measurement, because financial instruments sit at the centre of both. As a result, learners gain a connected view of reporting and risk. Furthermore, the course strengthens hedging judgement, model quality, and the governance that keeps both defensible.
The 10-Day International Financial Reporting & Treasury Risk Management Course Objectives
- Explain the IASB conceptual framework and its role in financial reporting.
- Apply IFRS 15 revenue, IFRS 16 leases, and IFRS 9 instrument recognition.
- Apply IAS 36 impairment, IAS 37 provisions, and IAS 2 inventory measurement.
- Apply IFRS 10 and IFRS 3 consolidation and IAS 21 translation.
- Identify and measure liquidity, interest rate, FX, and credit risk exposures.
- Apply interest rate risk tools: repricing gaps, duration, and sensitivity analysis.
- Apply FX hedging with forwards, swaps, and options within policy limits.
- Apply credit and counterparty risk assessment and exposure limits.
- Apply hedge accounting under IFRS 9 and assess hedge effectiveness.
- Apply treasury controls, governance, limits, and risk reporting frameworks.
Course Methodology
- Interactive sessions built on reporting and treasury risk cases.
- Workshops on instrument treatment, hedging strategy, and control design.
- Group exercises on risk measurement, scenario analysis, and limit setting.
- Hands-on practice with IFRS checklists, risk registers, and hedge documentation.
- Simulation of an investment risk committee and a treasury limit breach.
- Facilitator coaching and peer review on personal risk frameworks.
Who Should Take This Course
- Treasury managers, dealers, and risk analysts.
- Finance managers, controllers, and management accountants.
- Financial reporting and statutory accounting professionals.
- Risk officers and internal control specialists.
- Internal auditors covering treasury and reporting.
- Consultants advising on IFRS and treasury risk.
The 10-Day International Financial Reporting & Treasury Risk Management Course Outlines
IFRS Framework and Reporting Foundations
- • The IASB structure and the conceptual framework.
- • Qualitative characteristics and elements of financial statements.
- • Accrual, going concern, and fair value measurement bases.
- • How reporting choices shape risk visibility.
- • Governance over financial reporting and internal control.
- • Behavioural and ethical pressures in reporting.
- • Case discussion: a risk that reporting failed to disclose.
Revenue, Leases, and Non-Current Assets
- • IFRS 15 five-step revenue recognition and performance obligations.
- • Variable consideration, contract assets, and contract liabilities.
- • IFRS 16 lease identification and right-of-use assets.
- • Lease liabilities and their effect on gearing and covenants.
- • IAS 16, IAS 38, and IFRS 5 asset treatment.
- • Asset-related risk reporting and covenant exposure.
- • Workshop: assessing covenant risk after IFRS 16 adoption.
Financial Instruments and Impairment
- • IFRS 9 classification and measurement categories.
- • Expected credit loss modelling and provisioning.
- • IAS 36 impairment testing and cash-generating units.
- • IAS 37 provisions and contingent liabilities.
- • IAS 2 inventory and net realisable value.
- • Disclosure requirements for instruments and impairment.
- • Exercise: reflecting impairment and ECL in risk reporting.
Group Reporting and Translation Risk
- • IFRS 10 control and consolidation basics.
- • IFRS 3 business combinations and goodwill impairment risk.
- • Non-controlling interests and intra-group eliminations.
- • IAS 21 foreign currency translation and translation exposure.
- • Reporting for group treasury operations.
- • Segment reporting under IFRS 8.
- • Workshop: identifying translation risk in a group structure.
Treasury Risk Framework and Liquidity Risk
- • Treasury risk taxonomy and governance structure.
- • Risk appetite, limits, and delegated authority.
- • Liquidity risk measurement: cash flow gaps and coverage ratios.
- • Stress testing and scenario analysis for liquidity.
- • Contingency funding plans and liquidity buffers.
- • Bank relationship and facility diversification.
- • Exercise: building a liquidity risk dashboard.
Interest Rate Risk Management
- • Sources of interest rate exposure and repricing gaps.
- • Duration, basis point value, and sensitivity analysis.
- • Yield curve concepts and repricing schedule construction.
- • Interest rate swaps, caps, floors, and collars.
- • Fixing versus floating funding mix decisions.
- • Modelling interest rate risk in earnings and value.
- • Simulation: managing a repricing gap within limits.
Foreign Exchange Risk Management
- • Transaction, translation, and economic exposure.
- • Exposure identification and netting across the group.
- • FX forwards, swaps, and option strategies.
- • Natural hedging and currency of borrowing.
- • FX limits, stop-loss rules, and reporting.
- • Policy documentation and dealer mandates.
- • Exercise: designing an FX hedging programme for a policy.
Credit and Counterparty Risk
- • Credit risk from receivables and from treasury counterparties.
- • Credit assessment frameworks and internal rating basics.
- • Counterparty exposure measurement and netting agreements.
- • Collateral, credit support annexes, and ISDA documentation.
- • Concentration risk and diversification limits.
- • Provisioning under IFRS 9 and risk reporting link.
- • Workshop: assessing and limiting counterparty exposure.
Hedge Accounting, Controls, and Governance
- • Hedge accounting under IFRS 9: cash flow, fair value, and net investment.
- • Hedge documentation, effectiveness testing, and ineffectiveness.
- • Discontinuation and rebalancing of hedges.
- • Treasury controls: segregation of duties, confirmations, and payment controls.
- • Fraud prevention in treasury operations.
- • Limits monitoring, exception reporting, and escalation.
- • Exercise: documenting a hedge and its effectiveness test.
Integrated Risk Reporting and Capstone
- • Building a treasury risk report for the board.
- • Integrating IFRS disclosures with risk reporting.
- • Risk-adjusted performance and cost of hedging.
- • Stress testing, scenario planning, and reverse stress testing.
- • Improving treasury capability and succession planning.
- • Lessons learned and action planning.
- • Capstone: presenting an integrated reporting and treasury risk framework.
Conclusion
By successfully completing The 10-Day International Financial Reporting & Treasury Risk Management, participants will gain an integrated command of IFRS reporting, financial instrument treatment, liquidity, interest rate, FX and credit risk, hedging, and treasury governance. They will acquire skills in applying key standards, measuring and hedging treasury exposures, documenting hedge accounting, and reporting risk to the board. Gentex Training Center designs the programme to help professionals connect reporting quality with treasury risk control.
FAQs
— What is the "The 10-Day International Financial Reporting & Treasury Risk Management" course about?
It connects what an organization reports with the risks it carries. The course spans the IFRS framework, revenue, leases and non-current assets, financial instruments and impairment, group reporting and translation risk, and treasury risk covering liquidity, interest rate, FX, credit, hedging and governance.
— What are the key benefits of the "The 10-Day International Financial Reporting & Treasury Risk Management" course?
You gain a connected view of reporting and risk, since financial instruments sit at the centre of both. The course improves instrument and impairment treatment, strengthens risk measurement and hedging decisions, and gives you treasury controls and risk reporting that withstand audit and board scrutiny.
— What skills will I gain from the "The 10-Day International Financial Reporting & Treasury Risk Management" course?
You will develop four core skills: applying IFRS standards to reporting and instruments, treasury risk identification and measurement across liquidity, interest rate, FX and credit, hedging strategy with hedge accounting documentation, and treasury controls with governance and board risk reporting.
— What tools, methods, or standards are covered in the "The 10-Day International Financial Reporting & Treasury Risk Management" course?
The course covers the IASB conceptual framework, qualitative characteristics and elements of financial statements, fair value measurement, IFRS 15 five-step revenue recognition, variable consideration and contract assets and liabilities, IFRS 16 lease identification and right-of-use assets and lease liabilities, IAS 16, IAS 38 and IFRS 5 asset treatment, IFRS 9 classification and measurement and expected credit loss, IAS 36 impairment testing and cash-generating units, IAS 37 provisions and contingent liabilities, IAS 2 inventory and net realisable value, IFRS 10 consolidation, IFRS 3 business combinations and goodwill, IAS 21 foreign currency translation, IFRS 8 segment reporting, treasury risk taxonomy and risk appetite and limits, liquidity gap analysis and coverage ratios, stress testing and scenario analysis and reverse stress testing, contingency funding plans and liquidity buffers, repricing gap analysis, duration and basis point value and sensitivity analysis, yield curve and repricing schedule construction, interest rate swaps, caps, floors and collars, FX transaction, translation and economic exposure, exposure netting, FX forwards, swaps and options, natural hedging, stop-loss rules and dealer mandates, credit assessment and internal rating, counterparty exposure measurement and netting agreements, ISDA documentation and credit support annexes, concentration and diversification limits, IFRS 9 hedge accounting for cash flow, fair value and net investment hedges, hedge documentation and effectiveness testing and discontinuation, segregation of duties and confirmations and payment controls, limits monitoring and exception reporting and escalation, and risk-adjusted performance and cost of hedging.
— How is the "The 10-Day International Financial Reporting & Treasury Risk Management" course applied in real-world practice?
Participants apply it to real work such as assessing covenant risk after IFRS 16 adoption, reflecting impairment and expected credit loss in risk reporting, identifying translation risk in a group structure, building a liquidity risk dashboard, managing a repricing gap within limits, designing an FX hedging programme, documenting a hedge and its effectiveness test, and presenting a treasury risk report to the board. The same methods support stress testing and treasury audit preparation.
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Introduction
The 10-Day International Financial Reporting & Treasury Risk Management Training Course connects what an organization reports with the risks it carries. Across ten days, participants work through the IFRS framework, revenue, leases, instruments, impairment and consolidation, then move into treasury risk: liquidity, interest rate, foreign exchange, credit and counterparty risk, hedging, and treasury controls. The programme links accounting recognition with risk measurement, because financial instruments sit at the centre of both. As a result, learners gain a connected view of reporting and risk. Furthermore, the course strengthens hedging judgement, model quality, and the governance that keeps both defensible.
The 10-Day International Financial Reporting & Treasury Risk Management Course Objectives
- Explain the IASB conceptual framework and its role in financial reporting.
- Apply IFRS 15 revenue, IFRS 16 leases, and IFRS 9 instrument recognition.
- Apply IAS 36 impairment, IAS 37 provisions, and IAS 2 inventory measurement.
- Apply IFRS 10 and IFRS 3 consolidation and IAS 21 translation.
- Identify and measure liquidity, interest rate, FX, and credit risk exposures.
- Apply interest rate risk tools: repricing gaps, duration, and sensitivity analysis.
- Apply FX hedging with forwards, swaps, and options within policy limits.
- Apply credit and counterparty risk assessment and exposure limits.
- Apply hedge accounting under IFRS 9 and assess hedge effectiveness.
- Apply treasury controls, governance, limits, and risk reporting frameworks.
Course Methodology
- Interactive sessions built on reporting and treasury risk cases.
- Workshops on instrument treatment, hedging strategy, and control design.
- Group exercises on risk measurement, scenario analysis, and limit setting.
- Hands-on practice with IFRS checklists, risk registers, and hedge documentation.
- Simulation of an investment risk committee and a treasury limit breach.
- Facilitator coaching and peer review on personal risk frameworks.
Who Should Take This Course
- Treasury managers, dealers, and risk analysts.
- Finance managers, controllers, and management accountants.
- Financial reporting and statutory accounting professionals.
- Risk officers and internal control specialists.
- Internal auditors covering treasury and reporting.
- Consultants advising on IFRS and treasury risk.
The 10-Day International Financial Reporting & Treasury Risk Management Course Outlines
IFRS Framework and Reporting Foundations
- • The IASB structure and the conceptual framework.
- • Qualitative characteristics and elements of financial statements.
- • Accrual, going concern, and fair value measurement bases.
- • How reporting choices shape risk visibility.
- • Governance over financial reporting and internal control.
- • Behavioural and ethical pressures in reporting.
- • Case discussion: a risk that reporting failed to disclose.
Revenue, Leases, and Non-Current Assets
- • IFRS 15 five-step revenue recognition and performance obligations.
- • Variable consideration, contract assets, and contract liabilities.
- • IFRS 16 lease identification and right-of-use assets.
- • Lease liabilities and their effect on gearing and covenants.
- • IAS 16, IAS 38, and IFRS 5 asset treatment.
- • Asset-related risk reporting and covenant exposure.
- • Workshop: assessing covenant risk after IFRS 16 adoption.
Financial Instruments and Impairment
- • IFRS 9 classification and measurement categories.
- • Expected credit loss modelling and provisioning.
- • IAS 36 impairment testing and cash-generating units.
- • IAS 37 provisions and contingent liabilities.
- • IAS 2 inventory and net realisable value.
- • Disclosure requirements for instruments and impairment.
- • Exercise: reflecting impairment and ECL in risk reporting.
Group Reporting and Translation Risk
- • IFRS 10 control and consolidation basics.
- • IFRS 3 business combinations and goodwill impairment risk.
- • Non-controlling interests and intra-group eliminations.
- • IAS 21 foreign currency translation and translation exposure.
- • Reporting for group treasury operations.
- • Segment reporting under IFRS 8.
- • Workshop: identifying translation risk in a group structure.
Treasury Risk Framework and Liquidity Risk
- • Treasury risk taxonomy and governance structure.
- • Risk appetite, limits, and delegated authority.
- • Liquidity risk measurement: cash flow gaps and coverage ratios.
- • Stress testing and scenario analysis for liquidity.
- • Contingency funding plans and liquidity buffers.
- • Bank relationship and facility diversification.
- • Exercise: building a liquidity risk dashboard.
Interest Rate Risk Management
- • Sources of interest rate exposure and repricing gaps.
- • Duration, basis point value, and sensitivity analysis.
- • Yield curve concepts and repricing schedule construction.
- • Interest rate swaps, caps, floors, and collars.
- • Fixing versus floating funding mix decisions.
- • Modelling interest rate risk in earnings and value.
- • Simulation: managing a repricing gap within limits.
Foreign Exchange Risk Management
- • Transaction, translation, and economic exposure.
- • Exposure identification and netting across the group.
- • FX forwards, swaps, and option strategies.
- • Natural hedging and currency of borrowing.
- • FX limits, stop-loss rules, and reporting.
- • Policy documentation and dealer mandates.
- • Exercise: designing an FX hedging programme for a policy.
Credit and Counterparty Risk
- • Credit risk from receivables and from treasury counterparties.
- • Credit assessment frameworks and internal rating basics.
- • Counterparty exposure measurement and netting agreements.
- • Collateral, credit support annexes, and ISDA documentation.
- • Concentration risk and diversification limits.
- • Provisioning under IFRS 9 and risk reporting link.
- • Workshop: assessing and limiting counterparty exposure.
Hedge Accounting, Controls, and Governance
- • Hedge accounting under IFRS 9: cash flow, fair value, and net investment.
- • Hedge documentation, effectiveness testing, and ineffectiveness.
- • Discontinuation and rebalancing of hedges.
- • Treasury controls: segregation of duties, confirmations, and payment controls.
- • Fraud prevention in treasury operations.
- • Limits monitoring, exception reporting, and escalation.
- • Exercise: documenting a hedge and its effectiveness test.
Integrated Risk Reporting and Capstone
- • Building a treasury risk report for the board.
- • Integrating IFRS disclosures with risk reporting.
- • Risk-adjusted performance and cost of hedging.
- • Stress testing, scenario planning, and reverse stress testing.
- • Improving treasury capability and succession planning.
- • Lessons learned and action planning.
- • Capstone: presenting an integrated reporting and treasury risk framework.
Conclusion
By successfully completing The 10-Day International Financial Reporting & Treasury Risk Management, participants will gain an integrated command of IFRS reporting, financial instrument treatment, liquidity, interest rate, FX and credit risk, hedging, and treasury governance. They will acquire skills in applying key standards, measuring and hedging treasury exposures, documenting hedge accounting, and reporting risk to the board. Gentex Training Center designs the programme to help professionals connect reporting quality with treasury risk control.
FAQs
— What is the "The 10-Day International Financial Reporting & Treasury Risk Management" course about?
It connects what an organization reports with the risks it carries. The course spans the IFRS framework, revenue, leases and non-current assets, financial instruments and impairment, group reporting and translation risk, and treasury risk covering liquidity, interest rate, FX, credit, hedging and governance.
— What are the key benefits of the "The 10-Day International Financial Reporting & Treasury Risk Management" course?
You gain a connected view of reporting and risk, since financial instruments sit at the centre of both. The course improves instrument and impairment treatment, strengthens risk measurement and hedging decisions, and gives you treasury controls and risk reporting that withstand audit and board scrutiny.
— What skills will I gain from the "The 10-Day International Financial Reporting & Treasury Risk Management" course?
You will develop four core skills: applying IFRS standards to reporting and instruments, treasury risk identification and measurement across liquidity, interest rate, FX and credit, hedging strategy with hedge accounting documentation, and treasury controls with governance and board risk reporting.
— What tools, methods, or standards are covered in the "The 10-Day International Financial Reporting & Treasury Risk Management" course?
The course covers the IASB conceptual framework, qualitative characteristics and elements of financial statements, fair value measurement, IFRS 15 five-step revenue recognition, variable consideration and contract assets and liabilities, IFRS 16 lease identification and right-of-use assets and lease liabilities, IAS 16, IAS 38 and IFRS 5 asset treatment, IFRS 9 classification and measurement and expected credit loss, IAS 36 impairment testing and cash-generating units, IAS 37 provisions and contingent liabilities, IAS 2 inventory and net realisable value, IFRS 10 consolidation, IFRS 3 business combinations and goodwill, IAS 21 foreign currency translation, IFRS 8 segment reporting, treasury risk taxonomy and risk appetite and limits, liquidity gap analysis and coverage ratios, stress testing and scenario analysis and reverse stress testing, contingency funding plans and liquidity buffers, repricing gap analysis, duration and basis point value and sensitivity analysis, yield curve and repricing schedule construction, interest rate swaps, caps, floors and collars, FX transaction, translation and economic exposure, exposure netting, FX forwards, swaps and options, natural hedging, stop-loss rules and dealer mandates, credit assessment and internal rating, counterparty exposure measurement and netting agreements, ISDA documentation and credit support annexes, concentration and diversification limits, IFRS 9 hedge accounting for cash flow, fair value and net investment hedges, hedge documentation and effectiveness testing and discontinuation, segregation of duties and confirmations and payment controls, limits monitoring and exception reporting and escalation, and risk-adjusted performance and cost of hedging.
— How is the "The 10-Day International Financial Reporting & Treasury Risk Management" course applied in real-world practice?
Participants apply it to real work such as assessing covenant risk after IFRS 16 adoption, reflecting impairment and expected credit loss in risk reporting, identifying translation risk in a group structure, building a liquidity risk dashboard, managing a repricing gap within limits, designing an FX hedging programme, documenting a hedge and its effectiveness test, and presenting a treasury risk report to the board. The same methods support stress testing and treasury audit preparation.
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