AI in Bank Treasury

BTRM Advanced Treasury Masterclass Series

AI in Bank Treasury by Thomas Ho & Andrea Cremonino

Course Overview:

The BTRM Masterclass: AI in Bank Treasury is an advanced, practice-focused programme designed for treasury, ALM, risk and finance professionals who want to understand and implement Artificial Intelligence within bank treasury functions.

Delivered in two intensive parts (plus online assessment), the course bridges modelling theory, treasury practice, and strategic decision-making. Participants move from understanding core AI concepts to designing, deploying and governing AI solutions within ALCO and balance sheet management processes.

Part I, led by Andrea Cremonino, builds the technical and functional foundation. It introduces Artificial Intelligence as a modelling paradigm and explores the practical integration of Machine Learning (ML), Generative AI, Large Language Models (LLMs), Small Language Models (SLMs), and Agentic AI into treasury activities such as:

Cash flow forecasting
FX and interest-rate risk management
Liquidity and funding management
Treasury policy automation
ALCO dashboard production
Middle-office controls and data validation

Participants engineer a full AI-driven cash flow forecasting case study, covering target definition, variable selection, model testing, backtesting, hallucination mitigation, and monitoring. The module concludes with a transition to Agentic AI systems capable of autonomously initiating treasury actions and addresses governance, explainability, model oversight, and data infrastructure.

Part II, led by Tom Ho, demonstrates how AI becomes embedded into the routine ALCO process. Through real-world illustrations, participants examine AI-generated Management Information (MI) and CAMELS-based analysis, strategic and tactical recommendations, and agent collaboration across treasury, risk, and finance functions. The programme highlights how AI supports integrated Asset–Liability Management (ALM), scenario simulation, capital optimisation, and risk-appetite-adjusted strategy selection.

The course culminates in an online multiple-choice assessment to validate conceptual understanding and practical application.

This masterclass is designed not as a theoretical introduction to AI, but as a treasury implementation roadmap equipping participants to move from experimentation to structured deployment within regulated banking environments.

Start Date: Wednesday 3rd June
Limited Availability: Enrol today
Delivery Mode: Live Online (flexible learning over 6 weeks, 1 lecture per week)
Global Start Time: Accessible for many participants worldwide.
Structured Assessment: Multiple-Choice Test & Certificate
Total Lecture Hours: 22 hours
Instructor: Thomas Ho & Andrea Cremonino
Empowering Global Talent: Emerging Markets Subsidy
BTRM Alumni and Current Students: 40% Discount (off the standard fee)

Learning Outcomes:

By the end of this programme, participants will be able to:

1. Understand AI in a Treasury Context

Distinguish between Artificial Intelligence, Machine Learning, Generative AI, LLMs, SLMs, and Agentic AI.
Explain how AI functions as a modelling and decision-support framework within bank treasury.
Identify suitable treasury and ALCO use cases for AI deployment.

2. Apply AI to Core Treasury Functions

Design AI-supported cash flow forecasting frameworks using time-series and causal models.
Apply AI techniques to FX risk management, structural and tactical hedging strategies.
Use AI to automate treasury policy documentation, reporting, and ALCO dashboard production.
Improve data validation and middle-office control processes through ML-driven checks.

3. Engineer and Evaluate AI Models

Define modelling objectives and identify relevant financial data sources.
Select explanatory variables and test model robustness.
Conduct backtesting and ongoing performance monitoring.
Mitigate AI hallucinations using techniques such as Retrieval-Augmented Generation (RAG).

4. Integrate AI into ALCO and Strategic Decision-Making

Interpret AI-generated MI and CAMELS analyses.
Translate AI outputs into strategic and tactical balance sheet actions.
Evaluate capital structure optimisation, interest-rate calibration, liquidity resilience, and portfolio rebalancing strategies.
Conduct scenario-driven simulations and “What-If” analyses using agent collaboration frameworks.

5. Design Agentic AI Workflows

Move from passive analytics to action-oriented AI agents.
Structure agent collaboration across treasury, risk, and CFO functions.
Apply functional good practices in agent design.

6. Establish AI Governance and Control

Implement appropriate governance frameworks for AI model development and oversight.
Address explainability, model risk, and “black box” concerns.
Design data infrastructure and prompt repository controls suitable for regulated environments.

Weekly Forum:

Q&A weekly lecture forum. Students can submit question on the forum that will be answered live in weeks 2, 3, 4, 5 and 6.

Multiple-Choice Test & Certificate:

The BTRM Advanced Treasury Masterclass Series ends with a Multiple-Choice Test. This test is available until Wednesday 15th June.

Learning Resource:

Students get to keep the training for 12 months post course.

Pricing Structure:

Standard Fee – £2875.00 + UK VAT
BTRM 40% Alumni & Students – £1725.00 + UK VAT – Please submit an enquiry
Discounts Available: Super Early Bird 20% & Early Bird 10%
Emerging Markets Discount – Please submit an enquiry
Group Discount – If 2 or more people from your institution wish to join the masterclass please contact us.
VAT exemption – If you are a non UK or EU resident, you are exempt from VAT.

4-Week Flexible Global Learning

The BTRM Advanced Treasury Masterclasses run over six weeks in a live online format offering a highly effective learning experience by balancing depth, flexibility, and Faculty engagement. With a start time of 4pm UK time BST / 5pm CEST / 8:30pm IST / 11:00am EST, enabling students to join live from many locations around the world. This structure allows participants to absorb complex Ai in Bank Treasury concepts at a manageable pace, reinforcing understanding via lectures, case studies and testing.

The live format encourages real-time interaction with the Faculty instructors and peers, fostering deeper discussions and immediate problem solving. Spacing the sessions weekly also accommodates the busy schedules of banking professionals, ensuring minimal disruption to daily responsibilities while maximising learning retention and practical application. The course ends with a structured assessment multiple-choice test & certificate. Students get to keep the course in their own personal BTRM educational portal for 12 months.