In today’s dynamic financial environment, modern treasury functions within banks, NBFCs, and corporates face unprecedented challenges—interest rate volatility, liquidity shocks, regulatory pressures, and changing market microstructures. The ability to build, analyse, and deploy comprehensive risk models is no longer optional.
This is where Integrated Treasury Risk Modelling becomes indispensable.

Peaks2Tails, India’s most structured and practice-oriented platform for quant and risk modelling, empowers learners to master the complete spectrum of treasury risk—including liquidity risk, IRRBB, funding risk, capital adequacy, ALM analytics, stress testing, and behavioural modelling using both Excel and Python.

⭐ What Is Integrated Treasury Risk Modelling?

Treasury risk modelling integrates multiple risk components into a single, robust analytical framework:

  • Liquidity Risk
  • Interest Rate Risk in the Banking Book (IRRBB)
  • Market Liquidity & Funding Risk
  • ALM (Asset Liability Management)
  • Behavioural modelling (prepayments, early withdrawals, non-maturity deposits)
  • Stress testing & scenario analysis
  • Capital allocation and ICAAP/ILAAP alignment
  • Treasury portfolio analytics (bonds, derivatives, fixed income products)

A treasury risk professional must not only understand the theory but also know how to extract data, clean it, model it, validate it, and use it for decision-making.
Peaks2Tails prepares learners for this exact requirement.

🌐 Peaks2Tails – India’s Most Complete Ecosystem for Treasury & Quant Risk Training

Peaks2Tails brings together the four pillars of quant learning into one integrated platform:

✔ Theory Lectures

Understand the conceptual frameworks behind ALM, liquidity metrics, IRRBB principles, FTP, and Basel guidelines.

✔ Excel Animations & Illustrations

Visually break down concepts such as:

  • Gap analysis
  • Duration & convexity
  • EVE/NII sensitivities
  • Stress testing logic
  • Liquidity ratios and modelling algorithms

✔ Python Modelling

Implement treasury risk models in Python using:

  • Pandas/Numpy
  • Time series modelling
  • Bond valuation functions
  • Interest rate scenarios (parallel/steepener/flattening)
  • Liquidity simulation
  • IRRBB shocks and output interpretation

✔ Assignments & Graded Projects

Real-world case studies give learners the experience of working inside a bank’s treasury team.

✔ D-Forum (Modelling Discussion Platform)

Get expert answers, discuss model challenges, upload outputs, and collaborate with peers.

✔ Exam-Based Certification

Validate your competence with a structured assessment aligned to global risk standards.

🎯 What Makes Peaks2Tails Unique for Integrated Treasury Risk Modelling?

1. Full Coverage of Regulatory Frameworks

Students gain mastery over:

  • Basel III & Basel IV
  • Liquidity Coverage Ratio (LCR)
  • Net Stable Funding Ratio (NSFR)
  • IRRBB guidelines
  • ICAAP & ILAAP
  • Stress testing frameworks (EBA, RBI)

These are essential knowledge areas for treasury analysts, ALM teams, and risk professionals.

2. Real Treasury Modelling Using Excel + Python

Treasure risk models trained at Peaks2Tails include:

✔ Interest Rate Risk Modelling

  • Duration & convexity
  • EVE and NII metrics
  • Yield curve shocks
  • Rate-sensitive gap analysis

✔ Liquidity Risk Modelling

  • Cash flow mapping
  • Maturity ladder
  • Stress liquidity runoff
  • Contingency funding planning

✔ ALM Analytics

  • NMD modelling
  • Repricing gaps
  • FTP (Funds Transfer Pricing)
  • Balance sheet simulations

✔ Behavioural Models

  • Prepayment modelling
  • Early withdrawal assumptions
  • Sticky deposit analytics

✔ Treasury Portfolio Valuation

  • Bonds
  • Fixed income securities
  • Derivatives exposure
  • Duration-based hedging strategies

Students don’t only learn; they build these models through guided coding, Excel files, datasets, and case-based assignments.

📘 Recommended Peaks2Tails Courses for Treasury Risk

◎ ICAAP, ILAAP & IRRBB (Live + Recorded)

Provides the full regulatory and practical framework for treasury & interest rate risk.

◎ Deep Quant Finance

Builds valuation and fixed-income analytics fundamentals used by treasury desks.

◎ Market & CPD Risk

Complements treasury modelling by strengthening market risk intuition and quantitative foundations.

◎ New Age Excel

Essential for quick balance sheet analytics and treasury modelling.

◎ Stats for Finance (Hinglish)

Strong probability and statistics base needed for behavioural and scenario modelling.

Together, these create a complete pathway for Integrated Treasury Risk Modelling mastery.

🧩 D-Forum – A Dedicated Space for Treasury Risk Discussions

Students can engage in:

  • IRRBB model doubts
  • Liquidity modelling queries
  • Behavioural assumption explanations
  • Python code sharing
  • Excel file troubleshooting
  • Peer insights and expert feedback

D-Forum is India’s first and only dedicated modelling forum for quants and treasury risk learners.

🏅 Certification & Career Benefits

Exam-based certification demonstrates your mastery over:

  • ALM modelling
  • Liquidity metrics
  • IRRBB analytics
  • Scenario-based projections
  • Python-based treasury models

This certification strengthens your resume, supporting career growth in:

  • Treasury Risk
  • ALM
  • Liquidity Management
  • Interest Rate Risk
  • Market/Treasury Analytics
  • Regulatory Risk
  • Quantitative Finance Roles

🎓 Placement Assistance for Indian Students

Students who complete at least one full program get:

  • Structured resume enhancement
  • Model portfolio guidance
  • Mock interviews
  • Referral-based job assistance

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📍 About Peaks2Tails LLP

Address:
SHOP NO 9, OPPOSITE BIG BAZAR, VIP ENCLAVE
VIP Enclave, Kolkata, North 24 Parganas
West Bengal – 700059

Peaks2Tails is India’s most comprehensive platform for quant finance, treasury risk, market risk, credit risk, sustainability risk, ML for finance, Python modelling, Excel analytics, and exam-based quant certification.

🚀 Conclusion

For professionals aspiring to build careers in:

  • Treasury Risk
  • ALM & IRRBB
  • Liquidity Management
  • Regulatory Capital & ICAAP
  • Fixed Income Analytics
  • Quantitative Treasury Modelling
  • Market & Balance Sheet Risk

…Integrated Treasury Risk Modelling at Peaks2Tails offers the perfect mix of theory, Excel & Python modelling, regulatory insight, community support, and real-world assignments.

With its structured ecosystem—covering training, discussion forums, graded projects, and industry-oriented certification—Peaks2Tails stands out as the most powerful platform for mastering treasury and financial risk analytics.

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