ALM & Balance Sheet Management London

This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.


ALM & Balance Sheet Management

London, 20-21 March 2019

View Agenda Pricing & Registration

Join us for this informative two day training course which will cover in detail all of the need to know aspects of ALM, balance sheet management and optimisation.

Sessions will include the evolution of ALM, behavioural modelling and interest rate risk, funds transfer pricing and capital management.

This course is delivered by a variety of expert speakers and practitioners from leading banks and consultancies. 

Sessions Include
  • The Evolution of ALM & the ALCO process
  • Managing the Balance Sheet 
  • Behavioural Modelling and Interest Rate Risk
  • Funds Transfer Pricing 
  • Capital Management  
  • Basel III, Basel IV & Liquidity Frameworks
  • Strategic ALM; Integrating and Optimising the Balance Sheet
  • Utilising Machine Learning and Big Data in BSM
Who Should Attend

Relevant departments may include but are not limited to:

  • Treasury
  • Capital Management
  • Liquidity Management
  • Asset-Liability Management
  • Funds Transfer Pricing
  • Risk Management
What Will You Learn?
  • Comprehensive understanding of the ALM regulatory environment 
  • Strategic ALM and how to integrate and optimise the balance sheet 
  • IIR metrics and scenarios and how these impact on behavioural modelling and interest rate risk 
  • How to improve and optimise your balance sheet management 
  • The concepts around FTP and how this affects liquidity reporting 
  • Behavioural modelling and managing IRRBB in practice 

Radisson Blu Portman Hotel

22 Portman Square 
W1H 7BG 
United Kingdom 
Tel: +44 207 2086000

Venue information