ALM, Interest Rate and Liquidity Risk Management

Develop your knowledge of ALM treasury by the management of the balance sheet through Interest Rate Risk management/measurement, Funds Transfer Pricing, addressing liquidity and capital stress testing

Join us this November for a 4-day interactive, virtual course expertly created to discuss and explore the role of asset liability committee and the ALM function within treasury.

Attendees will gain in-depth knowledge surrounding a range of current and trending topics including the role of ALM and the ALCO process, as well as balance sheet management optimisation and the role of FTP and liquidity. 

Sessions are led by various subject-matter experts, with certain focuses on ICAAP and ILAAP integration and discussing updated content on the Ibor reform. There is also the opportunity to develop a better understanding of interest rate risk management, addressing the impact of low/negative rates.

Participants will be able to enhance their understanding of the challenges facing the treasury risk framework such as digital currencies and the potential effect on the financial industry.

What will you learn?
  • Knowledge of the ALM regulatory environment
  • How to create and maintain an effective ALM strategy
  • How to integrate strategic ALM and optimise the balance sheet
  • How IRR metrics and scenarios impact on behavioural modelling and interest rate risk
  • How to model balance sheet risk to optimise balance sheet management
  • FTP concepts and how they affect liquidity reporting
  • Application of machine learning and big data to balance sheet management
Who should attend

Relevant departments may include but are not limited to: 

  • Auditors
  • Commodities 
  • Credit analysts 
  • Investment management
  • Treasurers 
  • Traders
  • Consultants 
  • Regulators

Live Virtual training courses


Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.