ALM, Interest Rate and Liquidity Risk Management

Sessions include the evolution of ALM & the ALCO process, managing interest rate risk, and stress testing liquidity and the balance sheet.

Join us for this interactive online course focused on developing successful asset liability management strategies.

Spread over four days, participants will have the opportunity to engage with technical content on key topics and challenges in ALM through in-depth discussions between participants and expert speakers.

Build on your knowledge of integrating balance sheet management optimisation strategies as well as managing interest rate risk in low/negative markets, and the essential topic of funds transfer pricing.

Sessions will deep dive into how to define, create and integrate liquidity stress testing scenarios, alongside the implementation challenges and regulatory expectations of ICAAP/ILAAP.

The technical content is compressed into 60 minute sessions with presentations delivered by subject matter experts.

What will you learn?
  • Effective management of ALM model risk
  • How to manage interest rate risk for ALM in low/negative rate environments
  • Successful creation of stress testing frameworks for extreme events
  • Integration challenges for ICAAP/ILAAP
  • Understand LCR, NSFR and intra-day liquidity risk management
  • How to reassess ALM strategies in response to Ibor reform
Who should attend?

Relevant departments may include but are not limited to:

  • Asset liability management
  • Interest rate risk
  • Liquidity risk
  • Balance sheet management
  • Funds transfer pricing
Sessions Include
  • The evolution of ALM & the ALCO process

  • Managing interest rate risk

  • Funds transfer pricing

  • Balance sheet management

  • Liquidity risk frameworks

  • Stress testing liquidity and the balance sheet

  • ICAAP and ILAAP integration

  • IBOR reform

Pricing Options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings 

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 Risk.net 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.

View all courses