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 ALM and balance sheet 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 in ALM 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 ALM for capital markets as well as 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 in the fields of ALM and balance sheet management.

What will you learn?
  • Effective management and optimisation of the balance sheet
  • 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:

  • Risk
  • Asset liability management
  • Balance sheet management
  • Treasury
  • Liquidity
  • Capital management
  • Compliance
Online training

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

CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

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