ALM, Interest Rate and Liquidity Risk Management

Expand your knowledge of the impact of ALM in treasury and how to manage and optimise the balance sheet through FTP, IRR management, liquidity and capital management, and dynamic stress testing.

Join us for this 4‒day interactive, virtual course developed to explore the impact and role of asset liability committee and the ALM function within treasury. 

Key sessions will examine the regulatory and benchmark reform influence on ALM, tools for integration of balance sheet optimisation and the role of FTP in steering the balance sheet. Participants will develop their knowledge of interest rate risk management and the consequences of low/negative rates.

Led by a diverse group of subject-matter experts, sessions deep-dive into accessing and improving liquidity risk frameworks, active capital management, ICAAP and ILAAP integration, and stress testing within balance sheet management.

Participants have the opportunity to build on their understanding of the challenges facing the treasury risk framework such as data quality and data lineage and system architecture and transformation. 
 

What will you learn?
  • Understand the role of ALCO and the ALM function within treasury

  • Successful integration of balance sheet optimisation with BAU

  • How to steer the balance sheet through FTP

  • The consequences of low/negative rates in IRR management

  • How to assess liquidity pools and utilise active capital management 

  • Utilising stress testing for forecasting and funding decisions 

Who should attend?

Relevant departments may include but are not limited to:

  • Asset liability management

  • ALCO members

  • Interest rate risk

  • Liquidity risk

  • Risk management

  • Balance sheet management

  • Stress testing

Sessions Include
  • Evolution of ALM and ALCO process

  • Managing and optimising the balance sheet 

  • Funds transfer pricing

  • Managing interest rate risk

  • Liquidity risk frameworks

  • Capital management, ICAAP and ILAAP integration

  • Stress testing within balance sheet management

  • Challenges for the treasury risk framework 

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.

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E-Learning

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

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