Treasury & Financial Markets#1047
Bank Treasury Management
Explains how a bank treasury manages liquidity, funding and balance sheet structure, linking ALM, cash flow management and risk control to strategic objectives.
5 Days·Classroom
Asset & Liability Management
Teaches balance sheet management through gap and duration analysis, earnings-at-risk and economic value measures that balance liquidity, capital and profit.
TFM · Treasury & Financial Markets#1049Classroom
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Sectors:Finance, Investment & BankingCategories:Treasury & Financial Markets
Course Overview
Asset & Liability Management (ALM) is a comprehensive professional training course designed to equip banking and financial professionals with the knowledge, strategic perspective, and practical skills required to effectively manage balance sheet risks while optimizing profitability, liquidity, and capital efficiency. In today's dynamic financial environment, characterized by fluctuating interest rates, changing market conditions, evolving regulatory requirements, and increasing economic uncertainty, Asset & Liability Management has become a critical strategic function that supports financial stability, strengthens resilience, and enhances long-term organizational performance. This course provides participants with a structured understanding of Asset & Liability Management principles, methodologies, and governance frameworks used by banks and financial institutions worldwide. Participants will explore balance sheet management, liquidity management, funding strategies, interest rate risk in the banking book (IRRBB), capital management, cash flow forecasting, gap analysis, duration analysis, earnings-at-risk, economic value analysis, and stress testing techniques. The program emphasizes how effective ALM enables financial institutions to balance risk and return while meeting regulatory expectations and strategic business objectives. The program also examines the governance structure supporting Asset & Liability Management, including the role of the Asset and Liability Committee (ALCO), treasury coordination, risk management integration, internal controls, performance measurement, regulatory reporting, contingency funding planning, and Basel-related liquidity and capital requirements. Participants will gain practical knowledge of aligning ALM with Enterprise Risk Management, Treasury Management, Market Risk Management, Liquidity Risk Management, Finance, and strategic planning to strengthen organizational decision-making. Through practical case studies, financial simulations, and interactive workshops, participants will strengthen their ability to evaluate balance sheet structures, assess financial risks, optimize funding strategies, interpret ALM performance indicators, and support executive decision-making. By the end of the course, participants will be equipped to improve balance sheet management, strengthen liquidity planning, enhance interest rate risk management, support regulatory compliance, and achieve sustainable financial performance through effective Asset & Liability Management.
Learning Objectives
- Analyze Asset & Liability Management principles and evaluate their implementation within banking and financial institutions by the end of the course.
- Develop comprehensive ALM frameworks aligned with strategic objectives, international banking standards, and regulatory requirements.
- Evaluate balance sheet structures, liquidity positions, funding sources, and capital adequacy to support effective financial decision-making.
- Apply gap analysis, duration analysis, earnings-at-risk, and economic value methodologies to manage interest rate risk.
- Design integrated strategies for liquidity management, funding optimization, capital planning, and balance sheet management.
- Improve Asset & Liability Management governance through effective ALCO oversight, internal controls, performance monitoring, and executive reporting.
- Strengthen stress testing, scenario analysis, and contingency funding planning to enhance organizational resilience.
- Implement Key Risk Indicators (KRIs), Key Performance Indicators (KPIs), and management dashboards to monitor ALM performance.
- Assess emerging risks associated with digital banking, financial technology, changing interest rate environments, and evolving regulatory expectations.
- Align Asset & Liability Management with Treasury Management, Enterprise Risk Management, Finance, Liquidity Risk Management, and corporate governance before course completion.
Who Should Attend
This course is designed for Asset & Liability Management (ALM) Managers, Treasury Managers, Liquidity Risk Managers, Market Risk Managers, Finance Managers, Capital Management Specialists, Treasury Analysts, Financial Controllers, Enterprise Risk Managers, Banking Operations Managers, Investment Managers, Internal Audit Managers, Internal Control Managers, Regulatory Reporting Professionals, Compliance Managers, and professionals responsible for balance sheet management within banks and financial institutions.
The program is equally valuable for Chief Financial Officers, Chief Risk Officers, Chief Treasury Officers, Executive Management Teams, Asset and Liability Committee (ALCO) members, Board Risk Committee members, Audit Committee members, Treasury Dealers, Financial Analysts, Central Bank Professionals, Banking Supervisors, Insurance Companies, Investment Firms, Payment Institutions, FinTech Organizations, and senior executives responsible for financial strategy, balance sheet optimization, liquidity management, treasury governance, and enterprise-wide risk management.
Learning Outcomes
- By the end of this course, participants will be able to:
- Develop an integrated Asset & Liability Management framework aligned with international banking standards and regulatory expectations.
- Evaluate balance sheet structures, liquidity positions, funding strategies, and capital allocation decisions.
- Apply advanced ALM methodologies including gap analysis, duration analysis, earnings-at-risk, and economic value analysis.
- Design effective liquidity management strategies and contingency funding plans that strengthen financial resilience.
- Manage interest rate risk in the banking book (IRRBB), liquidity risk, funding risk, and market risk through integrated ALM practices.
- Develop governance structures that strengthen ALCO effectiveness, internal controls, and executive decision-making.
- Prepare executive ALM reports, performance dashboards, and regulatory submissions using Key Risk Indicators (KRIs) and Key Performance Indicators (KPIs).
- Integrate Asset & Liability Management with Treasury Management, Enterprise Risk Management, Finance, and strategic planning.
- Assess emerging ALM challenges associated with digital transformation, financial technology, evolving financial markets, and changing regulatory requirements.
- Develop a practical implementation roadmap to strengthen Asset & Liability Management, improve balance sheet optimization, enhance liquidity resilience, support regulatory compliance, and achieve sustainable financial performance.
Course Outline
Course Outline:
Foundations of Asset & Liability Management
- Principles and objectives of Asset & Liability Management
- Balance sheet structure and financial interrelationships
- Governance framework and the role of the Asset and Liability Committee (ALCO)
- Regulatory expectations and international banking standards
- Practical application: Evaluating the balance sheet structure of a banking institution
Liquidity Management and Funding Strategies
- Liquidity management principles
- Funding diversification and funding strategy development
- Cash flow forecasting and liquidity planning
- Capital management fundamentals
- Practical application: Developing liquidity and funding management strategies
Interest Rate Risk and Balance Sheet Risk Management
- Interest Rate Risk in the Banking Book (IRRBB)
- Gap analysis and duration analysis
- Earnings-at-Risk (EaR) and Economic Value of Equity (EVE)
- Stress testing and scenario analysis
- Practical application: Assessing balance sheet risks using ALM analytical techniques
Governance, Performance Measurement, and Regulatory Reporting
- ALCO governance and executive oversight
- Key Risk Indicators (KRIs) and Key Performance Indicators (KPIs)
- Regulatory reporting and Basel-related liquidity requirements
- Integration with Treasury Management and Enterprise Risk Management
- Practical application: Designing ALM dashboards and executive reporting frameworks
Building a High-Performance Asset & Liability Management Framework
- Integrating Asset & Liability Management with strategic financial planning
- International best practices and evolving ALM frameworks
- Digital transformation and innovation in balance sheet management
- Continuous improvement of ALM governance and performance
- Final workshop: Developing a comprehensive Asset & Liability Management implementation plan that includes balance sheet optimization, liquidity management, funding strategy development, interest rate risk management, stress testing, contingency funding planning, ALCO governance, regulatory reporting, performance measurement, and continuous improvement initiatives to strengthen financial resilience, optimize capital utilization, support regulatory compliance, and achieve sustainable banking performance.
Upcoming Dates
Selected date
Marrakesh · 21 – 25 Dec 2026 · Classroom
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| City | Dates | Price per Participant | Early Bird | |
|---|---|---|---|---|
CairoScheduled | 2 – 6 Nov 2026 | €3,300 | — | |
MilanScheduled | 2 – 6 Nov 2026 | €6,000 | — | |
Kuala LumpurScheduled | 2 – 6 Nov 2026 | €4,400 | — | |
LisbonScheduled | 9 – 13 Nov 2026 | €5,400 | — | |
CasablancaScheduled | 9 – 13 Nov 2026 | €4,300 | — | |
MunichScheduled | 9 – 13 Nov 2026 | €5,400 | — | |
MuscatScheduled | 16 – 20 Nov 2026 | €5,300 | — | |
DammamScheduled | 16 – 20 Nov 2026 | €4,200 | — | |
LondonScheduled | 16 – 20 Nov 2026 | €5,600 | — | |
OnlineScheduled | 22 – 26 Nov 2026 | €1,700 | €1,530until 2 Nov | |
MadinahScheduled | 23 – 27 Nov 2026 | €4,200 | €3,780until 2 Nov | |
AmmanScheduled | 23 – 27 Nov 2026 | €3,100 | €2,790until 2 Nov | |
DohaScheduled | 23 – 27 Nov 2026 | €4,400 | €3,960until 2 Nov | |
DubaiScheduled | 29 Nov – 3 Dec 2026 | €4,400 | €3,960until 9 Nov | |
ParisScheduled | 30 Nov – 4 Dec 2026 | €5,700 | €5,130until 9 Nov | |
AmsterdamScheduled | 30 Nov – 4 Dec 2026 | €5,400 | €4,860until 9 Nov | |
MadridScheduled | 30 Nov – 4 Dec 2026 | €5,400 | €4,860until 9 Nov | |
FrankfurtScheduled | 7 – 11 Dec 2026 | €5,800 | €5,220until 16 Nov | |
MakkahScheduled | 7 – 11 Dec 2026 | €4,200 | €3,780until 16 Nov | |
BakuScheduled | 7 – 11 Dec 2026 | €4,800 | €4,320until 16 Nov | |
RomeScheduled | 7 – 11 Dec 2026 | €5,800 | €5,220until 16 Nov | |
BarcelonaScheduled | 14 – 18 Dec 2026 | €5,400 | €4,860until 23 Nov | |
GenevaScheduled | 14 – 18 Dec 2026 | €6,300 | €5,670until 23 Nov | |
ManamaScheduled | 14 – 18 Dec 2026 | €4,700 | €4,230until 23 Nov | |
BerlinScheduled | 21 – 25 Dec 2026 | €5,800 | €5,220until 30 Nov | |
IstanbulScheduled | 21 – 25 Dec 2026 | €4,700 | €4,230until 30 Nov | |
MarrakeshScheduled | 21 – 25 Dec 2026 | €4,300 | €3,870until 30 Nov | |
MilanScheduled | 28 Dec 2026 – 1 Jan 2027 | €6,000 | €5,400until 7 Dec | |
Kuala LumpurScheduled | 28 Dec 2026 – 1 Jan 2027 | €4,400 | €3,960until 7 Dec | |
CairoScheduled | 28 Dec 2026 – 1 Jan 2027 | €3,300 | €2,970until 7 Dec |
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