ALM and balance sheet management: advanced workshop
View AgendaKey reasons to attend
- Learn from practical examples and a simulation tool
- Optimise organisational capital and liquidity
- Navigate the role of treasury in the green finance landscape
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About the course
In this interactive in-person learning event participants will enhance their ALM knowledge by studying some of the most relevant risks related to ALM, such as capital, liquidity and interest rate risk.
Key practical sessions will deep dive into the appropriate structures and current regulatory highlights pertaining to ALM. Participants will develop their understanding on the topic by studying the stress-testing implications and frameworks within a dynamic balance sheet, such as applying warning indicators and reverse stress-testing.
Learn about the latest developments of green assets and liabilities and how these impact the balance sheet. Relevant and interactive case studies will push participants to engage in in-depth discussions and exercises with their peers and expert tutor.
Pricing options*:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
Learning objectives
- Explore practical case studies of asset-liability management (ALM)
- Determine the appropriate amount of capital on a balance sheet
- Build a robust funds transfer pricing framework
- Apply best stress-testing practices for balance sheet management
- Respond to risk governance failures by learning from relevant examples
- Assess the modelling of non-maturing deposits
Who should attend
Relevant departments may include but are not limited to:
- ALM
- Asset-liability committee members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Agenda
This workshop is part of Risk Live Asia which will take place two days before the conference. Click here to learn more about the workshop and conference rates.
September 22-23, 2025
In-person. Location: Singapore
Venue: CityHub Collyer Pte Ltd, 20 Collyer Quay, Level 23, Singapore 049319
Sessions:
- Capital management
- Case study
- Liquidity risk management
- Case study
- Interest rate risk management
- Case study
- Funds transfer pricing
- Asset-liability committee role play: balance sheet management and regulatory change
- Green balance sheet transformation
- Case study
- Balance sheet stress-testing
- Simulation tool
Tutor:
- Ajay Surana, co-founder, Augury Insights
Tutors
Ajay Surana
Co-founder
Augury Insights
Ajay Surana has 20 years of professional experience in the financial services, consulting and technology industry. He has managed risk, compliance and performance management practices for large financial technology firms in the Asia-Pacific (APAC) region.
He has worked with over 75 financial institutions in APAC, the US and Europe on various engagements in the areas of treasury, Asset-liability management, balance sheet management, regulatory compliance, Basel II and III, risk technology transformation and business process re-engineering.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Progress on US banks’ EVE transparency grinds to a halt
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
- Banks cry foul over shock decision from Basel Committee
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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