ALM and balance sheet management: advanced level workshop
View AgendaKey reasons to attend
- Optimise organisational capital and liquidity
- Integrate climate risks into existing ALM frameworks
- Learn the implications of dynamic balance sheets and dynamic hedging
Customised solutions
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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 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.
Participants will learn how to analyse some of the latest ALM market events from diverse types of institutions where relevant and interactive case studies will push participants to engage in in-depth discussions and exercises with their peers and expert tutor.
Avoid the price increase - book by December 31, 2024
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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
- 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
- Assess the modelling of non-maturing deposits
- Examine regulatory requirements
- Master interest rate risk management
Who should attend
Relevant departments may include but are not limited to:
- ALM
- Alco members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Agenda
Venue: CityHub Collyer Pte Ltd, 20 Collyer Quay, Level 23, Singapore 049319
September 22-23, 2025
In-person. Location: Singapore
Sessions:
- Interest rate risk management
- Climate-related financial risks
- Liquidity risk management
- Fund transfer pricing (FTP) and integration with ALM analyses
- Capital management
- Stress testing and balance sheet management
- Reverse stress testing
Accreditation
The Risk.net resources below have been selected to enhance your learning experience:
- ALM banking practices for a new era in liquidity risk
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
- How higher interest rates are affecting bank liquidity
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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