ALM and balance sheet management: advanced level
View AgendaKey reasons to attend
- Make balance sheet management a driver for improving returns
- Understand how accurate behaviourally adjusted risk profiling can improve deposit quality
- Address the implications of regulatory developments on capital management
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About the course
This advanced course equips participants with an in-depth understanding of the three core ALM risks — interest rate risk, liquidity risk and capital risk — along with the most effective strategies for managing them.
Building on this foundation, dedicated sessions on funds transfer pricing (FTP) and stress-testing focus on maximising the effectiveness of these tools within ALM. Attendees will examine the application of FTP curves to balance sheet products and how to connect scenario design with balance sheet management.
Participants will engage with Excel-based case studies and interactive breakout sessions that bring the theory to life and encourage peer-to-peer learning. Regulatory developments are addressed throughout, ensuring attendees leave with practical tools to maintain compliance in today’s volatile environment.
What participants say:
- “The course effectively broke down complex ALM topics, making them easier to understand and apply in real-world scenarios”
- “This course provided a well-structured deep dive into advanced ALM practices, equipping me with actionable strategies”
- “The tutor is highly qualified expert who explained intricate topics in a clear and accessible manner”
- “Appreciated the hands-on approach of the course, practical simulations and case studies provided a great way to reinforce key concepts”
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: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
- Determine the appropriate amount of capital on a balance sheet
- Build a robust funds transfer pricing (FTP) framework
- Apply best stress-testing practices for balance sheet management
- Determine the risk appetite for the economic value of equity
- Manage liquidity in periods of extreme stress
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
September 16–18, 2025
Live online. Time zones: Emea/Americas
Sessions:
- Interest rate risk management - IRRBB
- Interest rate risk management - CSRBB
- 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
Tutor:
- Giovanni Campo, Head of asset-liability management and liquidity risk competence line international markets, Prometeia
December 2–4, 2025
Live online. Time zones: Emea/Apac
Sessions:
- Capital management
- Liquidity management
- Case study: growing core loans and improving deposit quality
- Interest rate risk management
- Case study: digital bank interest rate risk challenges
- Funds transfer pricing
- Asset-liability committee role-play exercise: balance sheet management and regulatory change
- Green balance sheet transformation
- Case study: green bank balance sheet review
- Balance sheet stress-testing
- Simulation tool
Tutor:
- Nicholas Wood, Founder, FinTorque
View detailed agenda
Introduction to the course run by Nicholas Wood
Tutors
Giovanni Campo Risk Learning Faculty
Head of asset-liability management and liquidity risk competence line international markets
Prometeia
Giovanni is associate partner and head of asset liability management (ALM) and liquidity risk competence line for international markets at Prometeia.
Subject matter expert in balance sheet management and treasury risks, he has developed a deep experience in interest rate risk of the banking book and credit spread risk of the banking book, behavioural models, fund transfer pricing and hedge accounting.
Currently leading commercial initiatives and delivery projects of ALM and balance sheet risks solutions of the International Risk Practice.
Recent assignments include major banking groups in Germany, Luxembourg, Austria, Greece, Cyprus, Romania, Moldova and Turkey.
Nicholas Wood Risk Learning Faculty
Founder
FinTorque
Nick is founder and CEO of FinTorque Pte Ltd a consulting company, providing bespoke Finance, Risk & Treasury solutions for FI’s. He also co-founded a Singapore Fintech Company, Augury Insights Pte Ltd which develops balance sheet simulation software and gamification of financial training.
Recent consultancy assignments include digital banks (Philippines, Malaysia, Singapore) and non-bank regulator (Cambodia). He has multiple training and speaking engagements both public and private with FI’s on Treasury, Risk & Finance in Asia, Middle East & Africa. He is a Risk faculty member of the London IBF.
He also advises fintech and e-tech start-ups on capital raising and international business expansion. Current advisory roles include a pre-series “A” insurtech company.
He was formerly a Financial Sector Consultant for the International Monetary Fund (IMF) analysing changes in the provision of financial services in global markets and how these are impacting financial stability, smooth functioning of markets and access to bank credit.
Prior to that he was a senior Treasury & Risk professional in 4 global banks for 35 years, mainly in Asia, managing highly profitable trading rooms, conducting balance sheet management reviews and administering Funds Transfer Pricing Policy.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Banking ALM outlook 2024
- Shocks to the system: how Basel IRRBB update affects new EU test
- Bank Capital and Liquidity
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.
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