ALM and balance sheet management: fundamental principles

About the course

This live virtual learning event will expand on how to operate an efficient ALM model in an unstable environment as well as the impact of ALM within treasury operations.

Sessions will examine liquidity risk, interest rate risk and the future of ALM and balance sheet management. Participants will explore the Alco process and best practices for treasury in supporting banking strategies. As volatile markets and volatile rates leave room for uncertainty, participants will gain insight into managing scenarios with a lack of relevant historical data and how to overcome challenges related to regulatory requirements. 

Led by field experts, highly interactive exercises will encourage discussion about best practices in balance sheet management and learning how to implement strategies in their workplaces.

Avoid the price increase - book by December 31, 2024 

Save up to $1,000*. Use promo code ‘LOCK24’ at checkout or contact us at learning@risk.net for more details.

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

Tutors

Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

View bio

Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP  for a number of financial institutions.

Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.

Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners. Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”. In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.

Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.

Karl Rubach Risk Learning Faculty

Managing Director

IBM solutions

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

• Banks cry foul over shock decision from Basel Committee
• One year on, regulators still want a cure for bank runs
• How the rate hike cycle emboldened banks’ deposit modelling

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.

Books and Journals:

• The Handbook of ALM in Banking (2nd Edition)