ALM and balance sheet management: fundamental principles
View AgendaKey reasons to attend
- Understand the evolution of asset-liability management (ALM) and the Asset-Liability Committee’s (Alco’s) processes
- Manage balance sheets in volatile rates environments
- Explore interest rate risk and non-maturing deposits
Customised solutions
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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review.
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
Learning objectives
- Operate an efficient ALM model and manage model risk
- Mitigate ALM-associated risks and the impact of lack of historical data
- Optimise the balance sheet
- Manage capital adequacy and maintain regulatory compliance
- Identify how key strategic treasury decisions are made
- Determine an effective risk appetite strategy within ALM
Who should attend
Relevant departments may include but are not limited to:
- Alco members
- Liquidity risk
- Risk management
- Treasury
- Balance sheet management
- Stress-testing
- Interest rate risk
Agenda
February 4–6, 2025
Live online. Timezones: Emea/Americas
Sessions:
- The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process
- ALM risk mitigation
- Overview of liquidity risk
- Interest rate risk and ALM management
- Balance sheet management
- Challenges and the future of ALM and balance sheet management
July 8–10, 2025
Live online. Timezones: Emea/Americas
Sessions:
- The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process
- ALM risk mitigation
- Overview of liquidity risk
- Interest rate risk and ALM management
- Balance sheet management
- Challenges and the future of ALM and balance sheet management
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.
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