An Interactive 5-Day Training Course
Assets and Liabilities Management (ALM) Masterclass
Banks Balance Sheet Management
Course Overview
This Assets and Liabilities Management (ALM) Masterclass training course offers an in-depth understanding of balance sheet management, liquidity, and interest rate risk management in banking. The training course addresses ALM principles, internal prices (FTP), liquidity and interest risk management, and regulatory compliance (IRRBB).
In today's dynamic financial landscape, mastering ALM processes is essential for professionals managing risks and profitability. Participants will learn how to apply advanced methods in ALM using case studies, excel-based calculations, and fintech-driven solutions.
This GLOMACS training course will highlight:
- Strategic balance sheet management principles
- Internal pricing models (FTP) and profitability
- Liquidity and interest risk management techniques
- Regulatory compliance (IRRBB)
- Application of fintech solutions in ALM
Training Outline
DAY 1: Introduction to ALM and Balance Sheet Management
- Financial Bank Management, Controlling, Margins and Structural revenues
- ALM role, responsibilities and principles
- Treasury and Financial Markets
- Asset and Liability Committee (ALCO)
- Internal Prices FTP (Funds Transfer Pricing)
- Interest Rate Benchmarks, benchmark reform and new benchmarks (SOFR, ESTER, SONIA, …)
- Financial mathematics: discount rates, yield curves
DAY 2: Liquidity Risk Management and FTP in Practice
- Managing liquidity in a bank: methodologies and scenarios
- Liquidity mapping, LQR gap construction and analysis
- Setting up FTP liquidity premiums (FTP LQR curve)
- Replication portfolio for liquidity management (NMD/NMA)
- Role of central banks in liquidity management
- Liquidity ratios (LCR/NSFR) and their impact on banks
- Internal liquidity adequacy assessment process (ILAAP)
DAY 3: Interest Rate Risk (IRR) Management
- Methods for mapping balance sheet items for IRR management
- Interest rate gaps, analysis and measurement of interest rate risk
- Structural IR revenues from balance sheet, revaluation, and related risks
- Comparison of IR risk measurement methods (MD, PVBP, Scenario Analysis, VaR, Expected Shortfall)
- Scenario analysis for interest rate shocks and stress testing
- Regulatory compliance with IRRBB (Interest Rate Risk in the Banking Book)
DAY 4: Using Financial Market Products for ALM Management
- Financial market products for ALM management (cash products and derivatives)
- Short-term liquidity management with money market products (Deposits, CDs, Commercial Paper, Repo deals)
- Short-term IRR management with derivatives (FRA, Money Market Futures, OIS)
- Long-term liquidity management
- Managing credit and interest rate risks on bond portfolios
- Bond pricing and revaluation strategies
DAY 5: Advanced ALM Strategies and Fintech in ALM
- Off-balance sheet derivatives for long-term IRR management (IRS, XCS, Bond Futures)
- Applications of IRS and XCS for hedging interest rate risk, IRS and XCS price calculations and revaluation
- Data structuring for ALM using fintech tools
- Comparison of different ALM systems and their benefits
- Lessons learned from failed banks (e.g., SVB) and crisis management strategies
- ALM best practices for balance sheet optimization
Certificates
- On successful completion of this training course, GLOMACS Certificate will be awarded to the delegates
- Continuing Professional Education credits (CPE) : In accordance with the standards of the National Registry of CPE Sponsor, one CPE credit is granted per 50 minutes of attendance
Accreditation
GLOMACS is registered with NASBA as a sponsor of Continuing Professional Education (CPE) on the National Registry of CPE Sponsors. NASBA have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org.
All Training Seminars delivered by GLOMACS by default are eligible for CPE Credit.
About Saudi Glomacs
At Saudi GLOMACS, we specialize in delivering world-class training courses in Saudi Arabia and across various international locations. Our training courses are tailored to meet the unique demands of Saudi Vision 2030 and the Human Capability Development Program, focusing on empowering Saudi citizens and enhancing workforce skills. We offer diverse courses spanning leadership, management, engineering, and technical disciplines to cultivate expertise and drive professional growth. Our flexible learning options—whether in-person, online, or in-house—ensure accessibility and convenience for individuals and organizations alike.
With over 30+ years of experience through the GLOMACS global network, we are committed to delivering innovative, results-driven training solutions. Our expert instructors combine industry knowledge with dynamic teaching methods, fostering practical skill development and long-term career success. By choosing Saudi GLOMACS, you're investing in personal excellence and contributing to the Kingdom’s sustainable economic growth and vision-driven transformation.
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