How to Increase and Maintain Profitability Through Up-to-Date and Practical Asset & Liability Management Techniques and Strategies
Asset & Liability Management and Capital Adequacy Planning Training Course
World’s Premier International ALM Training Provider
This Asset & Liability Management training course teaches you how to effectively manage your ALM function, balance sheet and profitability for your organization.
Have a question? Email us at: [email protected] or visit the help center.
Key Benefits of This Asset & Liability Management Course
Here are some key benefits from attending this Asset & Liability Management training course:
- NEW: ALM Simulation Game which is performed on the final day of the course. You will apply the knowledge gained in the course to optimize a bank’s ALM situation. (*Not available in the online version)
- Understand the dynamics of your balance sheet and how to use KPIs
- Identify the key risk factors acting on your balance sheet and how they can be minimized
- How all forms of financial exposure can be defined, measured, monitored and managed
- Benchmark your current ALM practices and develop an action plan to bring your practices to the highest standard
- Adopt effective cash flow management and Value at Risk (VAR) techniques
- How to manage and hedge interest rate and liquidity exposures
- Enhance your capital adequacy planning and balance sheet managementtechniques
- Up-to-Date Techniques and Strategies
- Regulatory Capital Rules
- We give you a framework to assess/write your own internal ALM policy.
- You’re given several practical ALM tools
- Simple, Clear and Practical
ONLINE COURSE SYLLABUS
Introduction to ALM & Challenges Today
- What is ALM
- ALCP and Country ALCO
- Challenges for ALM Today
ALM Governance and Structure
- ALM Governance
- ALM Structure at Major Banks
Capital and Value Creation
- Capital and Value Creation
- Current Economic Environment
Managing Interest Rate Risks – Short Term Rates
- Interest Rate Cycle and What Yield Curves Tell Us
- LIBOR and Risks in Floating Rates
- Building Block of Managing Interest Rate Risk: FRA’s
Financial Futures
- Fundamentals of Short Term IR Futures
- The New Derivatives Architecture
Bond Price/Yield, Duration
- Bonds and Price/Yield Relationship
- Calculating Bond Prices
- Bond Duration and Convexity
- Bond Portfolio Theory
Long-Term Derivatives-IRS
- What is an interest-rate swap?
- BIS OTC Derivatives Statistics
- Managing Bond Price Risks with IRS
- OIS
Long Dated Currency Swaps
- Uses of Long Dated Currency Swaps
- Liability Management and Long Dated Currency Swaps
- Structuring the Swap to Match the Liability
Gapping and Gap Analysis
- Net Interest Income and Market Value of Equity
- Gap and NII
- Gap Metrics and Limits
- MVE
FX and Funding
- FX Forward and Swap Terminology and Quotations
- Pricing FX Forwards
- Case Study: Generating USD Funding Through JPY Using FX Swaps
Funds Transfer Pricing
- What is FTP?
- Best Practices for FTP
Basel and the New Regulatory Landscape
- The Role of Bank Capital
- Regulat Capital – Basel III
Basel and Credit Risk
- Credit Risk Weighting for RWA Under Basel
- Credit Loss Modeling Fundamentals
- Credit Spreads and Credit Default Swaps
Basel Market and Operational Risk
- Market Risk and the Trading Book
- Operational Risk and Proposed Changes in Basel
Basel New Liquidity and Leverage Measures
- Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
- Leverage Ratio
- New Capital Instruments
Asset & Liability Management Course Highlights
WHAT IS ASSET LIABILITY MANAGEMENT
- Definition of ALM
- ALM and Challenges Today
- ALM Framework
- ALM Structure at Major Banks – a sample
- Capital and Value Creation
- Indentifying Risks for ALM
- Impact of the External Operating Environment on ALM
ALM GOVERNANCE
- ALCO Function and Structure
- Importance of Policies and Procedures
- Role of Audit and Risk Management
SHORT TERM INTEREST RATE RISK ANALYSIS AND RISK MANAGEMENT PRODUCTS
- How to interpret the yield curve
- Managing Floating Rate Exposure
- Exercises and Case Studies: Managing Interest Rate Risk with FRAs
LONG TERM INTEREST RATE ANALYSIS AND RISK MANAGEMENT PRODUCTS
- Fixed Income Markets
- Exercises and Case Studies: Duration, Bond Portfolio Analysis, and how to calculate VaR with a discussion of expected loss approach
- Interest Rate Derivatives
- Exercises and Case Studies: Hedging Interest Risk in Long Term Interest Rate Exposures, Asset Swaps
GAPPING AND GAP ANALYSIS
- What is the ‘gap’?
ACCOUNTING CONSIDERATIONS FOR ALM
- Trading Book Assets and Liabilities
- Investment Book Assets and Liabilities
- Banking Book Assets and Liabilities
- Hedge accounting for risk management derivative products
- Earnings impact and accounting treatment
FAIR VALUE MEASUREMENT
- Valuation higherarchy
- XVA – the valuation adjustments: CVA, DVA, FVA etc.
FOREIGN EXCHANGE MARKET AND FUNDING TECHNIQUES
- FX pricing and electronic markets
- Forward FX markets and linkages to interest rates
- Exercises and Case Studies: Sourcing alternative funding through the FX market
CAPITAL AND BASEL III
- Credit Risk management and ALM
- Market Risk and ALM
- Operational Risk
- The BIS Leverage Ratio
LIQUDITY, FUNDING GENERATION AND FUNDS TRANSFER PRICING (FTP)
- Objectives of FTP
- Setting up and managing an FTP system
- Centralizing Treasury liquidity
- Econometric modeling of Deposits
- Structured Deposits
- Exercises and Case Studies: Indeterminate Maturity deposits and FTP
- New Liquidity and Leverage Regulations under Basel III
- Exercises and Case Studies: Calculating the LCR
- New Capital Instruments
NEW: ALM SIMULATION
- In the final section of the course, using all the knowledge gained over the preceding modules, you will work on a multi-dimensional ALM simulation case involving a bank facing challenges on all sorts of measures.
- Working in teams, this simulation requires managing the balance sheet for such issues as EaR, ROE, LCR, NSFR and more in a fully integrated manner just as the ALCO and Treasurer of a bank would have to do.
- *Calculators are required for the simulation.
- **ALM Simulation is NOT included in the online distance learning version

Have a question? Email us at: [email protected] or visit the help center.
Who Should Attend / Who Will Benefit
- Investment professionals
- Treasury professionals
- Balance sheet and capital managers
- Asset and liability managers and analysts
- Risk managers and portfolio managers
- Treasury middle office and operations personnel
- Liquidity funding managers
- Treasury auditors
- Financial controllers, accountants and analysts
- Investment bankers
- Regulatory and compliance personnel
Reviews – What People Say
“This was a comprehensive and very useful course on the subject, made even more interesting by the references to real situations.
I did not expect to understand so much! Credit goes to the presenter! Overall the course exceeded my expectations as there was also an emphasis on increasing and maintaining profitability.” – S.M., Senior Director-Financial Institutions Group, American Express Bank, Germany
“Good examples, clear presentation – Suhnylla appears very knowledgeable and can offer prior experience, very passionate about the subject matter. Infectious!” – O.R., Khazanah Nasional Bhd, Malaysia
“Speaker is very well-versed in the topic and is able to bring the banking side of the biz and relate to the corporate side.” – N.K., BOC Aviation, Singapore
“What I liked most about this training course was the knowledge of the instructor.” – A.A., Saudi Aramco, Saudi Arabia
“It cleared a lot of issues pertaining to the company’s ALM.” – A.K., Qipco, Qatar
“It is a very good course…” – G.M., Financial Controller, HSBC Bank, Oman
“The contents were very useful…” – A.S., AGM-Development Banking, Seylan Bank, Sri Lanka
“Interesting. Able to link the financial material on paper with what the world around is doing. Especially on why crisis happen.” – T.M.H., UOB Bank, Singapore
“I found the speaker to be very knowledgeable and credible, with a lot of experience in the subject that can be shared to the audience.” – S.A., PT Indonesia Infrastructure Finance
“Speaker adjusted content and pace of the course to suit/match participants interest and knowledge level. Lots of “real life” examples…What I liked most about this training was: the ability of the speaker to relate back to the real life situations faced by the participants; Speaker’s ability to explain abstract concepts in ‘everyday language.'” – D.S., CEO, RBS
What You Receive
All ONLINE courses include:
Sneak Peak Inside the Online Learning Portal
Have a look inside the online learning portal to get an idea of what it’s like.
Online Cohort-Based Sessions also include:
Why Ethan Hathaway
Enrolment Options
Online delivery is available as below.
Online Self-Study
USD499
For a limited time:
USD297
For Individual learning at your own pace.
1 user
Online with Instructor Q&A
USDTBA
Includes online self-study course + scheduled Instructor Q&A sessions
1 user
In-House Customized / Bespoke
Contact Us
Either schedule a private in-house delivery and/or customize the content to your specific needs.
Multiple users