Advanced ALM and balance sheet management

  • 3 days
  • Treasury & capital markets risk
View Agenda

Key reasons to attend

  • Optimise organisational capital and liquidity 

  • Explore pricing and profitability of funds transfer pricing (FTP)

  • Learn about non-maturing deposit modelling 

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Customised solutions

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Working with the portfolio of expert tutors and’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. 

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About the course

Key practical sessions will deep dive into the appropriate structures and current regulatory landscape, where participants will learn how to address some of the most relevant risks in ALM such as capital, liquidity and interest rate risk.  

In this interactive learning event, participants will enhance their current knowledge of ALM by studying the stress-testing implications and frameworks within a dynamic balance sheet, such as applying warning indicators and reverse stress-testing. By studying some of the current ALM market situations from the diverse types of financial institutions, participants will gain a robust understanding on how to apply the teachings from this learning event.  

Learning objectives

  • Determine the appropriate amount of capital on a balance sheet

  • Build a robust FTP framework

  • Address liquidity and credit risk challenges 

  • Integrate stress-testing scenarios and forecasts into fund decisions

  • Respond to risk governance failures by learning from a practical example 

  • Interpret the regulatory requirements regarding interest rate risk

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


October 30–November 1, 2023 

Timezones: Emea/Apac


  • Capital management

  • Liquidity risk management

  • Stress-testing within balance sheet management  

  • Practical learnings and responses from risk governance failures

  • Interest rate risk and ALM management

  • Funds transfer pricing (FTP)

View detailed agenda


  • Nicholas Wood, Founder, FinTorque 

Pre-reading materials

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

To access some of the above articles you need to have a current subscription to If you don’t have one now, please subscribe to a free trial


October 30 – November 1, 2023




Early-bird Price

Ends September 29
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Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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