ALM and balance sheet management: advanced level

  • Treasury and capital markets risk
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Key reasons to attend

  • Optimise organisational capital and liquidity 
  • Integrate climate risks into existing ALM frameworks
  • Learn the implications of dynamic balance sheets and dynamic hedging

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Customised solutions

Does your team require a tailored learning solution on this or any other topic?

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

In this advanced course, participants will enhance their ALM knowledge by examining key risks such as capital, liquidity and interest rate risk. 

A key focus of the training is the incorporation of climate risks into ALM frameworks, including an assessment of how transition and physical risks impact credit risk. This learning event delves into interest rate risk management, highlighting non-maturity deposits and credit spread risk in the banking book. Participants will also gain insights into stress-testing the balance sheet, with an emphasis on reverse stress-testing. 

Designed to provide a comprehensive overview of complex ALM topics, the course combines theory with practical application. Interactive case studies ensure participants are equipped to analyse and respond effectively to market events and regulatory shifts.

Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees
  • Subscriber reward: save 30% off the standard rate if you are a subscriber* (use code SUB30)
  • Season tickets: cost-effective option for groups of 10 or more. Learn more

*The 30% subscriber reward discount is applicable only to current subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Learning objectives

  • Determine the appropriate amount of capital on a balance sheet
  • Build a robust funds transfer pricing framework
  • Apply best stress-testing practices for balance sheet management
  • Assess the modelling of non-maturing deposits 
  • Examine regulatory requirements 
  • Master interest rate risk management

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


September 24–26, 2024

Live online. Timezones: Emea/Americas


  • Interest rate risk management
  • Climate-related financial risks
  • Liquidity risk management
  • Fund transfer pricing (FTP) and integration with ALM analyses
  • Capital management
  • Stress testing and balance sheet management
  • Reverse stress testing


  • Giovanni Campo, Head of asset-liability management and liquidity risk competence line international markets, Prometeia
  • Tiziano Bellini, Head of risk integration and advisory international markets, Prometeia

View detailed agenda

October 21–23, 2024

Live online. Timezones: Emea/Apac


  • Capital management
  • Case study
  • Liquidity risk management
  • Interest rate risk and ALM management
  • Funds transfer pricing (FTP)
  • Stress-testing within balance sheet management
  • Incorporating climate-related risks into ALM frameworks
  • Simulation tool


  • Nicholas Wood, Founder, FinTorque

View detailed agenda


Giovanni Campo Risk Learning Faculty

Head of asset-liability management and liquidity risk competence line international markets


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Giovanni is associate partner and head of asset liability management (ALM) and liquidity risk competence line for international markets at Prometeia. 
Subject matter expert in balance sheet management and treasury risks, he has developed a deep experience in interest rate risk of the banking book and credit spread risk of the banking book, behavioural models, fund transfer pricing and hedge accounting. 
Currently leading commercial initiatives and delivery projects of ALM and balance sheet risks solutions of the International Risk Practice.
Recent assignments include major banking groups in Germany, Luxembourg, Austria, Greece, Cyprus, Romania, Moldova and Turkey. 

Tiziano Bellini

Head of risk integration and advisory international markets


View bio

Tiziano Bellini is a leader in the field of risk integration and advisory, currently serving as the Head of Risk Integration and Advisory for International Markets - Europe at Prometeia. His responsibilities span a broad array of business initiatives across international markets, focusing on areas such as stress testing, scenario-based financial planning, A&LM, behavioural modelling and training.

Tiziano’s illustrious career is marked by prestigious roles at global financial institutions, including BlackRock, Barclays, EY and HSBC. His passion for risk management and finance has led him to work across Europe, London, and New York.

Tiziano holds a Ph.D. in Statistics. A committed educator, Tiziano serves as a guest Lecturer at Imperial College in London and the London School of Economics and Political Science. His research and teachings focus on statistical methods, risk management, and financial applications. 

Nicholas Wood Risk Learning Faculty

Managing director


View bio

Nicholas Wood is the founder of FinTorque who create bespoke Risk, Finance & Treasury solutions for FI’s and gamification products with Augury Insights for financial training.

He is formally the Financial Sector Consultant for the IMF, where he analysed changes in the provision of financial services in Asia and Emerging Markets and the impact these had on financial stability, smooth functioning of markets and access to bank credit.

He provides specialist insights into how global banks are adjusting to regulatory reforms and consequences for the global financial system and is a recognized contributor to the IMF Global Financial Markets Stability Report.

Previously, Nick was a Bank Treasury specialist for 38 years, of which 27 were spent in Asia, building highly profitable trading rooms, drafting in‐depth country branch and subsidiary balance sheet reviews and shaping global Retail and Wholesale business responses to capital and liquidity regulations post GFC.

He has first‐hand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise and as such has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis.

Previous roles have also included Global Business Head, Group Treasury, Regional & Country Treasurer, Head FTP Policy ‐ Group Treasury, Global ALM Business Planning Manager and Head of Balance Sheet Analytics Team.

Nick has extensive experience in training bank business groups on responses on Treasury Management, balance sheet optimisation & ALCO effectiveness.

Pre-reading materials

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

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


September 24–26, 2024

Online, Emea/Americas



Early-bird Price

Ends August 23

October 21–23, 2024

Online, Emea/Apac



Early-bird Price

Ends September 20
Book now

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

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