ALM and balance sheet management: advanced level
View AgendaKey reasons to attend
- Successfully integrate FTP into ALM analyses
- Interpret the role of capital management, ICAAP and stress-testing in maintaining balance sheet resilience
- Address the implications of regulatory developments on capital management
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About the course
In this advanced course, participants will deepen their ALM expertise by exploring key risks, including capital, liquidity and interest rate risk. Attendees will master the analytical tools and cutting-edge modelling approaches banks use to manage risks and drive balance sheet decisions.
Led by our expert tutors, sessions will study IRRBB, focusing on behavioural assumptions and repricing mismatches influence earnings and economic value, and liquidity risk management, distinguishing between operational and structural liquidity. Applying these principles, the course finishes with the integration of FTP into ALM frameworks via allocation of funding costs and addressing how banks manage unexpected losses and regulatory capital ratios.
Content is supplemented with case studies in excel merging theoretical concepts with practical application and demonstrating how banks use FTP to align lending and funding strategies with balance sheet risk objectives.
**Participants should make sure they have a strong understanding of the concepts in the foundations course and have industry knowledge.
What participants say:
- “The course effectively broke down complex ALM topics, making them easier to understand and apply in real-world scenarios”
- “This course provided a well-structured deep dive into advanced ALM practices, equipping me with actionable strategies”
- “The tutor is highly qualified expert who explained intricate topics in a clear and accessible manner”
- “Appreciated the hands-on approach of the course, practical simulations and case studies provided a great way to reinforce key concepts”
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: cost-effective option for groups of 10 or more. Learn more
*T&Cs apply
Learning objectives
- Identify, measure and assess IRRBB and CSRBB
- Address regulatory and managerial perspectives for capital ratios
- Build a robust funds transfer pricing (FTP) framework
- Understand how FTP supports risk-based product pricing and balance sheet management
- Evaluate key drivers of liquidity risk and apply stress-testing concepts
Who should attend
Relevant departments may include but are not limited to:
- Asset-liability management (ALM)
- Alco members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Agenda
April 14–16, 2026
Live online. Timezones: Emea
September 29– October 1, 2026
Live online. Timezones: Emea/Americas
Tutors
Giovanni Campo Risk Learning Faculty
Head of asset-liability management and liquidity risk competence line international markets
Prometeia
Giovanni is associate partner and head of asset liability management (ALM) and liquidity risk competence line for international markets at Prometeia.
He has over ten years of experience in advisory and implementation of ALM and treasury risk methodologies, supporting banks in aligning processes with their level of sophistication, regulatory requirements, and market environment. He also has a proven track record in leading business development initiatives and successfully delivering projects across multiple countries, driving and coaching teams of functional and technical consultants.
With a strategic perspective on ALM risks, Giovanni brings strong expertise in ALM, helping financial institutions strengthen their risk frameworks and decision-making processes.
He also has experience working with Central Banks.
Stefano Barozzi
Principal, risk integration competence line
Prometeia
Stefano is a principal in the risk integration competence line at Prometeia. He has over 15 years of experience in financial risk management advisory, working across a wide range of financial institutions, including development banks, insurance companies, and especially commercial banks.
As a risk advisor and team leader, he has led complex projects in capital management, financial planning, and balance sheet management, engaging directly with management boards, central banks, rating agencies, and government authorities.
At Prometeia, he oversees the international projects and initiatives in the risk integration and financial planning domain, supporting institutions in strengthening their risk management framework and strategic decision-making
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