ALM and balance sheet management: advanced level
View AgendaKey reasons to attend
- Make balance sheet management a driver for improving returns
- Understand how accurate behaviourally adjusted risk profiling can improve deposit quality
- Address the implications of regulatory developments on capital management
Customised solutions
Does your team require a tailored learning solution on this or any other topic?
Working with the portfolio of expert tutors and Risk.net’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.
About the course
In this advanced course, participants will deepen their ALM expertise by exploring key risks, including capital, liquidity and interest rate risk. This practical training delves into FTP, exploring techniques for measuring profitability and constructing a robust framework.
Sessions will address the implications of regulatory developments and provide participants with tools for maintaining compliance during volatile and uncertain times. Participants will also gain valuable insights into stress-testing the balance sheet, with an emphasis on reverse stress-testing techniques.
Through interactive case studies and group discussions, participants will analyse best practices and collaborate with industry peers on overcoming common challenges.
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
- Determine the appropriate amount of capital on a balance sheet
- Build a robust funds transfer pricing (FTP) framework
- Apply best stress-testing practices for balance sheet management
- Determine the risk appetite for the economic value of equity
- Manage liquidity in periods of extreme stress
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
Agenda
April 22–24, 2025
Live online. Time zones: Emea/Americas
The online iteration of this course will discuss green balance sheet transformation, a central component of this training, where attendees will assess the impact of climate risk on capital allocation and liquidity management.
Participants will also participate in a role play exercise and use a simulation tool that will enable them to apply the theory to real-world scenarios, equipping them to respond effectively to market changes.
Sessions:
- Capital management
- Liquidity management
- Case study: growing core loans and improving deposit quality
- Interest rate risk management
- Case study: digital bank interest rate risk challenges
- Funds transfer pricing
- Asset-liability committee role-play exercise: balance sheet management and regulatory change
- Green balance sheet transformation
- Case study: green bank balance sheet review
- Balance sheet stress-testing
- Simulation tool
Tutor:
- Nicholas Wood, Founder, FinTorque
View detailed agenda
December 2–4, 2025
Live online. Time zones: Emea/Apac
Sessions:
- Capital management
- Liquidity management
- Case study: growing core loans and improving deposit quality
- Interest rate risk management
- Case study: digital bank interest rate risk challenges
- Funds transfer pricing
- Asset-liability committee role-play exercise: balance sheet management and regulatory change
- Green balance sheet transformation
- Case study: green bank balance sheet review
- Balance sheet stress-testing
- Simulation tool
Tutor:
- Nicholas Wood, Founder, FinTorque
View detailed agenda
Introduction from the tutor - Nicholas Wood (the online iteration of this course)
Tutors
Nicholas Wood Risk Learning Faculty
Founder
FinTorque
Nick is founder and CEO of FinTorque Pte Ltd a consulting company, providing bespoke Finance, Risk & Treasury solutions for FI’s. He also co-founded a Singapore Fintech Company, Augury Insights Pte Ltd which develops balance sheet simulation software and gamification of financial training.
Recent consultancy assignments include digital banks (Philippines, Malaysia, Singapore) and non-bank regulator (Cambodia). He has multiple training and speaking engagements both public and private with FI’s on Treasury, Risk & Finance in Asia, Middle East & Africa. He is a Risk faculty member of the London IBF.
He also advises fintech and e-tech start-ups on capital raising and international business expansion. Current advisory roles include a pre-series “A” insurtech company.
He was formerly a Financial Sector Consultant for the International Monetary Fund (IMF) analysing changes in the provision of financial services in global markets and how these are impacting financial stability, smooth functioning of markets and access to bank credit.
Prior to that he was a senior Treasury & Risk professional in 4 global banks for 35 years, mainly in Asia, managing highly profitable trading rooms, conducting balance sheet management reviews and administering Funds Transfer Pricing Policy.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Banking ALM outlook 2024
- Shocks to the system: how Basel IRRBB update affects new EU test
- Bank Capital and Liquidity
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two articles.
Expand your learning
Events
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Journals
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Books
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Glossary
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.