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
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About the course
In today’s volatile markets, effectively managing interest rate, liquidity, and capital risks is more critical than ever. This advanced training is designed for banking professionals seeking to strengthen their expertise in ALM and balance sheet risk integration.
The course offers a blend of theoretical insights and practical applications, addressing key topics such integrating FTP into ALM, designing stress tests and scenarios, and applying industry best practices for measuring CSRBB.
Our expert practitioner will guide participants through interactive case studies and Excel-based simulations, providing the practical tools needed to navigate market volatility, regulatory changes, and evolving funding 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
- Understand and apply replicating portfolio models and structural hedging techniques
- Assess and mitigate prepayment risk
- Optimize the interest rate risk in the banking book position
- Apply best practices for measuring and managing credit spread risk in the banking book (CSRBB)
- Integrate funds transfer pricing methodologies into the broader asset-liability management (ALM) framework
- Strengthen capital and liquidity management through advanced risk measurement tools
Who should attend
Relevant departments may include but are not limited to:
- ALCO members
- Treasury
- Risk management
- Finance
- Audit
Agenda
December 9–11, 2025
Live online. Time zones: Emea/Apac
View detailed agenda
April 14–16, 2026
Live online. Timezones: Emea/Apac
June 29, 2026 – In-person, London
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
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.
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