ALM and balance sheet management: fundamental principles
View AgendaKey reasons to attend
- Understand the evolution of asset-liability management (ALM) and the Asset-Liability Committee’s (Alco’s) processes
- Manage balance sheets in volatile rates environments
- Explore interest rate risk and non-maturing deposits
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About the course
This live virtual learning event will expand on how to operate an efficient ALM model in an unstable environment as well as the impact of ALM within treasury operations.
Sessions will examine liquidity risk, interest rate risk and the future of ALM and balance sheet management. Participants will explore the Alco process and best practices for treasury in supporting banking strategies. As volatile markets and volatile rates leave room for uncertainty, participants will gain insight into managing scenarios with a lack of relevant historical data and how to overcome challenges related to regulatory requirements.
Led by field experts, highly interactive exercises will encourage discussion about best practices in balance sheet management and learning how to implement strategies in their workplaces.
Looking for advanced ALM and BSM training? Check out our ALM and balance sheet management: advanced level course
What participants say:
- “It was a pleasure to learn from industry experts and leaders in the banking sector from around the world. Their experience provides valuable modern insights into balancing risk and profitability for banks, as well as the rising importance of ALM in achieving this.”
- “The course is very well-structured, providing the right balance of information without overwhelming with excessive details or long sessions. Very knowledgeable presenters”
- “The programme content met expectations, providing a comprehensive coverage of fundamental ALM and Treasury balance sheet management.”
- “The instructor has extensive knowledge and experience in finance and banking, ensuring that the information is delivered clearly and effectively.”
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
- Operate an efficient ALM model and manage model risk
- Mitigate ALM-associated risks and the impact of lack of historical data
- Optimise the balance sheet
- Manage capital adequacy and maintain regulatory compliance
- Identify how key strategic treasury decisions are made
- Determine an effective risk appetite strategy within ALM
Who should attend
Relevant departments may include but are not limited to:
- Alco members
- Liquidity risk
- Risk management
- Treasury
- Balance sheet management
- Stress-testing
- Interest rate risk
Agenda
July 8–10, 2025
Live online. Timezones: Emea/Americas
Sessions:
- The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process
- ALM risk mitigation
- Overview of liquidity risk
- Interest rate risk and ALM management
- Balance sheet management
- Challenges and the future of ALM and balance sheet management
Tutors:
- Beata Lubinska, Treasurer, Allica Bank
- Karl Rubach, Managing director, Integrated balance sheet management solutions
Tutors
Dr Beata Lubinska Risk Learning Faculty
Treasurer
Allica Bank
Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP for a number of financial institutions.
Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.
Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners. Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”. In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.
Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.
Karl Rubach Risk Learning Faculty
Managing Director
IBSM solutions
Karl Rubach is the managing director and founder of IBSM Solutions, Inc. He has over 25 years of international Treasury, Balance Sheet and Capital Management experience.
He has lead the implementation of ALM, Liquidity, Risk Adjusted Return on Capital (RAROC) and Balance Sheet Optimization frameworks, including Funds Transfer Pricing (FTP) and Economic Capital allocation. He spent a majority of his career at Scotiabank focusing on market risk and capital management. His career began in Mexico and he is now located in Canada.
He is a bilingual speaker in English and Spanish. He holds a BA in Economics, a Master Degree in Finance from ITAM and is a CFA Charterholder.
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