ALM and balance sheet management: fundamental principles

  • Treasury and capital markets risk
View Agenda

Key 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 

Find out more

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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.

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 the best practices in balance sheet management and learning how to implement strategies at their workplaces.


Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance (refer to the booking section for the deadline)
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees (applicable to this course)
  • Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber* (use code SUB30)
  • Season tickets: save over $1,000 per person by booking 10 or more tickets (available on selection of courses)

*The 30% subscriber reward discount is applicable only to current Risk.net 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

  • 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

June 11–13, 2024

Live online. Timezones: Emea/Apac

Sessions:

  • The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process  
  • Introduction to ALM 
  • Case study
  • Balance sheet management
  • Case study
  • Deep diving into ALM and balance sheet management
  • Balance sheet management competitive advantages from diverse industry participants
  • Case study
  • Practical learnings and responses from risk governance decisions
  • Simulation tool

Tutor:

  • Nicholas Wood, Founder, FinTorque

Request detailed agenda


July 16–18, 2024

Live online. Timezones: Emea/Americas

Sessions:

  • The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process  
  • ALM risk mitigation
  • Balance sheet management
  • Interest rate risk and ALM management
  • Overview of liquidity risk
  • Challenges and the future of ALM and balance sheet management

View detailed agenda

Tutors

Nicholas Wood Risk Learning Faculty

Managing director

FinTorque

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 Risk.net resources below have been selected to enhance your learning experience:

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

Registration

June 11–13, 2024

Online, Emea/Apac

Price

$2,999

Early-bird Price

$2,199
Ends May 10

July 16–18, 2024

Online, Emea/Americas

Price

$2,999

Early-bird Price

$2,199
Ends June 14
Book now

Enquire about:

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

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