Asset-Liability Management

Asset-Liability Management2019-08-08T16:03:33+00:00

Asset-Liability Management

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The Asset-Liability Management course reviews the concepts of balance sheet manage­ment with a focus on the methods of measuring, monitoring, managing and mitigating the liquidity, market and interest rate risk exposures of banks.  The participants are taken from the classic methods to the more advanced techniques used to manage these risks and to structure the balance sheet within the context of bank profitability targets and funding and regulatory constraints.  The course blends presentations, case studies and exercises to further and consolidate the participants’ understanding of bank balance sheet management.

Main Topics

  • Bank Asset-Liability Management
  • Bank Balance Sheets
  • Sources of Bank Liquidity
  • Liquidity and Interest Rate Risks
  • Price Risk Metrics
  • Derivatives in Bank ALM
  • Liquidity Risk Management
  • Interest Rate Management
  • Applying ALM Tools and Methods
  • ALM Risk Simulation Models
  • Funds Transfer Pricing


Interactive training of essential knowledge of asset-liability management in order to identify and quantify the liquidity, market and interest rate risks of financial institutions, to understand the tools and methods used to measure, monitor and manage these risks and to transfer the risks and share the cost and rewards of banking operations.

Course Language


Target Group

Staff members in the areas of:

  • Balance Sheet Management
  • Loan Management
  • Strategic ALM
  • Capital Markets
  • Mid-Office
  • Strategic Planning
  • Controlling
  • Money Markets
  • Supervisory Reporting
  • Financial Institutions
  • Planning and Monitoring
  • Treasury Consulting
  • Fund Management
  • Portfolio Management
  • Treasury Trading/Sales
  • Funding Management
  • Product Management
  • Treasury Support
  • Investment Banking
  • Risk Controlling
  • Others who are involved in the
    management of balance sheets
  • Liquidity Management
  • Risk Management

Course Prerequisites

  • Basic knowledge of bank balance sheets and financial risks of banks
  • Good to very good command of English

Course Components

  • Presentation and explanation of concepts
  • Discussion
  • Exercises and case studies
  • On-the-job reference material


  1. Roman November 26, 2018 at 3:36 pm

    The overall quality of the training was excellent and very much information was gained. All parts of the course were most helpful and there were no aspects of the course which were less useful.

  2. Elena November 26, 2018 at 3:41 pm

    Much information on the topic was given in a very systematic way. The overall quality of the training was excellent, much focus on work-related aspects and the quality of the training material was excellent. The clarity and structure of message, credibility and professionalism and encouragement to participate were excellent.

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