Asset & Liability Management - Virtual Learning
This Asset & Liability Management training course will teach participants how to manage a bank’s balance sheet in a prudent manner. It will identify the key risks to which banks are exposed and show how these risks can be kept within a bank’s risk appetite. Banks will always be exposed to the risks that arise from their maturity intermediation function. This course will equip participants with the knowledge necessary to understand how these risks arise and the skills required to manage them.While people are conscious that credit losses such as those which triggered the 2008 global financial crisis can trigger bank failure, they are less aware that banks holding credit risk-free assets are also prone to collapse. The collapse of Silicon Valley Bank has highlighted once again that banks can collapse when they pursue inappropriate asset liability management strategies. Mark-to-market losses on unhedged fixed income portfolios become realised losses if these losses trigger withdrawals, forcing asset sales, as depositors lose confidence in the bank. Uninsured deposits magnify the risk of withdrawal since the holders of those deposits are especially conscious of the bank’s financial position.
This Gulf Rowad Asset & Liability Management training course highlights:
Understand the unique nature of banks
Assess the stability of a bank’s funding sources
Measure the interest rate sensitivity of bank assets and liabilities
Implement hedging policies to manage interest rate risk in the banking book
Develop contingency funding plans to address the risks of a bank run
5 Days
1620 Sessions
Starting from USD 2,000
Available Face to Face
Course Methodology
The course will be highly interactive building on the experience of course participants. ALM concepts will be clearly explained and their practical implementation will be highlighted. Participants are encouraged to share the ALM challenges which their organisation faces and these will be explored. Excel models will be developed to demonstrate how ALM risks materialise and how these risks can be measured and mitigated. Case studies will be used to show ALM issues in practice
Course Objectives
- Understand the role of ALM
- Measure the liquidity risk of bank liabilities
- Examine the regulations governing ALM issues
- Understand how ALM can contribute to maximising bank ROE
- Develop strategies to manage ALM risks
At the end of this Asset & Liability Management training course, you will have learned to
- Measure the stability of deposits
- Assess the risk to a bank’s net interest margin (NIM)
- Implement a funds transfer pricing (FTP) policy
- Develop a hedging strategy for a bank’s strategic investment portfolio
- Devise an internal liquidity adequacy assessment process (ILAAP)
Target Audience
The current, more volatile interest rate environment presents ever greater risk to bank profitability. Knowing how to deal with this demands an understanding of the tools of ALM.
This Gulf Rowad Asset & Liability Management training course is suitable to a wide range of professionals but will greatly benefit:
- Bank treasury and finance staff
- Bank risk management and compliance staff
- Central bankers in charge of bank supervision
- Bank auditors
- Consultants and lawyers
Target Competencies
Organisational Impact
Employees attending this Asset & Liability Management training course will be better able to manage the bank’s ALM challenges:
- Understand ALM risks
- Assess the stability of the bank’s funding
- Develop strategies to target appropriate funding sources
- Implement hedging strategies to contain interest rate exposures within the bank’s risk appetite
- Engage with the bank’s regulators and address their concerns
- Devise bank ALM policy
Personal Impact
This Asset & Liability Management training course is intended to transform participants’ ability to contribute to the ALM process in a bank:
- Appreciate the risks attaching to maturity intermediation
- Measure the behavioural maturity of bank assets and liabilities
- Understand the effect of a deposit guarantee on depositor behaviour
- Measure the sensitivity of assets and liabilities to interest rate movements
- Contribute to the development of a bank’s ILAAP and contingency funding plan (CFP)
- Present to the asset liability committee (ALCO) on ALM strategy
Course Outline
Day 1
Introduction to ALM
- The unique nature of banking
- The structure of a bank balance sheet
- The manner in which banks generate income
- The risks to which banks are exposed
- Regulatory capital
- Net interest margin
- Measuring bank performance: return on risk-adjusted capital, economic value added
- The behavioural maturity of bank liabilities
- Regulatory requirements: Liquidity coverage ratio (LCR), net stable funding ratio (NSFR)
Day 2
Market Risk in Banking
- Accrual accounting vs mark-to-market accounting
- Trading book vs banking book
- Interest rate swaps, FRAs, cross-currency swaps
- Marking to market
- Valuation adjustments: CVA, DVA, FVA
- Measures of price sensitivity: modified duration, basis point value
- Measuring market risk of portfolios: value-at-risk (VaR) and expected shortfall
Day 3
Interest Rate Risk in the Banking Book (IRRBB)
- Risks to net interest margin
- Gap analysis
- Treatment of equity, non-maturity deposits and free funds
- Structural hedging
- Income measures and economic value measures of interest rate risk
- Economic value of equity (EVE) vs Earnings at risk (EAR)
- Basel III IRRBB regulations (Apr/16)
- EBA IRRBB guidelines (Jul/18), PRA rules and guidance (Dec/21)
- Implementing the structural hedge
2026 Schedule & Fees
Course Fees Starting From
USD
2,000
| Date | City | Language | Price | Action |
|---|---|---|---|---|
| 28 Jun - 02 Jul, 2026 | Online | English | USD 2,000 | Book |
| 28 Jun - 02 Jul, 2026 | Online | Arabic | USD 2,000 | Book |
| 05 Jul - 09 Jul, 2026 | Online | English | USD 2,000 | Book |
| 05 Jul - 09 Jul, 2026 | Online | Arabic | USD 2,000 | Book |
| 12 Jul - 16 Jul, 2026 | Online | Arabic | USD 2,000 | Book |
| 12 Jul - 16 Jul, 2026 | Online | English | USD 2,000 | Book |
| 19 Jul - 23 Jul, 2026 | Online | Arabic | USD 2,000 | Book |
| 19 Jul - 23 Jul, 2026 | Online | English | USD 2,000 | Book |
| 26 Jul - 30 Jul, 2026 | Online | English | USD 2,000 | Book |
| 26 Jul - 30 Jul, 2026 | Online | Arabic | USD 2,000 | Book |
| 02 Aug - 06 Aug, 2026 | Online | English | USD 2,000 | Book |
| 02 Aug - 06 Aug, 2026 | Online | Arabic | USD 2,000 | Book |
| 09 Aug - 13 Aug, 2026 | Online | Arabic | USD 2,000 | Book |
| 09 Aug - 13 Aug, 2026 | Online | English | USD 2,000 | Book |
| 16 Aug - 20 Aug, 2026 | Online | Arabic | USD 2,000 | Book |
| 16 Aug - 20 Aug, 2026 | Online | English | USD 2,000 | Book |
| 23 Aug - 27 Aug, 2026 | Online | Arabic | USD 2,000 | Book |
| 23 Aug - 27 Aug, 2026 | Online | English | USD 2,000 | Book |
| 30 Aug - 03 Sep, 2026 | Online | Arabic | USD 2,000 | Book |
| 30 Aug - 03 Sep, 2026 | Online | English | USD 2,000 | Book |
| 06 Sep - 10 Sep, 2026 | Online | Arabic | USD 2,000 | Book |
| 06 Sep - 10 Sep, 2026 | Online | English | USD 2,000 | Book |
| 13 Sep - 17 Sep, 2026 | Online | Arabic | USD 2,000 | Book |
| 13 Sep - 17 Sep, 2026 | Online | English | USD 2,000 | Book |
| 20 Sep - 24 Sep, 2026 | Online | English | USD 2,000 | Book |
| 20 Sep - 24 Sep, 2026 | Online | Arabic | USD 2,000 | Book |
| 27 Sep - 01 Oct, 2026 | Online | English | USD 2,000 | Book |
| 27 Sep - 01 Oct, 2026 | Online | Arabic | USD 2,000 | Book |
| 04 Oct - 08 Oct, 2026 | Online | English | USD 2,000 | Book |
| 04 Oct - 08 Oct, 2026 | Online | Arabic | USD 2,000 | Book |
| 11 Oct - 15 Oct, 2026 | Online | English | USD 2,000 | Book |
| 11 Oct - 15 Oct, 2026 | Online | Arabic | USD 2,000 | Book |
| 18 Oct - 22 Oct, 2026 | Online | Arabic | USD 2,000 | Book |
| 18 Oct - 22 Oct, 2026 | Online | English | USD 2,000 | Book |
| 25 Oct - 29 Oct, 2026 | Online | Arabic | USD 2,000 | Book |
| 25 Oct - 29 Oct, 2026 | Online | English | USD 2,000 | Book |
| 01 Nov - 05 Nov, 2026 | Online | Arabic | USD 2,000 | Book |
| 01 Nov - 05 Nov, 2026 | Online | English | USD 2,000 | Book |
| 08 Nov - 12 Nov, 2026 | Online | Arabic | USD 2,000 | Book |
| 08 Nov - 12 Nov, 2026 | Online | English | USD 2,000 | Book |
| 15 Nov - 19 Nov, 2026 | Online | Arabic | USD 2,000 | Book |
| 15 Nov - 19 Nov, 2026 | Online | English | USD 2,000 | Book |
| 22 Nov - 26 Nov, 2026 | Online | Arabic | USD 2,000 | Book |
| 22 Nov - 26 Nov, 2026 | Online | English | USD 2,000 | Book |
| 29 Nov - 03 Dec, 2026 | Online | English | USD 2,000 | Book |
| 29 Nov - 03 Dec, 2026 | Online | Arabic | USD 2,000 | Book |
| 06 Dec - 10 Dec, 2026 | Online | English | USD 2,000 | Book |
| 06 Dec - 10 Dec, 2026 | Online | Arabic | USD 2,000 | Book |
| 13 Dec - 17 Dec, 2026 | Online | Arabic | USD 2,000 | Book |
| 13 Dec - 17 Dec, 2026 | Online | English | USD 2,000 | Book |
| 20 Dec - 24 Dec, 2026 | Online | Arabic | USD 2,000 | Book |
| 20 Dec - 24 Dec, 2026 | Online | English | USD 2,000 | Book |
| 27 Dec - 31 Dec, 2026 | Online | English | USD 2,000 | Book |
| 27 Dec - 31 Dec, 2026 | Online | Arabic | USD 2,000 | Book |
Face to Face Courses
Face to Face
Asset & Liability Management
5 Days
1566 Sessions
Banking And Financial Regulation
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