ALM, Interest Rate and Liquidity Risk Management Masterclass
Where ALM, liquidity and IRRBB meet — regulatory and benchmark reform, balance-sheet optimisation, FTP steering, and ICAAP and ILAAP integration for treasury risk teams.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Interest rate risk in the banking book cannot be managed in isolation: the Basel standards that mandate IRRBB measurement also bind it to ALM and liquidity, and that linkage is where most frameworks strain. This strategic masterclass examines the influence of regulatory and benchmark reform on ALM, tools for integrating balance-sheet optimisation with business as usual, and the role of funds transfer pricing in steering the balance sheet. Deep-dive sessions cover liquidity risk frameworks, active capital management, ICAAP and ILAAP integration, and stress testing within balance-sheet management. The cohort also confronts the treasury risk framework’s harder problems — data quality and lineage, system architecture and transformation — and the consequences of low and negative rates.
What you will do
Who attends
- Heads of ALM, balance-sheet management and treasury
- ALCO members and interest-rate and liquidity risk managers
- Capital management and capital modelling teams
- Stress-testing, compliance and audit professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.ALM under reform
- Evolution of the ALM and ALCO process
- Regulatory and benchmark reform influence
- Managing and optimising the balance sheet
II.IRRBB
- Basel standards for banking-book rate risk
- Low and negative rates in IRR management
- The ALM–liquidity–IRRBB linkage
III.Liquidity and capital
- Liquidity risk frameworks
- Active capital management with ICAAP and ILAAP integration
- Stress testing within balance-sheet management
IV.Steering and infrastructure
- FTP as the steering mechanism
- Data quality and data lineage
- System architecture and transformation
Frequently asked
How does this differ from a general ALM course?
It is a strategic masterclass built on the linkage the Basel standards impose: IRRBB cannot be managed in isolation from ALM and liquidity, and that articulation is where most frameworks strain. Deep-dive sessions cover liquidity risk frameworks, active capital management, ICAAP and ILAAP integration, and stress testing within balance-sheet management.
Does the course address data and systems challenges?
Yes — deliberately. The cohort confronts the treasury risk framework’s harder problems: data quality and lineage, system architecture and transformation, alongside the consequences of low and negative rates and the role of funds transfer pricing in steering the balance sheet rather than merely reporting on it.
Can it be tailored to our institution?
Yes. An in-house edition is tailored to your balance sheet, regulatory context and system landscape, delivered in English or French. Open sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are shared on enquiry.
Who teaches this
Practitioners, not presenters.
Led by practitioners who hold, or have held, the seats this programme prepares you for: group treasurers and heads of asset–liability management, chief risk officers, heads of credit and capital management, and former central-bank supervisors who examined the very frameworks they now teach. Between cohorts the same people advise banks on those frameworks, so what you learn is what is being defended in front of boards and regulators today.
What the bench brings
- ALCO practice and treasury policy
- Funds transfer pricing design and restructuring
- IRRBB measurement: EVE and NII sensitivity
- Liquidity risk: LCR, NSFR and contingency funding
- Behavioural modelling of deposits and mortgages
- Balance-sheet forecasting for executive committees
Where they have practised
Current and former practitioners — people who hold the seat today alongside those who have held it.
Sectors: Banking & financial services · Professional services · Central banking & supervision · Insurance
Regions: Africa · the Middle East · Europe · Asia · the Americas
How they teach
- Live case studies from real institutions
- Worked exercises on realistic bank data
- Regulator-style challenge sessions
- Group problem-solving on realistic institutional cases
- Knowledge checks and a personal action plan
Cohorts are kept small so every exercise is worked on the participants’ own situations — in person or live virtual.
The faculty profile for your cohort is sent with the full agenda and the next dates when you enquire.Request brochure →
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In their words
Knowledge transfer, emphasised throughout
“We worked with BIZENIUS for our Fresh Graduates Programme — they are simply amazing. Knowledge transfer and practical learning were emphasised throughout.”
Kuwait Investment Authority
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
Open the dossier →
The Capability Arc™
Fix it · Advisory
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 20+ engines, Basel I to 3.1, on your own servers.
Learning is one point on the Capability Arc. Many institutions pair this programme with the advisory engagement — and automate what the framework demands.
Teams from these institutions train with BIZENIUS
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.