ALM and Treasury Risk Management Masterclass
Duration, gap and yield-curve discipline for treasury ALM — Basel standardised risk measures, FX and derivatives hedging, and managing the true cost of the liability side.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The liability side has a cost, and most treasury pain starts when nobody manages it: funding costs, yield curves and the risks bound into them. This masterclass works through the Basel framework’s standardised risk measures and their market-risk impacts, and how duration-based metrics manage asset-liability risk in practice. Participants apply gap analysis across maturing and non-maturing assets and liabilities, measurement techniques using ladders, duration and net present value, and practical FX and derivatives risk measures for both assessment and hedging. Sessions set treasury management against ALM, covering the strategic role and scope of the function, market volatility, regulation within the international framework, and the ratings and credit spreads of Libor and Euribor banks over time.
What you will do
Who attends
- Treasury, risk and capital teams
- ALM and ALCO professionals
- Corporate treasurers, dealers and investment managers
- Finance, accounting and forex teams
- Financial controllers, analysts, auditors and supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.Risk classification and treasury ALM
- Risk classifications across the treasury
- Asset and liability management versus treasury management
- The strategic role and scope of treasury management
II.Gap and duration
- Asset and liability gap analysis
- Distribution of maturing and non-maturing assets and liabilities
- Ladders, duration and net present value techniques
III.Funding and the curve
- Funding costs and the yield curve
- Libor and Euribor banks: ratings and credit spread over time
- Evaluating capital investment opportunities
IV.Volatility, hedging and regulation
- Market volatility and the case for treasury discipline
- FX and derivatives risk measures for hedging
- Regulation and the international framework
Frequently asked
Which measurement techniques are taught?
Participants apply gap analysis across maturing and non-maturing assets and liabilities, and measurement using ladders, duration and net present value — the duration-based metrics that manage asset-liability risk in practice. The Basel framework’s standardised risk measures and their market-risk impacts anchor the regulatory side.
Does the course cover hedging and funding costs?
Yes. It works through practical FX and derivatives risk measures for both assessment and hedging, and treats the liability side as a cost to be managed: funding costs against the yield curve, and the ratings and credit spreads of Libor and Euribor banks over time.
What are the delivery options?
The masterclass is delivered in English and French, with an in-house edition tailored to your institution’s balance sheet and treasury framework. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are provided 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
Balance-Sheet Management — ALCO, ALM & FTP
ALCO, ALM and FTP that actually steer the balance sheet.
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.