Treasury & ALM

Start with Advancing Your ALM Framework and Leveraging Funds Transfer Pricing Masterclass, the first step of the Treasury & ALM learning path, which ties funds transfer pricing to ALM policy and ALCO governance. Teams that already run FTP move to the second step on non-maturity deposits and IRRBB, then to the third on balance-sheet and liquidity pressures. Teams weighing machine learning in forecasting can add AI in Treasury.

It covers liquidity and funding, interest rate risk in the banking book (IRRBB), behavioural assumptions for deposits, funds transfer pricing and the steering of the balance sheet. It is for treasurers, ALM and ALCO members, balance-sheet management, finance and risk teams, and the supervisors who review them. Programmes are practitioner-led, delivered in English and French, in the classroom, live virtual or in-house, with a BIZENIUS Certificate of Achievement.

Yes. Funds transfer pricing, the internal charge and credit for the funding and liquidity each business line uses or provides, is central to Advancing Your ALM Framework and Leveraging Funds Transfer Pricing Masterclass, which covers pool construction, governance and the link to ALM policy. It is also the subject of the Balance-Sheet Management — ALCO, ALM & FTP advisory practice, and the reading list on this page explains FTP for newcomers.