Mastering Treasury Risk & ALM: Strategies for Bank Balance Sheet Optimisation
Treasury risk and ALM from foundation to application — IRRBB, liquidity metrics, hedging and simulation-based stress testing for the bank balance sheet.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
A bank’s balance sheet is optimised or eroded in treasury, one repricing and funding decision at a time. This masterclass builds a solid foundation in treasury risk, ALM and bank balance-sheet management, pairing theory with the practical skill to apply ALM strategies inside a financial institution. The cohort works through interest rate risk in the banking book (IRRBB), liquidity metrics including the LCR and NSFR and the funding strategies behind them, regulatory frameworks from Basel II and III/IV to ICAAP and ILAAP, and hedging with derivatives, swaps and futures. Simulation-based learning — ALM modelling, stress testing and scenario analysis — and case studies from global banking crises anchor it all in practice.
What you will do
Who attends
- Treasury, risk and capital management teams
- ALM and ALCO professionals, corporate treasurers and dealers
- Finance professionals, financial controllers and accountants
- Bank supervisors, investment managers and auditors
Programme agenda
Built for the decisions no textbook prepares you for
I.Treasury risk foundations
- Treasury functions and the risk factors on bank balance sheets
- Risk–reward trade-offs in decision-making
- The regulatory landscape: Basel II, III/IV, ICAAP and ILAAP
II.ALM in practice
- Managing IRRBB and rate fluctuations
- Liquidity risk metrics: LCR and NSFR
- Optimising funding strategies
III.Hedging and mitigation
- Derivatives, swaps and futures
- Interest rate, currency and market risk mitigation
- Tools and frameworks for day-to-day treasury operations
IV.Simulation and cases
- ALM modelling and scenario analysis
- Hands-on stress testing
- Case studies from global banking crises and liquidity challenges
Frequently asked
What level does this treasury risk and ALM masterclass assume?
It builds a solid foundation in treasury risk, ALM and bank balance-sheet management, then pairs the theory with the practical skill to apply ALM strategies inside a financial institution — so it serves both professionals consolidating their grounding and practitioners moving into balance-sheet roles.
How practical is the learning format?
Simulation-based learning runs through the programme: ALM modelling, hands-on stress testing and scenario analysis, anchored by case studies from global banking crises and liquidity challenges. The cohort also covers IRRBB, the LCR and NSFR and funding strategies, hedging with derivatives, swaps and futures, and the Basel II, III/IV, ICAAP and ILAAP landscape.
Is the programme available in-house and in French?
Yes. BIZENIUS delivers the masterclass in English and French, and an in-house edition can be tailored to your balance sheet and treasury organisation. Sessions run on a rolling calendar with dates confirmed on request; 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
- Modelling labs and balance-sheet simulations
- 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.