Our Asset Liability Management (ALM) training provides participants with a comprehensive understanding of how banks manage balance sheet risks and regulatory requirements under Basel III/IV. In the aftermath of the 2008 Global Financial Crisis, regulators emphasized the importance of liquidity and interest rate risk oversight as part of sound banking practices.

This training covers the foundations of ALM while delving into key regulatory components, including Interest Rate Risk in the Banking Book (IRRBB), the Liquidity Coverage Ratio (LCR), and the Net Stable Funding Ratio (NSFR). In addition, participants will gain insights into the Internal Liquidity Adequacy Assessment Process (ILAAP) and how it integrates with a bank’s overall risk and capital management framework.

Through practical case studies and scenario analysis, the program ensures that participants can apply both regulatory requirements and best practices to strengthen their institution’s resilience and strategic balance sheet management.