Asset and Liability Management for Banks
Manage interest-rate, liquidity and funding risk across the balance sheet and run an effective ALCO.
- 5 days
- Classroom · Live virtual · In-house
- Afriskora Certificate of Completion
Course overview
Asset and liability management protects a bank's earnings and survival when interest rates move or funding dries up. This course explains how to measure repricing and liquidity gaps, model net interest income and economic value, set funds transfer pricing and present clear analysis to ALCO. Exercises use a simulated bank balance sheet.
Who should attend
- ALM and treasury staff in banks and microfinance institutions
- Risk managers and finance teams
- ALCO members
- Banking supervisors
What you will be able to do
- Measure interest-rate risk using gap, NII and EVE analysis
- Manage liquidity with ratios, cash-flow ladders and buffers
- Design a funds transfer pricing framework
- Plan funding and contingency strategies
- Prepare effective ALCO packs and recommendations
Course outline
Day 1ALM foundations
- • The bank balance sheet and its risks
- • ALM governance and the ALCO
- • Behavioural assumptions for deposits and loans
- • Regulatory requirements
Day 2Interest-rate risk
- • Repricing gap analysis
- • Net interest income simulation
- • Economic value of equity
- • Hedging with swaps
Day 3Liquidity risk
- • Maturity ladders
- • LCR and NSFR in practice
- • Liquidity stress testing
- • Contingency funding plans
Day 4Funds transfer pricing
- • Why FTP matters
- • Building the FTP curve
- • Liquidity premiums
- • Product profitability
Day 5ALCO in action
- • Designing the ALCO pack
- • Balance-sheet strategy
- • ALCO simulation
- • Action planning
Frequently asked questions
How long is the Asset and Liability Management for Banks course?
The course runs for 5 days. Daily start and finish times are confirmed in your joining instructions. Live virtual sessions cover the same programme.
Do I receive a certificate?
Yes. Every participant who completes the course receives an Afriskora Certificate of Completion with a unique code that employers can verify online.
Can this course be delivered in-house for our team?
Yes. We can run it at your premises or online for your team, on dates that suit you, and adapt examples and case studies to your sector.
How do I book and pay?
Request dates and we'll send available sessions and a quote. Bookings are confirmed by invoice and paid by EFT. South African clients can include the course in their Workplace Skills Plan.
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