Asset & Liability Management (ALM) with Capital Planning and Stress Testing Masterclass
Hands-on ALM with capital planning and stress testing — practical workshops, best-practice risk reports and a crisis stress simulation to optimise a real balance sheet.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Every risk measurement tool has practical disadvantages, and the ALM function that cannot name them will misuse them. This masterclass takes professionals from across the bank — customer-facing teams, middle management and senior leadership, alongside auditors and regulators — through the issues and challenges of asset-liability management with an insistently practical bias: samples of best-practice risk reports, hands-on workshops on rate-risk measurement and liquidity stress testing, and one sample bank used throughout so that measurement, reporting and hedging examples compare cleanly. The cohort works through balance-sheet dynamics, liquidity governance and forecasting, Value at Risk and cash-flow techniques, regulatory capital rules, and interest-rate stress testing — finishing with a crisis stress-testing simulation in which participants optimise the bank’s ALM position. Concepts are built from first principles, so no advanced quantitative background is required.
What you will do
Who attends
- Chief Risk Officers and heads of liquidity, market risk and treasury
- Heads of finance, compliance and audit
- ICAAP and ILAAP programme directors and project managers
- Basel III project managers and capital management teams
- Middle managers and rising leaders across the bank
- Customer-facing and branch professionals building balance-sheet awareness
- Regulators and senior executive management
Programme agenda
Built for the decisions no textbook prepares you for
I.Balance-sheet dynamics
- Key risk factors acting on the balance sheet
- Best-practice risk reports
- Benchmarking your current ALM process
II.Interest-rate risk
- Hands-on rate-risk measurement workshops
- Interest-rate risk stress testing
- Hedging interest-rate exposures
III.Liquidity and capital
- Liquidity governance, forecasting and stress testing
- Regulatory capital rules
- Cash-flow management and Value at Risk techniques
IV.Crisis simulation
- Techniques and strategies for managing crisis situations
- Risk-analysis lessons from recent global crises
- The crisis stress-testing simulation
Frequently asked
Do I need an advanced quantitative background to attend?
No. Concepts are built from first principles, so no advanced quantitative background is required. The masterclass is designed for professionals from across the bank — customer-facing teams, middle management and senior leadership, alongside auditors and regulators — and its practical bias keeps every technique anchored in risk reports and workshops rather than abstract mathematics.
What does the crisis stress-testing simulation involve?
The programme closes with a crisis simulation in which participants optimise the bank’s ALM position, applying the full toolkit built over the course: balance-sheet dynamics, rate-risk measurement, liquidity stress testing and Value at Risk techniques. It draws on risk-analysis lessons from recent global crises, so the pressure being tested is the kind supervisors actually apply.
How practical is the ALM training?
Insistently practical. The masterclass uses samples of best-practice risk reports, hands-on workshops on rate-risk measurement and liquidity stress testing, and one sample bank throughout, so measurement, reporting and hedging examples compare cleanly. Participants also benchmark their current ALM practice and leave with an action plan to bring it to the highest standard.
Is the ALM masterclass available in-house and in French?
Yes to both. BIZENIUS programmes are delivered in English and French, and every programme is available in-house, tailored to your bank’s balance sheet, risk profile and supervisory expectations. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are shared on enquiry — do get in touch to discuss your cohort.
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
- Basel capital frameworks from Pillar 1 to Pillar 3
- ICAAP and ILAAP construction and supervisory review
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 · Insurance · Central banking & supervision
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
Stress Testing & Scenario Governance
Scenarios, models and governance that survive review.
Automate it · Smart IT
Stress Testing & Scenario Engine
Run the scenarios on an engine, not a spreadsheet.
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.