Asset & Liability Management (ALM) with Capital Planning and Stress Testing Masterclass
Hands-on ALM with capital planning and stress testing — Excel workshops, best-practice risk reports and a pandemic stress simulation to optimise a real balance sheet.
Format
Classroom · Live 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 bank risk managers, auditors and regulators through the issues and challenges of asset-liability management with an insistently practical bias: samples of best-practice risk reports, Excel 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 pandemic stress-testing simulation in which participants optimise the bank’s ALM position. Basic knowledge of risk management and statistics is assumed.
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
- 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
- Rate-risk measurement workshops in Excel
- 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 COVID-19
- The pandemic stress-testing simulation
Frequently asked
Do these programmes cover the Basel III final reforms and the ICAAP/ILAAP cycle?
Yes. The BIZENIUS banking curriculum is built around the Basel III endgame, ICAAP, ILAAP, IRRBB, IFRS 9 provisioning, stress testing and BCBS 239. Participants leave able to quantify the output floor on their own portfolios, write capital and liquidity documents that withstand supervisory review, and defend the numbers to their board.
Are the programmes adapted to regional supervisors such as SAMA, CBUAE or BCEAO?
Casework is built around supervisory documents rather than textbook theory, and faculty include former practitioners who have sat on both sides of an examination. Programmes address the questions SAMA, CBUAE, BCEAO and other home regulators actually put to the desk, and an in-house edition can be tailored to a single jurisdiction.
How do I secure a seat on a banking programme?
Apply for a seat or request the brochure from the programme page. A senior practitioner — not a sales team — responds within one business day, and the brochure arrives with that reply. BIZENIUS runs on enquiry: there is no online checkout.
Can a programme run in-house for our bank?
Every BIZENIUS programme can be delivered in-house, tailored to your balance sheet, your regulator and your data, in English or French. Many institutions start with an open cohort, then commission a private edition for the wider team.
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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.