ALM, Interest Rate and Liquidity Risk Management Masterclass
Where ALM, liquidity and IRRBB meet — regulatory and benchmark reform, balance-sheet optimisation, FTP steering, and ICAAP and ILAAP integration for treasury risk teams.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Interest rate risk in the banking book cannot be managed in isolation: the Basel standards that mandate IRRBB measurement also bind it to ALM and liquidity, and that linkage is where most frameworks strain. This strategic masterclass examines the influence of regulatory and benchmark reform on ALM, tools for integrating balance-sheet optimisation with business as usual, and the role of funds transfer pricing in steering the balance sheet. Deep-dive sessions cover liquidity risk frameworks, active capital management, ICAAP and ILAAP integration, and stress testing within balance-sheet management. The cohort also confronts the treasury risk framework’s harder problems — data quality and lineage, system architecture and transformation — and the consequences of low and negative rates.
What you will do
Who attends
- Heads of ALM, balance-sheet management and treasury
- ALCO members and interest-rate and liquidity risk managers
- Capital management and capital modelling teams
- Stress-testing, compliance and audit professionals
Programme agenda
Built for the decisions no textbook prepares you for
I.ALM under reform
- Evolution of the ALM and ALCO process
- Regulatory and benchmark reform influence
- Managing and optimising the balance sheet
II.IRRBB
- Basel standards for banking-book rate risk
- Low and negative rates in IRR management
- The ALM–liquidity–IRRBB linkage
III.Liquidity and capital
- Liquidity risk frameworks
- Active capital management with ICAAP and ILAAP integration
- Stress testing within balance-sheet management
IV.Steering and infrastructure
- FTP as the steering mechanism
- Data quality and data lineage
- System architecture and transformation
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
Liquidity & ILAAP
An ILAAP the treasury runs and the supervisor accepts.
Automate it · Smart IT
BIZENIUS Accord
The licensed platform — 17 engines, Basel I to 3.1, on-premise.
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.