Asset and Liability Management (ALM) Masterclass
ALM after Silicon Valley Bank — liquidity risk, IRRBB under Basel 4, FTP and cost-of-funds discipline for banks whose safest assets can still sink them.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Silicon Valley Bank held credit-risk-free assets and collapsed anyway: mark-to-market losses on unhedged fixed-income portfolios became real the moment uninsured depositors ran, forcing asset sales at the bottom. That is an ALM failure, and it is the kind this masterclass exists to prevent. It covers the role and function of ALM within the bank, frameworks and applications, the key sources of liquidity risk and their stress-testing elements, going-concern and contingency liquidity plans, and best practice in identifying, assessing and monitoring liquidity risk. Sessions address funds transfer pricing and bank cost-of-funds analysis, the new Basel 4 regulation concerning IRRBB and market risk, interest and currency risk on the balance sheet, capital management and performance measurement across business units.
What you will do
Who attends
- ALCO teams and ALM professionals
- Risk, capital management and credit risk teams
- Corporate treasurers, forex and cash management teams
- Finance professionals, financial controllers and auditors
- Business heads and bank supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.Why ALM fails
- Lessons from the collapse of Silicon Valley Bank
- Mark-to-market losses and deposit flight
- Stakeholder behaviour as balance-sheet risk
II.The ALM framework
- Role and function of ALM within the bank
- Frameworks and applications
- Performance measurement and capital allocation across business units
III.Liquidity risk
- Key sources of liquidity risk and stress-testing elements
- Going-concern and contingency liquidity plans
- Best practice in identifying, assessing and monitoring liquidity risk
IV.Rates, FTP and regulation
- Interest and currency risk; the net interest margin at risk
- Fund transfer pricing and cost-of-funds analysis
- Basel 4 on IRRBB and market risk
Frequently asked
Why does the course open with Silicon Valley Bank?
Because SVB held credit-risk-free assets and collapsed anyway: mark-to-market losses on unhedged fixed-income portfolios became real the moment uninsured depositors ran, forcing asset sales at the bottom. That is an ALM failure — and it frames the whole programme, from stakeholder-behaviour risk to liquidity stress testing.
What does the course cover beyond liquidity risk?
Interest and currency risk on the balance sheet and the net interest margin, funds transfer pricing and bank cost-of-funds analysis to best practice, capital management and performance measurement across business units, and the new Basel 4 regulation concerning IRRBB and market risk — alongside going-concern and contingency liquidity planning.
Is the ALM masterclass available in French and in-house?
Yes. BIZENIUS delivers the programme in English and French, and an in-house edition can be tailored to your bank’s balance sheet, deposit base and regulatory context. Sessions run on a rolling calendar with dates confirmed on request, and fees and quotations are provided on enquiry.
Share this programme
Know the right person for this seat?Nominate a colleague →
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
Balance-Sheet Management — ALCO, ALM & FTP
ALCO, ALM and FTP that actually steer the balance sheet.
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
Related programmes
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.
View programmeALM and Treasury Risk Management Masterclass
Duration, gap and yield-curve discipline for treasury ALM — Basel standardised risk measures, FX and derivatives hedging, and managing the true cost of the liability side.
View programmeAdvancing Your ALM Framework and Leveraging Funds Transfer Pricing Masterclass
An FTP framework your ALCO can defend — pool construction, governance and integration with ALM policy for treasury and risk teams who own the mechanism.
View programmeBanking & Finance
Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.