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 · Live 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
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
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
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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.