ALM 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.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The liability side has a cost, and most treasury pain starts when nobody manages it: funding costs, yield curves and the risks bound into them. This masterclass works through the Basel framework’s standardised risk measures and their market-risk impacts, and how duration-based metrics manage asset-liability risk in practice. Participants apply gap analysis across maturing and non-maturing assets and liabilities, measurement techniques using ladders, duration and net present value, and practical FX and derivatives risk measures for both assessment and hedging. Sessions set treasury management against ALM, covering the strategic role and scope of the function, market volatility, regulation within the international framework, and the ratings and credit spreads of Libor and Euribor banks over time.
What you will do
Who attends
- Treasury, risk and capital teams
- ALM and ALCO professionals
- Corporate treasurers, dealers and investment managers
- Finance, accounting and forex teams
- Financial controllers, analysts, auditors and supervisors
Programme agenda
Built for the decisions no textbook prepares you for
I.Risk classification and treasury ALM
- Risk classifications across the treasury
- Asset and liability management versus treasury management
- The strategic role and scope of treasury management
II.Gap and duration
- Asset and liability gap analysis
- Distribution of maturing and non-maturing assets and liabilities
- Ladders, duration and net present value techniques
III.Funding and the curve
- Funding costs and the yield curve
- Libor and Euribor banks: ratings and credit spread over time
- Evaluating capital investment opportunities
IV.Volatility, hedging and regulation
- Market volatility and the case for treasury discipline
- FX and derivatives risk measures for hedging
- Regulation and the international framework
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.
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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.