Advanced Liquidity Resilience, ALM, Stress Testing & Climate-Integrated Capital Planning Masterclass
Balance sheet resilience is not built in reports — it is built in the quality of decisions made before stress arrives.
Format
Classroom
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
The next phase of balance sheet resilience will be judged not by today’s ratios, but by how well a bank manages funding pressure, deposit behaviour, interest rate movements, sector concentration, climate-related financial risk and capital usage as conditions change. ALM, Treasury, Risk, Finance, Compliance, Capital Planning and Internal Audit cannot keep working from separate reports and disconnected assumptions. Anchored to the Basel III liquidity standards (LCR, NSFR), sound liquidity risk management principles and the Basel Committee’s climate-risk principles, this intensive two-day masterclass builds one operating model connecting liquidity risk, LCR and NSFR discipline, stress testing, contingency funding, climate risk assessment, capital planning and ALCO decisions. Delegates leave able to translate technical risk outputs into ALCO action, senior management insight, board-ready reporting and supervisory-ready evidence — with the limits, triggers and escalation discipline that hold when funding conditions turn.
What you will do
Who attends
Senior professionals across ALM, Treasury, Risk, Finance, Compliance, Capital Planning and Internal Audit: heads of ALM and Treasury, heads of liquidity and market risk, stress testing and capital planning leads, ALCO members and secretaries, board risk committee members, finance and regulatory reporting leads, and internal auditors covering treasury and balance sheet risk — in commercial, universal, development and Islamic banks, and the supervisory teams that review them.
Programme agenda
Built for the decisions no textbook prepares you for
I.Liquidity resilience and ALM governance
- ALCO’s evolving role in balance sheet resilience, liquidity oversight and strategic risk challenge
- Linking liquidity, funding strategy, margin pressure, capital usage and risk appetite in one discussion
- Practical limits, triggers, escalation points and governance expectations under stress
- Coordination across Treasury, ALM, Risk, Finance, Compliance and Internal Audit
II.LCR, NSFR and funding strategy
- Practical interpretation of LCR, NSFR, HQLA, liquidity buffers and regulatory reporting expectations
- Deposit behaviour, funding concentration, maturity mismatch and refinancing risk in changing markets
- Early-warning indicators for liquidity deterioration, funding pressure and balance sheet vulnerability
- Connecting liquidity metrics to funding diversification, ALCO review and senior management decisions
III.Liquidity stress testing and contingency funding readiness
- Designing realistic liquidity stress scenarios, survival horizons and severity assumptions
- Cashflow assumptions, deposit run-off, collateral pressure and market-access constraints under review
- Linking stress results to credible management actions, escalation and decision timing
- Contingency funding plan governance, ownership, activation triggers and crisis communication discipline
IV.Climate-related financial risk
- Climate risk transmission through sectors, borrowers, collateral and credit quality
- Links between climate exposure, provisions, earnings volatility, portfolio resilience and capital planning
- Climate-sensitive stress testing for vulnerable sectors and borrower concentrations
- Governance, reporting and disclosure readiness for senior management and board oversight
V.Capital planning and earnings resilience
- Capital impact of liquidity stress, credit deterioration, concentration risk and earnings pressure
- Forward-looking capital planning assumptions under changing growth, funding and risk conditions
- Connecting profitability, balance sheet growth, capital buffers and risk appetite discipline
- Management actions, board-level challenge and practical limitations under adverse scenarios
VI.ALCO, board reporting and supervisory readiness
- ALCO and board reporting for liquidity, ALM, stress testing, climate risk and capital
- Translating technical risk outputs into clear management discussion and decision-focused insights
- Documentation, controls, audit considerations and three-lines assurance expectations
- Strengthening supervisory dialogue through clearer governance, evidence discipline and internal challenge
Frequently asked
How does climate risk fit into a liquidity and ALM masterclass?
As one of the conditions the balance sheet must withstand. The programme is anchored to the Basel Committee’s climate-risk principles alongside the Basel III liquidity standards, and works how climate-related financial risk transmits through sectors, borrowers, collateral and credit quality into provisions, earnings volatility and capital planning — including climate-sensitive stress testing for vulnerable sectors and concentrations.
What will participants be able to do afterwards?
Translate technical risk outputs into decisions: ALCO action, senior management insight, board-ready reporting and supervisory-ready evidence. Delegates leave able to defend LCR, NSFR, HQLA and survival-horizon assumptions under pressure, link stress scenarios to earnings, capital and management actions, and set the limits, triggers and escalation discipline that hold when funding conditions turn.
Who should attend?
Senior professionals across ALM, Treasury, Risk, Finance, Compliance, Capital Planning and Internal Audit: heads of ALM and Treasury, liquidity and market risk, stress-testing and capital-planning leads, ALCO members and secretaries, board risk committee members, and internal auditors covering treasury and balance-sheet risk — in commercial, universal, development and Islamic banks, plus the supervisory teams that review them.
Can the programme be tailored in-house?
Yes. An in-house edition can be built around your institution’s funding profile, deposit behaviour, climate exposures and ALCO governance, in English or French — every BIZENIUS programme is available in both. Public cohorts follow a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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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
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