Market, Liquidity and ALM Risk Management Masterclass
Frameworks, measurement methodologies and governance across market risk, liquidity risk and ALM — grounding for risk staff and the front line alike.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Market risk, liquidity risk and asset-liability management are taught as three disciplines but managed as one balance sheet. This masterclass delivers a deep, practical grounding in all three — the frameworks, the measurement methodologies, and the processes, policies and procedures that make them operational in a financial institution. Market risk is treated in its business-specific context across the equity, fixed income, forex and commodity markets, alongside governance, stress testing and trading-book measurement. ALM brings interest rate and liquidity risk onto the balance sheet, closing with FTP governance, methods and their historical development. The cohort spans risk staff, treasury, financial controllers, technology, compliance — and front-line staff, whose grounding in these techniques increasingly matters.
What you will do
Who attends
- Market risk staff and treasury teams
- Financial controllers and balance-sheet managers
- Technology managers, compliance and legal officers
- Front-line staff dealing with clients and market counterparts
Programme agenda
Built for the decisions no textbook prepares you for
I.Market risk
- Underlying principles and governance
- Measurement and management
- The trading book: equity, fixed income, forex and commodities
II.Stress testing and commodities
- Market risk stress testing after the crisis
- Commodities market risk management approaches
- Business-specific market contexts
III.ALM and liquidity
- Principles of asset-liability management
- Interest rate and liquidity risk on the balance sheet
- Balance-sheet management as a risk approach
IV.Funds transfer pricing
- FTP governance and management
- FTP methods and their historical development
- Embedding processes, policies and procedures
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.