Mastering Treasury Risk & ALM: Strategies for Bank Balance Sheet Optimisation
Treasury risk and ALM from foundation to application — IRRBB, liquidity metrics, hedging and simulation-based stress testing for the bank balance sheet.
Format
Classroom · Live Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
A bank’s balance sheet is optimised or eroded in treasury, one repricing and funding decision at a time. This masterclass builds a solid foundation in treasury risk, ALM and bank balance-sheet management, pairing theory with the practical skill to apply ALM strategies inside a financial institution. The cohort works through interest rate risk in the banking book (IRRBB), liquidity metrics including the LCR and NSFR and the funding strategies behind them, regulatory frameworks from Basel II and III/IV to ICAAP and ILAAP, and hedging with derivatives, swaps and futures. Simulation-based learning — ALM modelling, stress testing and scenario analysis — and case studies from global banking crises anchor it all in practice.
What you will do
Who attends
- Treasury, risk and capital management teams
- ALM and ALCO professionals, corporate treasurers and dealers
- Finance professionals, financial controllers and accountants
- Bank supervisors, investment managers and auditors
Programme agenda
Built for the decisions no textbook prepares you for
I.Treasury risk foundations
- Treasury functions and the risk factors on bank balance sheets
- Risk–reward trade-offs in decision-making
- The regulatory landscape: Basel II, III/IV, ICAAP and ILAAP
II.ALM in practice
- Managing IRRBB and rate fluctuations
- Liquidity risk metrics: LCR and NSFR
- Optimising funding strategies
III.Hedging and mitigation
- Derivatives, swaps and futures
- Interest rate, currency and market risk mitigation
- Tools and frameworks for day-to-day treasury operations
IV.Simulation and cases
- ALM modelling and scenario analysis
- Hands-on stress testing
- Case studies from global banking crises and liquidity challenges
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.