Strategic ALM and Dynamic Balance Sheet Management with Live Simulation Masterclass
ALM run as one integrated discipline — liquidity, IRRBB and capital optimised across the balance sheet, tested in a live simulation under crisis conditions.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Balance sheets optimised in silos — liquidity here, rates there, capital somewhere else — leak value and fail in a crisis. This masterclass integrates the three critical ALM challenges and puts them under simulated stress. Sessions cover funds transfer pricing and liquidity reporting, behavioural modelling and interest rate risk, capital management, Basel III and Basel IV, and machine learning in balance sheet management — all against a changing regulatory environment. The cohort implements ICAAP and ILAAP processes, optimises the HQLA buffer, sets FTP incentives that steer the balance sheet, and conducts ALM as one exercise in a live simulation: every key risk integrated, every regulatory constraint applied, earnings and resilience optimised together.
What you will do
Who attends
- Chief risk officers and heads of risk
- Heads of treasury, balance sheet and liquidity risk
- Heads of market risk, finance and compliance
- ICAAP and ILAAP managers and Basel III project managers
- Audit heads, regulators and executive management
Programme agenda
Built for the decisions no textbook prepares you for
I.The integrated balance sheet
- Liquidity, interest rate risk and capital as one problem
- The ALM regulatory environment
- Managing and optimising the balance sheet in a crisis
II.FTP and incentives
- Funds and full transfer pricing
- Economic value added frameworks for strategic steering
- Liquidity reporting
III.IRRBB and behavioural modelling
- IRR metrics and scenarios
- Behavioural modelling and interest rate risk
- Pillar 2 capital impact and use of derivatives
IV.Simulation and optimisation
- ICAAP, ILAAP and optimised HQLA practice
- Machine learning in balance sheet management
- Live simulation — integrating all key risks under regulatory constraints
Frequently asked
What makes the live simulation different from a standard ALM course?
Instead of treating liquidity, IRRBB and capital in separate silos, the cohort conducts ALM as one exercise in a live simulation under crisis conditions: every key risk integrated, every regulatory constraint applied, and earnings and resilience optimised together across the balance sheet.
What does the programme cover beyond the simulation?
Sessions cover funds transfer pricing and liquidity reporting, behavioural modelling and interest rate risk, capital management under Basel III and Basel IV, and machine learning in balance sheet management. Participants implement ICAAP and ILAAP processes, optimise the HQLA buffer and set FTP incentives that steer front-line behaviour.
Who should attend, and in which languages is it run?
The masterclass suits chief risk officers, heads of treasury, balance sheet and liquidity risk, market risk, finance and compliance leaders, ICAAP and ILAAP managers, Basel III project managers, audit heads, regulators and executive management. BIZENIUS delivers it in English and French, with in-house editions tailored to your institution; sessions run on a rolling calendar with dates confirmed on request, and fees are quoted 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
From the Mandate Record
Mandate № 01 · Africa
The training programme that became national regulation
What the team mastered, the regulator wrote into the rulebook.
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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
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The licensed platform — 17 engines, Basel I to 3.1, on-premise.
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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.