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 · Live 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
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.
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.