Strategic Balance Sheet Management: Mastering ALM, IRRBB, and Liquidity Risk Masterclass
Treasury risk, ALM and balance-sheet management from foundation to application — IRRBB, LCR and NSFR, and hedging built into daily treasury practice.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Treasury desks inherit balance-sheet risk they did not price — and the cost surfaces as rate moves, funding squeezes and regulatory findings. This masterclass builds a solid foundation in treasury risk, ALM and bank balance-sheet management, then makes it practical. The cohort works through interest rate risk in the banking book, liquidity metrics including the LCR and NSFR, funding optimisation, and hedging with derivatives, swaps and futures — alongside the regulatory frame of Basel II, III/IV, ICAAP and ILAAP. Simulation-based learning runs throughout: ALM modelling, stress testing and scenario analysis, reinforced with case studies from global banking crises and tools that transfer directly to daily treasury operations.
What you will do
Who attends
- Heads of treasury and ALM professionals
- Risk, capital management and credit risk teams
- ALCO members, corporate treasurers and dealers
- Finance and accounting professionals
- Bank supervisors, financial controllers and auditors
Programme agenda
Built for the decisions no textbook prepares you for
I.Treasury risk foundations
- Treasury functions and the risk factors on the balance sheet
- Risk–reward trade-offs in financial decision-making
- The bank balance sheet as the unit of management
II.ALM in practice
- Interest rate risk and IRRBB strategies
- Liquidity risk management and stress testing
- Balance-sheet optimisation
III.Regulation and metrics
- LCR and NSFR — measuring and optimising funding
- Basel II, III/IV requirements
- ICAAP and ILAAP frameworks
IV.Hedging and simulation
- Derivatives, swaps and futures for risk mitigation
- ALM modelling and scenario analysis
- Case studies from global banking crises
Frequently asked
What level is this ALM and balance sheet management course pitched at?
The masterclass builds a solid foundation in treasury risk, ALM and bank balance-sheet management, then makes it practical — so it works both for professionals consolidating the fundamentals and for practitioners who need tools that transfer directly to daily treasury operations.
Which regulations and metrics are covered?
The cohort works through interest rate risk in the banking book (IRRBB), the LCR and NSFR liquidity metrics, funding optimisation, and hedging with derivatives, swaps and futures — alongside the regulatory frame of Basel II, III/IV, ICAAP and ILAAP. Simulation-based ALM modelling, stress testing and scenario analysis run throughout, reinforced with case studies from global banking crises.
Who should attend, and is in-house delivery possible?
It suits heads of treasury and ALM professionals, risk, capital management and credit risk teams, ALCO members, corporate treasurers and dealers, finance and accounting professionals, and bank supervisors, financial controllers and auditors. BIZENIUS delivers the programme in English and French, with in-house editions tailored to your balance sheet; sessions run on a rolling calendar with dates confirmed on request, and fees 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
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.