Programs / School of Banking & Finance / NZ_001_Asset and Liability Management (ALM)
School of Banking & Finance

NZ_001_Asset and Liability Management (ALM)

BA
Instructor

Beltone Academy

Last Updated

July 20, 2025

0 /0

About Course

About the Program:

Program Overview

Asset and liability management is the process of managing the use of assets and cash flows to reduce the firm’s risk of loss from not paying a liability on time. Well-managed assets and liabilities increase business profits. The asset and liability management process is typically applied to bank loan portfolios and pension plans.

It also involves the economic value of equity. The concept of asset and liability management focuses on the timing of cash flows because company managers must plan for the payment of liabilities.

The process must ensure that assets are available to pay debts as they come due and that earnings or assets can be converted into cash. The asset and liability management process applies to different categories of assets on the balance sheet.

By the end of this This intensive and highly-structured 5-day program participants will be able to:

  • Identify the traditional as well as the ever changing landscape of asset-liability management
  • Manage interest rate income at risk in banking books
  • Comprehend the ALM process and how it integrates with the overall strategy of the bank or the corporation
  • Provide a balance between strategic perspectives and analytical/technical concepts in ALM
  • Identify how to achieve optimal balance sheet performance
  • Evaluate the latest risk analysis techniques for enhanced asset/liability management
  • Recognize how to achieve effective capital allocation for enhanced asset/liability management
  • Provide the participants with a thorough knowledge on the application of derivative instruments to optimize balance sheet performance
  • Recognize information about effective liquidity management and regulations
  • Analyze a value-at-risk approach to asset/liability management for effective risk control.
  • Clarify the problem of credit risk as it relates to interest rate and liquidity risks
  • Identify the dynamics of gap analysis and the various products affecting it
  • Ascertain the pros and cons of various simulation techniques.
  • Interpret how to improve portfolio profitability through the use of securitization
  • Recognize regulatory capital & Basel II as well as liquidity risk parameters (Basel III)
  • Board of Directors
  • Senior Bank Management Members
  • Central Bankers (Supervision Department)
  • ALCO Managers
  • Chief Risk Officers
  • Treasury Executives
  • Risk Managers
  • Chief Finance Officers
  • Finance Directors
  • Comptrollers
  • Portfolio Managers
  • Securities Analysts
  • Insurance Executives
  • Pension Fund Managers
  • Pension Fund Trustees
  • Investment Professionals
  • MIS and Operations Executives
  • Budgeting & Planning Executives
  • Day1:
    • Overview of Asset/Liability Management
    • Gap Analysis
    • Dynamics of Gap Analysis
    Day 2:
    • Liquidity Risk & Management
    • Measuring Bank Liquidity
    • Dynamics of Liquidity Management
    Day 3:
    • Interest Rate Risk- Overview & Measurement
    • Measuring Risk Techniques
    Day 4:
    • Capital Allocation
    • Interest Rate Management Techniques
        Day 5:
    • Credit Derivatives
    • Securitization
    • Basel III & Effective Risk Governance

Face to Face

5 Days

Instructor Bio

BA
Beltone Academy
0 Rating 34 Programs 0 Learners

This Program includes:
Duration 60h
Skill Level All Levels
Language English
... February 28, 2025
Certificate Yes
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