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Assets and Liabilities Management (ALM) Masterclass

An Interactive 5-Day Training Course

Assets and Liabilities Management (ALM) Masterclass

Banks Balance Sheet Management

NASBA
Classroom Schedule
Date Venue Fees
18 - 22 May 2026 Riyadh $ 5,950
24 - 28 Aug 2026 Riyadh $ 5,950
30 Nov - 04 Dec 2026 Riyadh $ 5,950

Course Summary

The Assets and Liabilities Management (ALM) training course provides a comprehensive understanding of balance sheet management, liquidity risk, and interest rate risk management within banking institutions. It explores ALM principles, Funds Transfer Pricing (FTP), liquidity frameworks, interest rate risk in the banking book (IRRBB), and regulatory compliance requirements.

In today’s evolving financial environment, effective ALM is critical for managing profitability and risk exposure. Participants will gain practical insights into liquidity gap analysis, interest rate sensitivity measurement, internal pricing mechanisms, and the integration of fintech tools to enhance balance sheet optimisation and regulatory alignment.

 

Skills & Competencies

From this Assets and Liabilities Management (ALM) training course, participants will develop below key skills and competencies:

  • Strategic balance sheet management
  • Liquidity risk assessment expertise
  • Interest rate risk measurement
  • Funds Transfer Pricing application
  • Reguatory compliance implementation
  • Fintech-enabled ALM optimisation

Key Learning Outcomes

At the end of this Assets and Liabilities Management (ALM) training course, you will be able to:

  • Understand ALM responsibilities and governance frameworks
  • Develop effective liquidity and interest rate risk strategies
  • Apply Funds Transfer Pricing (FTP) methodologies
  • Analyse interest rate and liquidity gaps
  • Interpret IRRBB and liquidity regulatory standards
  • Integrate fintech tools into ALM processes

How You Will Learn

This training course is delivered through structured expert-led sessions, guided technical walkthroughs, collaborative analytical exercises, and practical balance sheet evaluations. Participants will engage in applied financial calculations and structured discussions to reinforce ALM frameworks and regulatory application in real banking environments.

Who should Attend?

This training course is designed for professionals responsible for managing bank balance sheets and associated financial risks. It is particularly suitable for:

  • ALM and Treasury professionals
  • Market Risk Managers
  • Compliance and Internal Audit professionals
  • Basel regulation specialists
  • Product and Project Managers in Treasury / ALM
Course Outline
Day 1

Introduction to ALM and Balance Sheet Management

This day introduces the foundations of financial bank management, structural revenues, and ALM governance structures. Participants explore Treasury functions, ALCO roles, FTP principles, benchmark reforms, and essential financial mathematics concepts. The topics covered will include:

  • Financial Bank Management, Controlling, Margins and Structural revenues
  • ALM role, responsibilities and principles
  • Treasury and Financial Markets
  • Asset and Liability Committee (ALCO)
  • Internal Prices FTP (Funds Transfer Pricing)
  • Interest Rate Benchmarks, benchmark reform and new benchmarks (SOFR, ESTER, SONIA, …)
  • Financial mathematics: discount rates, yield curves
Day 2

Liquidity Risk Management and FTP in Practice

This day focuses on liquidity management methodologies, liquidity gap construction, and FTP liquidity premium structuring. Participants examine central bank roles, liquidity ratios, and internal liquidity adequacy processes. The topics covered will include:

  • Managing liquidity in a bank: methodologies and scenarios
  • Liquidity mapping, LQR gap construction and analysis
  • Setting up FTP liquidity premiums (FTP LQR curve)
  • Replication portfolio for liquidity management (NMD/NMA)
  • Role of central banks in liquidity management
  • Liquidity ratios (LCR/NSFR) and their impact on banks
  • Internal liquidity adequacy assessment process (ILAAP)
Day 3

Interest Rate Risk (IRR) Management

This day examines methods for mapping balance sheet items and measuring interest rate risk exposure. Participants analyse structural interest revenues, scenario analysis, and IRRBB regulatory compliance requirements. The topics covered will include:

  • Methods for mapping balance sheet items for IRR management
  • Interest rate gaps, analysis and measurement of interest rate risk
  • Structural IR revenues from balance sheet, revaluation, and related risks
  • Comparison of IR risk measurement methods (MD, PVBP, Scenario Analysis, VaR, Expected Shortfall) 
  • Scenario analysis for interest rate shocks and stress testing
  • Regulatory compliance with IRRBB (Interest Rate Risk in the Banking Book)
Day 4

Using Financial Market Products for ALM Management

This day explores financial market instruments used in liquidity and interest rate risk management. Participants review money market products, derivatives, bond pricing, and portfolio risk strategies. The topics covered will include:

  • Financial market products for ALM management (cash products and derivatives)
  • Short-term liquidity management with money market products (Deposits, CDs, Commercial Paper, Repo deals)
  • Short-term IRR management with derivatives (FRA, Money Market Futures, OIS)
  • Long-term liquidity management 
  • Managing credit and interest rate risks on bond portfolios
  • Bond pricing and revaluation strategies
Day 5

Advanced ALM Strategies and Fintech in ALM

This final day covers advanced derivative strategies, hedging techniques, data structuring, ALM systems comparison, and crisis management lessons. It concludes with best practices for sustainable balance sheet optimisation. The topics covered will include:

  • Off-balance sheet derivatives for long-term IRR management (IRS, XCS, Bond Futures)
  • Applications of IRS and XCS for hedging interest rate risk, IRS and XCS price calculations and revaluation
  • Data structuring for ALM using fintech tools
  • Comparison of different ALM systems and their benefits
  • Lessons learned from failed banks (e.g., SVB) and crisis management strategies
  • ALM best practices for balance sheet optimization
Certificates
  • On successful completion of this training course, GLOMACS Certificate will be awarded to the delegates.
  • Continuing Professional Education credits (CPE): In accordance with the standards of the National Registry of CPE Sponsors, one CPE credit is granted per 50 minutes of attendance.
Providers

Endorsed Education Provider

NASBA
Options & Brochure
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NASBA

Customisation & In-House Delivery

Delivering this in-house training course allows organisations to align ALM frameworks with internal policies, regulatory environments, and balance sheet structures. Customisation ensures direct relevance to institutional risk appetite, liquidity strategies, and governance models while strengthening cross-functional coordination between Treasury, Risk, and Finance teams.

Why Choose Saudi GLOMACS?

Saudi GLOMACS is the official Saudi Arabian division of GLOMACS International (glomacs.com), delivering internationally recognised training courses both within Saudi Arabia and across international locations. Our training courses are aligned with the highest professional and institutional standards, supported by a strong understanding of the professional landscape in Saudi Arabia and access to global expertise.

Saudi GLOMACS enables professionals and organisations to strengthen leadership, capability, and long-term excellence through consistently high-quality learning experiences.

Official Saudi Presence

Official Saudi Arabian division of GLOMACS with established global credibility.

International Benchmarks

Internationally benchmarked training courses aligned with professional best practices.

Trusted Across Sectors

Trusted by professionals and institutions across public and private sectors.

Flexible Delivery

Training courses delivered within Saudi Arabia and across international locations.

Additional Benefits of this course for Organisations and Professionals in Saudi Arabia

Organisations & Professionals in KSA will have the following additional benefits from this Assets and Liabilities Management (ALM) Masterclass.

  • Stronger liquidity resilience frameworks
  • Enhanced IRRBB regulatory alignment
  • Improved banking profitability oversight
  • Robust FTP implementation capability
  • Advanced balance sheet optimisation
  • Stronger fintech integration capacity
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Frequently Asked Question

No. Saudi GLOMACS delivers courses in Saudi Arabia and internationally, including delivery across Europe and Asia. This allows organisations and professionals to access training both locally and abroad.

No. While governance and leadership are part of the portfolio, Saudi GLOMACS delivers training across the entire business and professional lifecycle, including administrative, technical, legal, regulatory, and sector-specific training.

No. Our training courses are delivered globally through international locations and online platforms, enabling participants from Saudi Arabia and around the world to learn together. This global delivery approach ensures exposure to diverse perspectives, international best practices, and cross-cultural insights while maintaining strong relevance to regional and organisational needs.

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Yes. Saudi GLOMACS designs and delivers bespoke in-house training tailored to organisational objectives, sector requirements, and workforce needs. Training can be delivered in Saudi Arabia or internationally, depending on requirements.

Yes, in-house and customised strategy training courses are available to support organisations seeking tailored strategic capability development. These courses can be aligned with your industry context, organisational challenges, and long-term strategic objectives.

For further details or to discuss customisation requirements, you may call or WhatsApp +966 (54) 286 8546 or email [email protected] . You can also submit a detailed enquiry through our in-house training page at: https://sa.glomacs.com/in-house-seminars

If you would like further information about these training courses, our team is available to provide professional guidance and support. We are pleased to assist with course selection, the registration process, and any other related enquiries.

For personalised assistance or detailed enquiries, please contact our team on +966 (54) 286 8546 or email us at [email protected]

Courses delivered in Saudi Arabia are adapted to reflect local regulatory frameworks, organisational structures, sector conditions, and professional expectations. This ensures training is relevant, practical, and aligned with Saudi workplace realities.

GLOMACS has been delivering professional training for over thirty years, with courses delivered across Europe, the Middle East, Asia, and other international markets.

Saudi GLOMACS combines three decades of global training experience with a clear focus on Saudi market relevance. This allows it to deliver training that is both internationally credible and locally applicable, across a broader range of disciplines than niche or single-focus providers.

Saudi GLOMACS is a Saudi-based professional training provider delivering courses tailored to the Saudi market and applicable internationally. It operates within the global GLOMACS framework and draws on more than three decades of international training experience.

Saudi GLOMACS offers professional training across a wide range of disciplines, including administration, leadership and management, governance and regulation, law, oil and gas, energy, engineering, finance, digital technologies, and sector-specific specialisations.

Training supports professionals across all career stages, from operational roles to specialist and senior responsibilities.

Participants include professionals from public sector, semi-government, and private sector organisations, across a wide range of roles and industries. Attendees range from administrative and operational professionals to technical specialists, managers, and senior decision-makers.

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