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Strategic Asset-Liability Management for Financial Institutions

Strategic Asset-Liability Management (ALM) can significantly improve financial performance by delivering a better balance between returns and risks across a more comprehensive set of both on- and off-balance sheet assets and liabilities.

This advanced programme covers best practice in ALM as well as ALM’s role as a strategic function in financial institutions.

Beyond full coverage of the key ALM areas of interest rate, liquidity, FX and credit risks, their measurement and best practice management; the course also integrates all key risks into a state-of-the-art constrained optimization solution for ALM, compliant with the – now clearer – suite of regulatory requirements banks face going into "Basel IV".

Practical application and strategic decision making are emphasized throughout the programme via real-world case studies and workshops, which focus on international best practices and explore the experiences of a range of institutions.

  • Date:
  •  3rd -  5th December 2018
  • Venue:
  • Cliftons Singapore - The Finexis Building
  • Fee:
  • US$1595 per day


  • This course is FTS-Eligible* and also eligible for 24 CPD hours. GARP & CFA Institute members are eligible for 24 CE/CPD credits. See details
  • You might be eligible for preferential rates. Please contact us to check if your company is a member of the LFS Global Client Programme.

This course is also available in London, New York and Sydney

Who The Course is For

  • Members of the Asset Liability Committee (ALCO)
  • Treasury professionals
  • Money market and FX traders
  • Management of credit, deposit and other major business units
  • Liquidity investment managers and traders
  • Capital markets teams covering financial institutions
  • Strategic planning professionals
  • Risk managers and risk controllers
  • Financial officers and auditors (internal and external)
  • Regulators overseeing banking, investment and trading books
  • IT professionals specializing in treasury systems

Learning Objectives

  • Gain a solid knowledge on how to measure and manage all key risks faced in ALM, including through use of derivatives and dynamically over time
  • Learn how to set appropriate incentives through funds and full transfer pricing and economic value added frameworks to strategically steer the balance sheet
  • Gain hands-on experience to conduct ALM holistically, integrating all key risks, and subject to all regulatory and risk constraints, to optimize earnings and balance sheet resilience
  • Learn how to organize your ALM function efficiently

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Prior Knowledge

It is assumed that participants have a basic familiarity with a bank’s treasury operations, banking activities, and fundamental market instruments such as forwards, swaps and options. 


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*FTS Eligible
This programme is approved for listing on the Financial Training Scheme (FTS) Programme Directory and is eligible for FTS claims subject to all eligibility criteria being met. Please note that in no way does this represent an endorsement of the quality of the training provider and programme. Participants are advised to assess the suitability of the programme and its relevance to participants' business activities or job roles. The FTS is available to eligible entities, at a 50% funding level of programme fees subject to all eligibility criteria being met. FTS claims may only be made for programmes listed on the FTS Programme Directory with the specified validity period. Please refer to www.ibf.org.sg for more information.