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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:
  • 20th - 22nd May 2019
  • Venue:
  • Central London and remotely via LFS LiveLFS Live
  • Fee:
  • £1330 per day


  • 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 New York and Singapore

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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