You're now visiting the official Saudi
website of GLOMACS International

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

Introduction

This Assets and Liabilities Management (ALM) Masterclass training course offers an in-depth understanding of balance sheet management, liquidity, and interest rate risk management in banking. The training course addresses ALM principles, internal prices (FTP), liquidity and interest risk management, and regulatory compliance (IRRBB).

In today's dynamic financial landscape, mastering ALM processes is essential for professionals managing risks and profitability. Participants will learn how to apply advanced methods in ALM using case studies, excel-based calculations, and fintech-driven solutions.

This GLOMACS training course will highlight:

  • Strategic balance sheet management principles
  • Internal pricing models (FTP) and profitability
  • Liquidity and interest risk management techniques
  • Regulatory compliance (IRRBB)
  • Application of fintech solutions in ALM

Objectives

At the end of this training course on Assets and Liabilities Management (ALM) Masterclass, you will learn to:

  • Understand ALM responsibilities and key principles
  • Develop strategies for liquidity and interest rate risk management
  • Apply Funds Transfer Pricing (FTP) in banking operations
  • Analyze interest rate and liquidity gaps
  • Implement fintech-driven ALM solutions

Training Methodology

This training course on Assets and Liabilities Management (ALM) Masterclass utilizes a combination of instructor-led presentations, practical case studies, interactive polls & quizzes, and excel-based modeling exercises. Participants will actively engage in practical applications of ALM management techniques throughout the training sessions.

Organisational Impact

The Organization will have the following benefits:

  • Enhanced liquidity management skills
  • Improved interest rate risk management strategies
  • Optimized internal pricing (FTP) frameworks
  • Strengthened regulatory compliance (IRRBB, LCR/NSFR, ILAAP)
  • Practical skills in ALM data structuring
  • Integration of fintech solutions into ALM 

Personal Impact

At the end of this Assets and Liabilities Management (ALM) Masterclass training course, the participants will gain the following;

  • A deep understanding of bank’s ALM processes
  • Skills to manage liquidity and interest rate risks
  • Knowledge of internal pricing and profitability models
  • Ability to apply regulatory requirements in ALM
  • Expertise in fintech tools for ALM optimization
  • Practical experience through case studies and simulations

Who should Attend?

This training course is designed for professionals responsible for managing bank balance sheets and associated risks. It is ideal for those looking to deepen their expertise in ALM and related regulatory compliance.

This GLOMACS training course is suitable to a wide range of professionals but will greatly benefit:

  • ALM and Treasury professionals
  • Bank’s market risk managers
  • Compliance and Internal Audit staff
  • Basel regulation experts
  • Product and project managers in ALM/Treasury
Course Outline
Day 1

Introduction to ALM and Balance Sheet Management

  • 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

  • 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

  • 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

  • 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

  • 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
Related Courses
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.

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.

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.

Related Categories