Asset-Liability Management Course
Gain expertise in asset-liability management using practical tools to handle interest rate risk, liquidity risk, and net interest margin. Master ALM metrics, conduct stress testing, implement hedging strategies, and optimise funding to enhance balance sheet strength and ensure regulatory compliance.

flexible workload of 4 to 360h
valid certificate in your country
What will I learn?
This course equips you with practical tools to grasp NIM dynamics, interest rate risk, and liquidity risk in real stress scenarios. You will learn to model behavioural cashflows, apply EaR, VaR, LCR, NSFR metrics, and leverage derivatives, restructuring, and liquidity buffers for developing strong, compliant ALM strategies that ensure profitability, resilience, and effective internal communication.
Elevify advantages
Develop skills
- Model ALM cashflows by capturing deposit stickiness, prepayments, and callable risks.
- Measure interest rate risks using NIM, duration, convexity, EaR, VaR, and EVE tools.
- Monitor liquidity risks with LCR, NSFR, stress scenarios, and funding gap analysis.
- Execute ALM strategies through hedges, balance sheet restructuring, and loan pricing.
- Build tactical ALM plans by setting limits, board reporting, and quantifying trade-offs.
Suggested summary
Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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