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

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This course equips you with hands-on tools to grasp net interest margin dynamics, interest rate risk, and liquidity risk in tough real-world scenarios. You will learn to model behavioural cashflows, utilise EaR, VaR, LCR, and NSFR metrics, and apply derivatives, restructuring techniques, and liquidity buffers to develop strong, regulation-compliant ALM strategies that promote profitability, resilience, and effective internal reporting.
Elevify advantages
Develop skills
- Model ALM cashflows by capturing deposit stickiness, prepayments, and callable risk.
- Measure interest rate risk using NIM, duration, convexity, EaR, VaR, and EVE tools.
- Monitor liquidity risk 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, reporting to the board, and quantifying trade-offs.
Suggested summary
Before starting, you can change the chapters and 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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