from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Asset-liability Management Course provides practical tools to grasp NIM dynamics, interest rate risk, and liquidity risk in actual stress situations. You will learn to model behavioural cashflows, implement EaR, VaR, LCR, and NSFR, and utilise derivatives, restructuring, and liquidity buffers to develop strong, compliant ALM strategies that balance profitability, resilience, and straightforward internal communication.
Elevify advantages
Develop skills
- Model ALM cashflows: account for deposit stickiness, prepayments, and callable risk.
- Measure interest rate risk: apply NIM, duration, convexity, EaR, VaR, and EVE tools.
- Monitor liquidity risk: employ LCR, NSFR, stress scenarios, and funding gap analysis.
- Execute ALM strategies: create hedges, restructure balance sheets, and price loans.
- Build tactical ALM plans: establish limits, report to the board, and quantify 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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