4 to 360 hours of flexible workload
certificate valid in your country
What Will I Learn?
This Asset-Liability Management Course equips you with practical tools to grasp NIM dynamics, interest rate risk, and liquidity risk in actual stress situations. You will learn to model behavioural cash flows, implement EaR, VaR, LCR, and NSFR, and leverage derivatives, restructuring, and liquidity buffers to develop strong, compliant ALM strategies that harmonise profitability, resilience, and straightforward internal reporting.
Elevify Advantages
Develop Skills
- Model ALM cash flows: account for deposit stickiness, prepayments, and callable risk.
- Measure interest rate risk: utilise NIM, duration, convexity, EaR, VaR, and EVE tools.
- Monitor liquidity risk: apply LCR, NSFR, stress scenarios, and funding gap analysis.
- Execute ALM strategies: devise 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 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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