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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

Course Summary

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
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

Why Choose Saudi GLOMACS?

Saudi GLOMACS is the official Saudi Arabian division of GLOMACS International (glomacs.com), delivering internationally recognised training courses both within Saudi Arabia and across international locations. Our training courses are aligned with the highest professional and institutional standards, supported by a strong understanding of the professional landscape in Saudi Arabia and access to global expertise.

Saudi GLOMACS enables professionals and organisations to strengthen leadership, capability, and long-term excellence through consistently high-quality learning experiences.

Official Saudi Presence

Official Saudi Arabian division of GLOMACS with established global credibility.

International Benchmarks

Internationally benchmarked training courses aligned with professional best practices.

Trusted Across Sectors

Trusted by professionals and institutions across public and private sectors.

Flexible Delivery

Training courses delivered within Saudi Arabia and across international locations.

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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.

No. Our training courses are delivered globally through international locations and online platforms, enabling participants from Saudi Arabia and around the world to learn together. This global delivery approach ensures exposure to diverse perspectives, international best practices, and cross-cultural insights while maintaining strong relevance to regional and organisational needs.

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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.

Yes, in-house and customised strategy training courses are available to support organisations seeking tailored strategic capability development. These courses can be aligned with your industry context, organisational challenges, and long-term strategic objectives.

For further details or to discuss customisation requirements, you may call or WhatsApp +966 (54) 286 8546 or email info@glomacs.sa . You can also submit a detailed enquiry through our in-house training page at: https://sa.glomacs.com/in-house-seminars

If you would like further information about these training courses, our team is available to provide professional guidance and support. We are pleased to assist with course selection, the registration process, and any other related enquiries.

For personalised assistance or detailed enquiries, please contact our team on +966 (54) 286 8546 or email us at info@glomacs.sa

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.

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