WHY THIS COURSE?

This 2-day course provides participants with a deep understanding of Asset and Liability Management as a function and as a skill in managing the bank balance sheet. It incorporates industry best practices in Malaysia and overseas while focusing on regulatory expectations, stress testing, governance, and funds transfer pricing (FTP).

COURSE OUTCOMES

  • By the end of this program, participants will be able to:
    1. Apply advanced ALM techniques to optimize balance sheet performance.
    2. Interpret IRRBB & liquidity metrics and integrate them into ALCO decision-making.
    3. Develop ALM stress testing frameworks aligned with regulatory requirements.
    4. Enhance capital & liquidity strategies using ALM insights.
    5. Leverage digital innovations to modernize ALM practices.

Fee

Fee per participant: RM5,900/$1,950

Please note that the Ringgit price is applicable to Malaysia-domiciled participants only. Discounts are available for group bookings. Please contact us for more details.

In-house/group training

If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802.
Learn More

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Send me Details

For enquiries please contact:

Normariya Sariman
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44

Ramesh Kalimuthu
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810

For sponsorship & speaking opportunities:

Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802

For marketing and media enquiries

Govina Selvanthran
Marketing Manager
[email protected]
Direct Line: +603 2162 7800 ext 22

REDmoney Training

Advanced Asset and Liability Management for Financial Institutions

SIDC CPE-approved: 10 CPE Points

Date: 10th & 11th November 2025
Venue: DoubleTree by Hilton, Kuala Lumpur

Classroom Training

Send me Details

WHY THIS COURSE?

This 2-day course provides participants with a deep understanding of Asset and Liability Management as a function and as a skill in managing the bank balance sheet. It incorporates industry best practices in Malaysia and overseas while focusing on regulatory expectations, stress testing, governance, and funds transfer pricing (FTP).

COURSE OUTCOMES

  • By the end of this program, participants will be able to:
    1. Apply advanced ALM techniques to optimize balance sheet performance.
    2. Interpret IRRBB & liquidity metrics and integrate them into ALCO decision-making.
    3. Develop ALM stress testing frameworks aligned with regulatory requirements.
    4. Enhance capital & liquidity strategies using ALM insights.
    5. Leverage digital innovations to modernize ALM practices.

Fee

Fee per participant: RM5,900/$1,950

Please note that the Ringgit price is applicable to Malaysia-domiciled participants only. Discounts are available for group bookings. Please contact us for more details.

In-house/group training

If you are looking for an in-house training program or wish to send a group to an existing public program, kindly please contact Andrew Tebbutt at [email protected] or +603 2162 7802.
Learn More

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AGENDA

Day 1: Advanced ALM framework and market dynamics

Session 1: The Strategic Role of ALM in Banking
  • ALM as a core function: managing liquidity, IRRBB and capital
  • ALM in the context of risk, treasury and finance functions
  • Regulatory landscape in Malaysia: BNM guidelines, Basel III and IFRS 9
  • ALM’s impact on profitability and balance sheet optimization

Case Study: Real-world failures of ALM and lessons learned (Silicon Valley Bank, Credit Suisse, and others)

Session 2: Interest Rate Risk in the Banking Book (IRRBB)
  • Key metrics: EVE (Economic Value of Equity) and NII (Net Interest Income)
  • Stress testing and scenario analysis for IRRBB
  • Managing fixed vs floating rate risks
  • Hedging strategies: Interest rate derivatives and swaps

Hands-on Exercise: Participants analyse an ALCO report and interpret IRRBB metrics

Session 3: Liquidity Risk Management
  • LCR (Liquidity Coverage Ratio) and NSFR (Net Stable Funding Ratio)
  • Stress testing and contingency planning for liquidity crises
  • Behavioural modelling of deposits and loan prepayments
  • Funding strategies: wholesale versus retail funding

Simulation: Liquidity crisis simulation and decision-making exercise

Session 4: Balance sheet optimization and FTP
  • Advanced FTP methodologies
  • Pricing strategies for deposits and loans
  • Managing profitability through ALM adjustments
  • Case study: Optimizing NIM (Net Interest Margin) in a rising rate environment

Interactive Group Exercise: Developing a balance sheet strategy for a mid-sized Malaysian bank

Day 2: ALM Strategies, Stress-testing and Digital Innovation

Session 5: Advanced Stress-testing and Scenario Planning
  • Designing and implementing ALM stress tests
  • Reverse stress testing and early warning indicators
  • Impact of extreme market shocks on ALM strategies
  • BNM’s ICAAP guidelines and integration with ALM

Case Study: How Malaysian banks handled stress scenarios like COVID-19, 2008 global financial crisis & 1998 Asian financial crisis

Session 6: Capital and ALM Integration
  • RWA optimization and capital management strategies
  • ALM’s role in ICAAP and Basel III compliance
  • Managing capital buffers and dividend policies
  • Market risk vs credit risk impact on ALM

Discussion: ALM and the CFO perspective: aligning business and risk objectives

Session 7: Digitalization and Fintech Disruptions in ALM
  • AI and machine learning in ALM and treasury
  • Blockchain and tokenization of bank assets
  • Real-time ALM dashboards and data analytics
  • Digital lending, open banking and impact on ALM

Demo/Use Case: Fintech tools for ALM analytics

Session 8: ALCO Simulation and Final Case Study
  • ALCO (Asset-Liability Committee) simulation exercise
  • Participants role-play as ALCO members making strategic ALM decisions
  • Presenting ALM strategies to senior management
  • Key takeaways and action plans for participants
Closing Remarks/Q&A

EXPERT COURSE DIRECTOR


Nick Wood
Founder and CEO, FinTorque Pte Ltd

Nick Wood is the founder and CEO of FinTorque Pte Ltd, a financial services consulting company and co-founder, and director of Augury Insights a Singapore fintech company specialising in balance sheet modelling. He has extensive experience in training large business groups on ALCO effectiveness and balance sheet optimisation and is a regular speaker at industry events on treasury topics. Nick was recently the Financial Sector Consultant for the International Monetary Fund (IMF), where he provided specialist advice on impact of regulatory reforms on banks and financial stability in Asia and the Emerging Markets and contributed towards the IMF Global Financial Markets Stability Report. He has been a bank treasury expert for 38 years, of which more than 27 years were spent in Asia, where he built highly profitable trading floors, conducted entity business reviews and has first-hand balance sheet management experience during market crises and idiosyncratic stress across large banking groups. His former roles included Head of Business Treasury, Head of Liquidity Management, Head of Funds Transfer Pricing Policy and ALM Business Planning Manager.

TARGET AUDIENCE

  • This course will be of tangible and measurable benefit to senior risk, treasury and finance practitioners from financial institutions. In particular:
    • Financial institution senior management
    • Risk officers
    • Finance officers
    • Market and liquidity risk managers
    • Credit risk managers
    • Treasury and ALM managers
    • Risk, treasury and financial analysts
    • Credit portfolio managers
    • Internal auditors and compliance managers
    • Bank supervisors and regulators
    • Transformation managers

For enquiries please contact:

Normariya Sariman
Account Manager, REDmoney Seminars
[email protected]
Direct Line: +603 2162 7800 ext 44

Ramesh Kalimuthu
Events Sales Director
[email protected]
Direct Line: +603 2162 7800 ext 65
Fax: +603 2162 7810

For sponsorship & speaking opportunities:

Andrew Tebbutt
Managing Director
[email protected]
Direct Line: +603 2162 7802

For marketing and media enquiries

Govina Selvanthran
Marketing Manager
[email protected]
Direct Line: +603 2162 7800 ext 22