Advanced Asset and Liability Management

Date: 2^nd & 3^rd November 2026
Venue: DoubleTree by Hilton Kuala Lumpur

Classroom Training

WHY THIS COURSE?

Asset and Liability Management (ALM) is no longer a back-office control function, it is a strategic driver of resilience, profitability, and regulatory credibility. Recent failures such as Silicon Valley Bank and the crisis at Credit Suisse highlight how quickly interest rate risk, liquidity stress, and governance gaps can destabilize even established institutions. In today’s volatile rate environment, effective balance sheet management is a board-level imperative.

This 2-day advanced program equips senior risk, treasury, and finance professionals to move beyond monitoring ratios and toward strategic decision-making. Participants will learn to:
- Translate IRRBB and liquidity metrics into actionable ALCO strategy
- Integrate stress testing, ICAAP, and capital planning into ALM frameworks
- Optimize profitability while meeting regulatory expectations
- Strengthen resilience against funding shocks and market dislocations
- Leverage digital innovation to modernize ALM practices

Aligned with regulatory expectations from Bank Negara Malaysia, the Basel Committee on Banking Supervision, and IFRS 9, this course combines Malaysian supervisory context with global best practices.

Through real case studies, simulations, and an ALCO role-play, participants will develop practical, board-ready insights, transforming ALM from a compliance requirement into a competitive advantage.

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 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

REGISTRATION

*Please note there is a fee for attending this program. Please contact us for more details.

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Before completing this registration form please read and understand our booking and cancellation policy. Thank you.

Booking, Payment and Cancellation Policy – important, please read carefully

By completing, signing and revised, sent separately us this registration form you are conﬁrming participants on the program. You are also conﬁrming your understanding of our Booking, Payment and Cancellation Policy.

Cancellation Policy: If participants cannot attend the program, replacement participants are always welcome. Otherwise, participants must notify us any of cancellations or requests to transfer to a diﬀerent program at least 14 days before the program date to be eligible for a refund, less a 5% administration on fee. Participants who cancel within 14 days of the program start date are liable to pay the full program fee and no refunds will be given. Instead fees will be converted to a REDmoney Seminars voucher equivalent to the original fee, less a 10% administration charge. This voucher is transferable within your organization and must be redeemed within one year of issue or become void. If a program is postponed for whatever reason registrations and fees will be automatically transferred to the new program date. Participants who wish to transfer to a diﬀerent program will be subject to the same terms as above and charged any diﬀerence in fees. No refunds or program vouchers will be issued for a no-show.
Payment Terms: All program fees are payable upon invoice. REDmoney shall receive the full program fee with no deductions of any description. All telegraphic transfer fees, taxes and levies (domestic or otherwise) shall be borne by the sponsoring organization.

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FEE

Fee per participant: RM6,500/US$1,750

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.
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