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Asset and Liability Management for Banks and Institutions

Managing the balance sheet of a bank or large financial institution means steering interest rate risk, liquidity and funding at the same time. This course covers the role of the asset and liability committee, gap and duration analysis, funds transfer pricing and the funding decisions that drive net interest margin. It is built around the realities facing African banks operating in volatile rate and currency environments.

What you will be able to do

  • Explain the objectives and governance of asset and liability management.
  • Measure interest rate risk using gap, duration and earnings sensitivity analysis.
  • Manage liquidity and funding across a bank or institutional balance sheet.
  • Apply funds transfer pricing to allocate margin and steer behaviour.
  • Balance net interest margin against risk within board approved limits.
  • Prepare and interpret the reporting that supports an asset and liability committee.

Course outline

  1. 01The ALM mandate and committee
  2. 02Interest rate risk in the banking book
  3. 03Gap and duration analysis
  4. 04Liquidity and funding management
  5. 05Funds transfer pricing
  6. 06Managing net interest margin
  7. 07Limits, stress testing and reporting
  8. 08ALM in volatile African markets

Who should attend

Bank treasury staff, asset and liability committee members, balance sheet managers, risk officers and finance managers in banks and financial institutions.

Dates, venues and fees

DatesVenueDaysFeeCalendar
17 to 21 Aug 2026Nairobi5US$1,800
24 to 28 Aug 2026Durban5R18,000
31 Aug to 4 Sep 2026Johannesburg5R18,000
14 to 18 Sep 2026Mauritius5US$1,800
21 to 25 Sep 2026Dubai5US$1,800
28 Sep to 2 Oct 2026Lagos5US$1,800
5 to 9 Oct 2026Harare5US$1,800
12 to 16 Oct 2026Kampala5US$1,800
19 to 23 Oct 2026Dar es Salaam5US$1,800
26 to 30 Oct 2026Pretoria5R18,000
2 to 6 Nov 2026Cape Town5R18,000
16 to 20 Nov 2026Online5US$900
23 to 27 Nov 2026Mozambique5US$1,800
30 Nov to 4 Dec 2026Cairo5US$1,800
7 to 11 Dec 2026Accra5US$1,800
14 to 18 Dec 2026Lusaka5US$1,800
21 to 25 Dec 2026Kigali5US$1,800

Fees are per delegate. South African venues are priced in rand; other locations and online in US dollars. Fees exclude 15% VAT where applicable. Group bookings of three or more delegates from the same organisation qualify for a reduced rate; contact us for a quotation.

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