Summary

Learning Outcomes

• The programme takes the participants through the various measures and framework proposed by the regulator (RBI) for the financial institutions to manage ALM
• The programme helps the participants to understand, implement and use the various tools/models to manage ALM in their organisation
• The programme also helps the participants to equip themselves with the practical knowledge to  implement Internal liquidity Adequacy assessment Process (ILAAP) in their organisation
  

Who should attend? 

• Risk Management Staff/ Finance Staff/ Treasury Staff
• ALM Group / Internal Audit Staff/ Business Groups (Assets and Liabilities)
• IT Staff engaged in implementing Market Risk and ALM Models
  

Course Content

Day 1

Session 1:

Asset Liability Management (ALM) - Introduction 

• Importance of ALM and ALM as driver to enhancing Enterprise Value
• Asset - Liability Management Framework
  

Session 2:

Interest Rate Risk Management in Banks & NBFCs

• Interest Rate Risk in the Trading Book
• Methods to measure Interest Rate Risk
• Interest Rate Risk in the Banking Book (IRRBB)
  

Day 2

Session 3:

Liquidity Risk Management in Banks & NBFCs

• Meaning and coverage of Liquidity Risk
• Dimensions and manifestations of Liquidity Risk
• Understanding measurement and management of Liquidity Risk based on  RBI Guidelines and Prescriptions
  

Session 4:

Basel-III- Liquidity Standards to manage Liquidity Risk based on RBI Guidelines and Prescriptions

• High Quality Liquid Assets [HQLAs]- meaning and components
• Computation of HQLAs
  

Session 5

Stress - Testing as Tool for ALM as per RBI Prescriptions 

Session 6

Internal Liquidity Assessment Plan (ILAAP 

Trainer Profile:

Trainer is a seasoned banker with experience of more than 2 decades in credit and risk management and practical banking. He has rich experience in developing risk management policies, practices, tools and processes and has also implemented risk management including ORM framework & BCM and managing risk in banking in India and in multinational banks.

Training dates - February 04-05, 2026

Training fees - ₹ 20,000 + applicable taxes