Nigerian Seminars and Trainings

Search all upcoming seminars, conferences, short management courses and training in Nigeria and around the World

business logo

Asset Liability Management Online and Classroom Course

By: TSI Limited

Ogun State, Nigeria

03 - 05 Sep, 2025  3 days

Follow Event

  

NGN 250,000

Venue: 4, Akinpelu Street, Lagos - Ibadan Express Road, Behind ENYO Petrol, Ibafo Bus stop, Ibafo, Ogun State. Online and Class room

This training course provides an overview of the ALM (Asset Liability Management) issues through the analysis of its two main components: bank liquidity risk and interest rate risk

Learning Objective:

  • At the end of this session, participants will be able to:
  • Identify key components of the ALM and how to take advantage of both the liquidity and interest risks in the market.

Course Outline

  • Structure of bank balance sheet
    • Detailed description of asset items, liability items, and off-balance sheet items
    • Difference between economic, prudential and accounting management
    • Distinction between banking book and trading book
  • Application: presentation of various banking books (retail bank, capital markets bank)
  • Fundamental principles of Asset Liability Management
    • Aims of ALM : input/output balance
    • Modelling the evolution of several assets and liability types : outflow conventions, production hypotheses
    • Review of the ALM risk types : liquidity risk, interest rate risk, credit risk, forex risk
    • Factoring in of the ALM risks by the Basel II and IFRS frameworks
    • Impact of the current financial crisis and of current evolutions
  • Assessment of the bank liquidity risk
    • Regulatory constraints : liquidity coefficient and observation coefficients
    • Determination of the static liquidity gap
    • Analysis of liquidity sources and modelling of their mechanisms
    • Interaction between liquidity risk, credit risk and market risk
  • Hedging the liquidity risk
    • Hedging short term liquidity risk : REPO operations, securitization
    • Optimization and diversification of the refinancing policy in the mid-term/ long term
    • Implementation of stress tests and simulation of a liquidity crisis : techniques, examples
  • Definition and impact of interest rate risk
    • Definition and measurement scope of bank interest rate risk
    • Sources or interest rate risk : displacement or distortion of the yield curve, basis risk, liability and asset-incorporated options, off-balance sheet items
    • Assessment of the interest rate risk : fixed interest rate gap and indexed interest rate gap
    • Sensitivity of the Net Interest Margin (NIM) and of the balance sheet's Net Present Value (NPV)
  • Hedging interest rate risk
    • Implementation of a limitation system for the general interest rate risk
    • Introduction to the Earnings at Risk (EaR) and economic Value at Risk (VaR)
    • Implementation of stress tests based on various unfavourable scenarios
    • Best practices on the basis of the Basel II committee recommendations

Course Booking

Please use the “book now” or “inquire” buttons on this page to either book your space or make further enquiries.

4, Akinpelu Street, Lagos - Ibadan Express Road, Behind ENYO Petrol, Ibafo Bus stop, Ibafo, Ogun State. Online and Class room Sep 03 - 05 Sep, 2025
NGN 250,000.00 + 12,500.00 (VAT)
(Convert Currency)

Prof. Richard Mayungbe +1-646-202-8832, 08033467639, 08023019508

Related Courses

People Management Skill Online and Classroom Course People Management Skill Online and Classroom Course

3 days, 09 - 11 Jul, 2025 

2025-07-09 12:07:00 2025-07-09 12:07:00
Ogun State, Nigeria

TSI Limited

Managing people requires different skills, to managing tasks. This can be a daunting experience for new managers, as the list of responsibilities is endless, from leading and motivating your team to ...

Competency Framework Course Competency Framework Course

3 days, 05 - 07 May, 2025 

2025-05-05 12:05:00 2025-05-05 12:05:00
Ogun State, Nigeria

TSI Limited

Being tasked with introducing competencies into your organization can seem at times like a mission impossible! This highly informative and interactive course will give you the tools, models, ...

Treasury Products Workshop Online and Classroom Treasury Products Workshop Online and Classroom

3 days, 06 - 08 Oct, 2025 

2025-10-06 12:10:00 2025-10-06 12:10:00
Ogun State, Nigeria

TSI Limited

A sound knowledge of treasury products, both on the asset and liability side of the balance sheet, and the regulatory framework in which they exist, is a pre-requisite to understanding the risks that ...

Fundamentals of Anti-Money Laundering Course Fundamentals of Anti-Money Laundering Course

3 days, 26 - 28 Feb, 2025 

2025-02-26 12:02:00 2025-02-26 12:02:00
Ogun State, Nigeria

TSI Limited

Nowadays, money laundering is gaining both national and international attention. Therefore, the pressure is increasing on institutions to comply with the money laundering regulations and take ...

Currency Converter

From To