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

Fundamentals of the Credit Market Online and Classroom Course Fundamentals of the Credit Market Online and Classroom Course

3 days, 28 - 30 Jul, 2025 

2025-07-28 12:07:00 2025-07-28 12:07:00
Ogun State, Nigeria

TSI Limited

This training course aims to introduce key concepts and fundamental mechanisms of the credit markets (corporate and sovereign bonds, credit derivatives) and an overview of the most recent ...

Cost Control Techniques Online and Classroom Course Cost Control Techniques Online and Classroom Course

3 days, 25 - 27 Jun, 2025 

2025-06-25 12:06:00 2025-06-25 12:06:00
Ogun State, Nigeria

TSI Limited

To ensure effective financial management of a department or and even the entire organization, there is the need to ensure compliance with the approved budget while operational costs need to be ...

Forensic Auditing and Investigation Technique in Procurement Course Forensic Auditing and Investigation Technique in Procurement Course

3 days, 26 - 28 Mar, 2025 

2025-03-26 12:03:00 2025-03-26 12:03:00
Ogun State, Nigeria

TSI Limited

Procurement is one of the two most prominent avenue of fraud in an organization, leading the Payroll. The course has been designed to bring an indepth understanding of the theory and practice of ...

Islamic Finance Overview Online and Classroom Course Islamic Finance Overview Online and Classroom Course

3 days, 16 - 18 Sep, 2025 

2025-09-16 12:09:00 2025-09-16 12:09:00
Ogun State, Nigeria

TSI Limited

This training course aims to provide an understanding of the fundamental principles of islamic finance as well as of the related contracts and financial instruments. Numerous practical applications ...

Currency Converter

From To