Finance and TreasuryAsset and Liability Management
Asset and liability management is where a balance sheet's structural risks are identified and managed: mismatches in maturity, repricing, currency and liquidity that do not appear in a profit statement until they cause a problem. This course covers the discipline for banks and other balance sheet intensive institutions. Delegates work through gap analysis, duration and interest rate sensitivity, liquidity risk and the funding profile, currency mismatch, funds transfer pricing, and the governance of an asset and liability committee. Regulatory requirements including liquidity ratios are covered, with attention to the market conditions of African banking where funding is shorter and less stable than the models assume.
Course objectives
- Construct and interpret a maturity and repricing gap analysis
- Apply duration and interest rate sensitivity measures
- Assess liquidity risk and the stability of a funding profile
- Analyse currency mismatch and its management
- Explain funds transfer pricing and its behavioural effect
- Meet regulatory liquidity and capital requirements
- Run an effective asset and liability committee
Who should attend
- Treasury and asset and liability management professionals
- Bank finance and risk staff
- Asset and liability committee members
- Regulators and supervisors
- Internal auditors covering treasury
Course outline
- 01The structural risks in a balance sheet
- 02Maturity and repricing gap analysis
- 03Duration and interest rate sensitivity
- 04Liquidity risk and funding profile stability
- 05Currency mismatch and its management
- 06Funds transfer pricing and behaviour
- 07Regulatory liquidity and capital requirements
- 08Asset and liability committee governance
Scheduled sessions
| Dates | Venue | Format | Price | Register |
|---|---|---|---|---|
| 12 to 16 October 2026 | Online | Online | R8,500 per delegate | |
| 4 to 8 January 2027 | Nairobi, Kenya | Classroom | USD 1,325 per delegate | |
| 18 to 22 January 2027 | Windhoek, Namibia | Classroom | R19,950 per delegate | |
| 1 to 5 March 2027 | Johannesburg, South Africa | Classroom | R19,950 per delegate |
Asset and Liability Management
From R8,500