This two half-day course will cover the inter-relationships between prudential risks such as Capital, Leverage, Liquidity, Funding, NIM, Interest-Rate Risk in the Banking Book (IRRBB), Funds Transfer Pricing and how they are measured and managed through the lenses of the ICAAP/ILAAP and the ALCO mechanism, which will lead to enhanced bank performance.

Learning outcomes:

  • Understand a balance sheet and take a pro-active approach to asset, liability, and capital management practices.
  • Understand how to be an effective member of ALCO.
  • Understand bank risks, balance sheet metrics and how they relate to each other.
  • Consider how risk appetite links to the balance sheet effectiveness.
  • Be able to describe and understand risk drivers.


  • What is the purpose of an ALCO, including the major financial risks managed by this committee
  • Bank performance metrics and why these are important
  • Liquidity, Funding, ILAAP and bank funding frameworks
  • IRRBB and NIM
  • ICAAP and capital management frameworks
  • Balance sheet management exercises

Take this training in-house:

The prudential risk series is also available as an in-house programme, which means you can tailor it to exactly what you and your colleagues require. Pricing for in-house will depend on what is required. Enquire about this option by contacting our training team.


Chris Blake

Chris Blake


Chris Blake currently works for HSBC in Group Treasury, where he has responsibilities for HSBC's global 'ALCO Course' training and other ALCM/Treasury...

Chris Blake currently works for HSBC in Group Treasury, where he has responsibilities for HSBC's global 'ALCO Course' training and other ALCM/Treasury related topics. Previously he had specific responsibility for Liquidity and Funding Risk, including ensuring the executive board was aware that the liquidity and funding risk appetite of HSBC group was being adhered to. Formerly he was a risk specialist in ALM for the FSA, leading on the setting of Individual Liquidity Guidance for regulated firms and the implementation of FSA liquidity rules. Prior to that he worked as a Money Market and Interest Rate Derivatives trader for Investec, alongside experience in Retail banking in London, Private banking in Switzerland and Off Balance Sheet vehicles.

Chris has a BSc in Economics and Government from the London School of Economics. In addition, he is a Fellow of the Association of Corporate Treasurers, a Chartered Fellow of the Chartered Institute for Securities and Investment, a Chartered Wealth Manager, a Financial Risk Manager and is the Education Director of the UK Asset and Liability Management Association.

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  • Treasury, ALM and capital management practitioners trying to understand holistic balance sheet management
  • Second line risk, compliance and internal auditors
  • ALCO members and senior management decision makers
  • Wider finance professionals looking to understand ALCM/ balance sheet integration
  • Business professionals looking to understand how balance sheets constraints, impacting them via FTP, are being driven by risk drivers