Liquidity Risk and Asset Liability Management
Tutor-Led Class @ NGN250,000.00 per Participant
Online @ NGN230,000.00 per Participant
On-Site available on formal request
Venue: Workproskills Training Centres
Dates: Lagos (Mar. 9 - 13, 2026), Abuja (Mar. 23 - 27, 2026), Port Harcourt (Mar. 16 - 20, 2026), Ota (Apr. 6 - 10, 2026)
Time: 0900Hr - 1600Hr Daily
Course Overview
This 5-day course provides a comprehensive understanding of liquidity risk and asset liability management (ALM) in financial institutions. Participants will learn how to measure and manage liquidity gaps, interest rate risk, and funding mismatches while aligning balance sheet strategy with regulatory expectations and business goals.
The course covers ALM frameworks, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), gap analysis, behavioral modeling, and contingency funding plans. Through hands-on exercises and case studies, participants will gain practical skills to manage liquidity under normal and stressed conditions, and to optimize asset-liability structures for profitability and resilience.
Learning Objectives
- Understand the sources and impact of liquidity risk
- Apply ALM techniques to manage interest rate and funding risk
- Conduct gap analysis and duration matching
- Implement liquidity stress testing and contingency planning
- Comply with Basel III liquidity standards (LCR, NSFR)
- Design ALM dashboards and governance structures
- Integrate ALM into strategic and capital planning
Who Should Attend
- Treasury and ALM professionals
- Risk managers and financial controllers
- Bankers and portfolio managers
- Internal auditors and compliance officers
- Regulators and supervisory staff
Course Outline
Day 1 – Introduction to Liquidity Risk and ALM
- Liquidity risk definition and drivers
- Objectives and scope of ALM
- Regulatory landscape and Basel III overview
Day 2 – ALM Techniques and Gap Analysis
- Repricing gap and maturity mismatch analysis
- Duration and convexity concepts
- Interest rate risk in the banking book
Day 3 – Liquidity Measurement and Monitoring
- Liquidity Coverage Ratio (LCR)
- Net Stable Funding Ratio (NSFR)
- Cash flow forecasting and liquidity buffers
Day 4 – Stress Testing and Contingency Planning
- Liquidity stress scenarios and modeling
- Contingency funding plans
- Early warning indicators and triggers
Day 5 – ALM Strategy and Governance
- ALCO roles and responsibilities
- ALM reporting and dashboard design
- Case studies: liquidity crisis and recovery
Course Details
Duration: 5 days
Time: 9:00 AM - 4:00 PM daily
Venue: Workmanskills Training Centres (Lagos, Abuja, Port Harcourt, Ota) + Virtual option
Fees & Inclusions
NGN250,000 per participant. Includes training materials, refreshments, certificate, and access to post-course resources.
Certification
Certificate of Completion in Liquidity Risk and Asset Liability Management issued by Workmanskills Consult.