Bank Risk Management and Asset Liability Management Training Course

This five-day course builds command of how banks manage the financial risks on their balance sheets. It covers the bank risk management framework, market and interest rate risk, liquidity and funding risk, operational risk, and asset liability management and stress testing. Building on credit risk, it completes the risk picture, leaving participants able to identify, measure and manage the risks that determine a bank's safety and performance.

A bank is, in essence, a managed bundle of risks. It borrows short and lends long, takes on credit, is exposed to moving rates and prices, depends on liquidity it cannot always control, and runs operations that can fail. Managing those risks is not a back-office function but the core of running a bank safely and profitably, and when risk management is weak, a bank can look healthy right up to the moment it is not.

This course builds command of that discipline, grounded in the realities of managing risk in African banks and the regulatory expectations they face. Building on credit risk, it covers the bank risk management framework, market and interest rate risk, liquidity and funding risk, operational risk, and the asset liability management that ties the balance sheet together, along with the stress testing that probes for hidden weakness. Participants leave able to identify, measure and manage the main financial risks a bank runs, understand how asset liability management protects the balance sheet, and contribute to a risk framework that keeps the institution both safe and competitive.

• Explain the bank risk management framework and the three lines of defence
• Identify the main financial risks a bank runs
• Measure and manage market and interest rate risk
• Measure and manage liquidity and funding risk
• Analyse operational risk, including technology and cyber exposure
• Apply asset liability management to a bank's balance sheet
• Design and run stress tests and scenario analyses
• Link risk measurement to capital and risk appetite
• Strengthen risk culture and governance across an institution

This course is designed for:

• Bank risk management staff
• Treasury and asset liability management staff
• Finance and capital management staff
• Operational risk and control staff
• Internal auditors reviewing risk
• Central bank and supervisory staff
• Bank managers and executives
• Professionals moving into bank risk management

The course uses an applied, example based methodology in which each risk type is introduced concisely, then explored through measurement exercises, balance sheet scenarios and stress tests using realistic bank data.

• Expert led sessions and facilitated discussion
• Risk measurement and balance sheet exercises
• Asset liability management worked examples
• Stress testing and scenario analysis
• A daily practical session building towards a final risk clinic

Organisations that invest in this training can expect:

• A stronger, more complete risk management framework
• Better managed market, liquidity and operational risk
• A more resilient balance sheet under stress
• Earlier detection of vulnerability through stress testing
• Better alignment between risk, capital and risk appetite
• Reduced likelihood of severe loss or failure
• Stronger, more informed relationships with supervisors
• Faster, more confident response to market shocks
• A more risk capable institution overall

Participants who enrol in this training will benefit from:

• A clear command of the risks a bank runs and how they interact
• The ability to measure and manage financial risk with confidence
• Stronger grasp of asset liability management
• Confidence running stress tests and interpreting the results
• A sharper sense of how risks compound across the balance sheet
• A valued, marketable risk specialism
• Greater credibility in risk and treasury discussions
• A practical toolkit of risk measures and management tools
• A stronger platform for senior risk or treasury roles

At Strategic Revenue Africa, our certification goes beyond proof of attendance—it represents practical competence and measurable capability. Upon successful completion of our training programs, participants are awarded a Certificate of Completion from Strategic Revenue Africa, recognizing their ability to apply acquired knowledge in real-world settings. As an organization focused on architecting sustainable revenue and strengthening organizational performance, our certifications signal that participants are equipped with skills that drive results, not just theory.

A basic understanding of banking and bank balance sheets is assumed. The course suits risk, treasury and finance staff in banks, and supervisors. A working command of English and comfort with basic numeracy are sufficient, and the Banking Operations and Credit Risk Management courses are useful precursors.