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Bank Assets and Liabilities Management – from Basics to Lessons Learnt

Bank Assets and Liabilities Management – from Basics to Lessons Learnt

Managing bank balance sheets and capital has long been considered foundational, yet recent high-profile bank failures have exposed critical vulnerabilities in liquidity and market risk management. Specifically, the collapse of institutions like Silicon Valley Bank highlighted deficiencies in handling interest rate risk in the banking book during abrupt monetary policy shifts and rapid interest rate cycles.

Today, banks must align their risk profiles with the diverse expectations of shareholders, regulators, customers, and employees. Ensuring robust governance and maintaining a healthy balance sheet amidst evolving market dynamics require banks to adapt to new challenges in ALM, capital, liquidity, and market risk management. Recent regulatory changes, including revised interest rate shock scenarios introduced in December 2023, underscore the importance of proactive risk assessment and governance frameworks.

This masterclass offers a comprehensive refresher on the fundamentals of ALM and liquidity management. Through case studies and regulatory best practices, participants will gain actionable insights into scenario stress testing, transparent risk reporting, and metrics that drive informed decision-making. It will equip professionals to navigate new market challenges, including innovations in financial products and infrastructure, and strengthen their organisations' resilience in an increasingly complex financial landscape.

Brian-LO
Brian LO
Founder and Director, N-Category Advisers Ptd Ltd, Singapore

Key issues to be covered

Explore the organisational structure, basics of ALM, and key banking products.

Understand capital optimisation and risk measurements like LCR and NSFR.

Analyse challenges of low rates and cases of losses during rate hikes.

Prepare for new rules, players, processes, and innovations shaping the banking landscape.

Who will attend?

The programme is designed for chief executives and senior professionals from the following areas:

Traditional financial institutions, including banks, insurance companies, asset management and securities houses

New-age financial institutions including lending, payments, AI, blockchain, data analytics, cloud, and embedded finance

Financial technology start-ups and service providers

Policy makers and regulators

Bank Assets and Liabilities Management – from Basics to Lessons Learnt

22 May 2025 | Jakarta, Indonesia
  • 08:30 – 09:00

    Registration & Morning Networking

  • 09:00 – 09:45

    The fundamentals of treasury and ALM for building organisational resilience

    This session provides a foundational understanding of the Treasury Function’s role in managing the bank's balance sheet and ALM. Participants will explore how effective organisational structures support robust balance sheet and liquidity management, and why these fundamentals remain pivotal amidst evolving market challenges.

    • Core principles of ALM and the Treasury Function in commercial banking.
    • Organisational frameworks supporting balance sheet optimisation.
    • The evolving role of Treasury in responding to market and regulatory demands.
  • 09:45 – 10:30

    Navigating liquidity risk and ALM challenges in a volatile landscape

    This session explores how banks manage liquidity risks and asset-liability mismatches amidst evolving economic conditions. It highlights lessons learned from the Global Financial Crisis, the impact of recent rate hikes, and the recalibrations by the Basel Committee. Participants will gain insights into governance, internal processes, and practical tools for ensuring resilience in an era of rapid financial market developments.

    • Lessons from the Global Financial Crisis and their impact on global liquidity risk practices.
    • Challenges posed by prolonged low-interest rates and recent rate hikes, including their effect on fixed-income securities.
    • Understanding recalibrated interest rate shocks (IRRBB) and their implications for balance sheet management.
  • 10:30 – 11:00

    Tea / Coffee Break

  • 11:00 – 11:45

    Optimising balance sheet and capital amid regulatory constraints

    This session delves into the strategies banks employ to optimise their balance sheets and preserve capital adequacy while navigating stringent regulatory requirements. Participants will explore how to leverage internal metrics like Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) for sustainable financial performance. Practical insights from past crises and emerging global best practices will be shared to highlight actionable approaches.

    • Understanding LCR, NSFR, and other key metrics for liquidity and capital optimisation.
    • Strategic responses to regulatory constraints and their impact on funding and profitability.
    • Case studies of successful capital optimisation and lessons from notable failures.
  • 11:45 – 12:30

    Preparing for the future shaping resilient and innovative financial ecosystems

    In the final session, participants will explore the future of asset-liability management, focusing on the transformative potential of new products, technological advancements, and market infrastructures. From digital assets like cryptocurrencies to rapid information dissemination via social media, this session equips attendees to anticipate and prepare for the disruptions reshaping the financial ecosystem.

    • Emerging challenges from financial innovation, including digital banks, digital assets and evolving market infrastructures.
    • Leveraging technology and advanced tools to enhance treasury governance and decision-making.
    • Preparing for future disruptions with robust strategies in people, processes, and technology
  • 12:30– 14:00

    Networking Luncheon

Trainer

Brian LO
Founder and Director, N-Category Advisers Ptd Ltd, Singapore

Brian Lo is a seasoned risk professional with nearly 30 years of experience across global financial institutions. Based in Hong Kong and Singapore, he has led teams in managing market and liquidity risk, counterparty risk, and asset and liability management. His expertise encompasses quantitative modelling, risk governance, stress testing, and regulatory compliance. Brian has also played a critical role in developing internal risk models, driving strategic initiatives, and advising on cutting-edge risk solutions, including AI and machine learning applications. Throughout his career, he has served on multiple risk committees, providing strategic insights to senior management and boards, and has been instrumental in implementing Basel reforms and risk management innovations. Brian’s approach integrates deep technical knowledge with practical leadership, making him a valuable contributor to banking risk management education and practice.

  • For sponsorship enquiries, please contact
  • For agenda and speaking opportunities, please contact

For sponsorship enquiries, please contact

For agenda and speaking opportunities, please contact