Public Courses
Individual Practitioners
We provide an interactive and engaging session, drawing on your markets, roles and contexts, to give insights and expertise to equip you with new skills and knowledge to deploy in your roles. These professional development workshops are offered as a standalone as well as part of the suites of training by organisations such as Infopro Digital, and Red Money
“Comprehensive and detailed as in knowledge and skills which definitely will contribute and benefit to my work”
— ALM Public Workshop Delegate“The training session was interactive with many case study example and activities which was very useful”
— ALM Public Workshop Delegate“Nick is highly experienced and have great knowledge of banking system across countries”
— ALM Public Workshop Delegate
Advanced Asset and Liability Management Date: 2nd & 3rd November 2026 Venue: DoubleTree by Hilton Kuala Lumpur Classroom Training
Venue: DoubleTree by Hilton Kuala Lumpur
Classroom Training
Fee per participant: RM6,500/US$1,750
Please note that the Ringgit price is applicable to Malaysia-domiciled participants only. Discounts are available for group bookings. Please contact us for more details.
Expert Course Director: Nicholas Wood, Founder and CEOof FinTorque Pte Ltd, and Augury Insights Pte Ltd
What you will learn
This 2-day advanced program equips senior risk, treasury, and finance professionals to move beyond monitoring ratios and toward strategic decision-making. Participants will learn to:
Translate IRRBB and liquidity metrics into actionable ALCO strategy
Integrate stress testing, ICAAP, and capital planning into ALM frameworks
Optimize profitability while meeting regulatory expectations
Strengthen resilience against funding shocks and market dislocations
Leverage digital innovation to modernize ALM practices
Aligned with regulatory expectations from Bank Negara Malaysia, the Basel Committee on Banking Supervision, and IFRS 9, this course combines Malaysian supervisory context with global best practices.
Through real case studies, simulations, and an ALCO role-play, participants will develop practical, board-ready insights, transforming ALM from a compliance requirement into a competitive advantage.
Interest Rate Risk in the Banking Book (IRRBB): Measurement, Stress Testing & Balance Sheet Strategy
Interest Rate Risk in the Banking Book (IRRBB): Measurement, Stress Testing & Balance Sheet Strategy
Date: 20th & 21st July 2026
Venue: DoubleTree by Hilton Kuala Lumpur
Classroom Training
Expert Course Director: Nick Wood Founder and CEO, FinTorque Pte Ltd and Augury Insights Pte Ltd.
Fee per participant: RM6,500/US$1,750
Please note that the Ringgit price is applicable to Malaysia-domiciled participants only. Discounts are available for group bookings. Please contact us for more details.
Why this course?
Interest Rate Risk in the Banking Book (IRRBB) is once again a critical driver of bank resilience, profitability, and regulatory scrutiny amid volatile rate environments and shifting customer behaviour. This intensive two-day public training programme in Kuala Lumpur equips senior banking professionals with a practical, end-to-end understanding of IRRBB, covering measurement (EVE, NII, sensitivities), behavioural modelling, governance, stress testing, hedging strategies, and ALCO decision-making. Blending Malaysian regulatory expectations with global lessons from recent bank failures and digital banking case studies, the course goes beyond theory to focus on real balance sheet challenges. Through interactive simulations and ALCO role-plays, participants learn how to interpret IRRBB outputs, challenge assumptions, and translate risk insights into sound strategic actions that strengthen earnings stability, capital resilience, and balance sheet performance across interest rate cycles.
Learning Objectives and Key Takeaways
By the end of this course, participants will be able to:
Understand the drivers and measurement of IRRBB, including key metrics and behavioural assumptions.
Assess IRRBB exposures using EVE, NII and sensitivity tools, with awareness of limitations.
Build and evaluate behavioural models for deposits, term funding and prepayment-sensitive assets.
Design and interpret IRRBB stress tests, integrating results into ICAAP and capital strategies.
Evaluate hedging strategies and understand their ALCO-level implications.
Diagnose IRRBB vulnerabilities through real case studies and Pillar 3 disclosures.
Use simulation-based decision making to optimise balance sheet risk-return trade-offs.
Modern Syndicated Lending: Strategy, Structure, and Private Credit Date: 9th & 10th June 2026 Venue: DoubleTree by Hilton Kuala Lumpur Classroom Training
Venue: DoubleTree by Hilton Kuala Lumpur
Classroom Training
Fee per participant: RM6,500/US$1,750
Please note that the Ringgit price is applicable to Malaysia-domiciled participants only. Discounts are available for group bookings. Please contact us for more details.
Expert Course Director: Ajay Surana, Co-founder of Augury Insights
Learning Objectives & Key Takeaways
By attending this course, participants will be able to:
Understand how syndicated lending and private credit coexist, compete, and complement each other
Design and assess loan structures, pricing, and documentation from a risk-adjusted perspective
Evaluate credit risk using cash-flow analysis, stress testing, and downside scenarios
Navigate distribution, monitoring, and restructuring challenges across the credit cycle
Anticipate how technology, regulation, and market trends are reshaping lending markets
1 Day | Red Money- Kuala Lumpur - “Digital Balance Sheet Transformation for Financial Institutions: Transforming from Legacy to Digital”
Digital Balance Sheet Transformation for Financial Institutions
Transforming from Legacy to Digital
Date: 17th July 2025
Venue: Kuala Lumpur
9am - 5pm
Classroom Training
2 Days | Red Money- Kuala Lumpur - “Balance Sheet Management & Optimisation for Financial Institutions”
Balance Sheet Management & Optimisation for Financial Institutions
Date: 15th & 16th July 2025
Venue: Kuala Lumpur
9am - 5pm
Classroom Training
2 days | Red Money - Oman - “Balance Sheet Management & Optimisation for Financial Institutions”
Balance Sheet Management & Optimisation for Financial Institutions
Date: 16th & 17th February 2025
Venue: Muscat
9am - 5pm
Classroom Training
Balance Sheet Management (BSM)
Deliver Competitive Advantage & Valuation Improvement from BSM
navigate complex regulatory landscapes
communicate effectively with digital talent and bankers
structure loans to minimize capital utilization
access data to grow regulatory friendly deposits
maximize interest-based income and margins
measure, monitor and manage balance sheet risks
leverage data to manage risk effectively
develop optimal balance sheet management plans
Interest Rate on the Banking Book (IRRBB)
Managing impact of IRRBB on Earnings and Capital
IRRBB definition
lessons learnt from stress scenarios
internal IRR measurement
regulatory IRR measurement, NII sensitivity and EVE
Standard Outlier Test (SOT)
non-maturity products and price elasticity profiling
understanding how ALM manages IRRBB
introduction to CSRBB
AI-Driven Credit Decisioning
Harnessing Artificial Intelligence for Smarter Credit Assessments
definition, categories, characteristics, pro’s and cons of AI in credit
examples of AI applications in consumer and corporate credit scoring
traditional credit models vs. AI-enhanced decision frameworks
latest developments and regulatory stance on AI adoption in banking
understanding major challenges in data quality, bias, and model explainability
role of risk management and technology integration in deploying AI solutions
impact of AI on credit risk assessment speed, accuracy, and operational efficiency
Fundamentals of Corporate Credit Risk Analysis (Entry Level)
Building a Solid Foundation for Effective Credit Assessment
definition, key drivers, and core components of corporate credit risk
examples of basic credit assessment methods and scenarios
conventional credit analysis vs. simplified modern approaches
latest developments and regulatory guidelines in credit risk management
major challenges in data quality, borrower assessment, and market volatility
role of credit analysts and relationship managers in the evaluation process
impact of effective credit analysis on lending decisions and portfolio health
Digital Balance Sheet Transformation
Delivering a Digital and Profitable Balance Sheet
digital assets and liabilities
definition, categories, characteristics, pro’s and cons
examples of digital balance sheets
conventional vs digital balance sheets
latest developments and regulatory stance
understanding major challenges
role of treasury and ALM in managing digital balance sheet
impact of digital on balance sheet risk management and FTP
Advanced Credit Stress Testing & Resilience
Fortifying Credit Portfolios through Dynamic Stress Testing
definition, frameworks, methodologies, and benefits of stress testing
examples of stress testing applications in real-world credit portfolios
traditional stress testing approaches vs. advanced, dynamic simulations
latest developments and regulatory updates on stress testing practices
understanding major challenges in scenario design and data integration
role of risk management and strategic planning in enhancing portfolio resilience
impact of stress testing on capital adequacy, risk mitigation, and contingency planning
Climate Risk in Credit Portfolios
Mitigating Climate-Driven Credit Risks in Modern Banking
definition, key drivers, and core components of corporate credit risk
examples of basic credit assessment methods and scenarios
conventional credit analysis vs. simplified modern approaches
latest developments and regulatory guidelines in credit risk management
major challenges in data quality, borrower assessment, and market volatility
role of credit analysts and relationship managers in the evaluation process
impact of effective credit analysis on lending decisions and portfolio health
Asset & Liability Management (ALM) & Treasury Functions
Implement a Lean and Focused ALCO
role & function of ALCO
terms of reference, membership & frequency
demystifying and simplifying the ALCO pack
lean ALCO pack format & flow
external environment scan
efficient risk monitoring, certifications, fire-drills
strategy & plan variance review
key initiative tracking & new product programs
Internal Capital Adequacy Assessment Process (ICAAP)
Maximize Efficiencies and Insights from ICAAP
role of ICAAP and key responsibilities
format and effective date selection
regulatory submission, risk management framework, audit
risk identification, measurement, monitoring, quantification
base case, stress narratives and macro-economic variables
ICAAP model, capital plan, budget and 5 year strategic forecast
mitigating actions to address projected breaches
embedding ICAAP in the business
Syndicated Lending in the Private Credit Era
Navigating the Evolving Landscape of Syndicated Loans and Private Credit
definition, structure, and dynamics of syndicated lending
examples of traditional syndications vs. modern private credit deals
conventional syndication models vs. emerging risk-sharing frameworks
latest developments and regulatory stance on syndicated lending and private credit
understanding major challenges in competitive positioning and risk distribution
role of relationship management and underwriting in successful syndications
impact of market trends on syndication strategies and deal execution
Funds Transfer Pricing (FTP)
Making FTP Work for your Bank
objectives and principles for FTP
determining the right methodology for your bank
curve selection, maturity profiling, Liquidity buffer costs and Add-on’s
ensuring FTP is a help not a hindrance to high performance
profiling non-maturity deposits
role of FTP required in optimising portfolios
tools and products to optimise
pricing with FTP