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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

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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.

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July 20

Interest Rate Risk in the Banking Book (IRRBB): Measurement, Stress Testing & Balance Sheet Strategy