Asset Liability Management Professional Certificate: Online

CPE Credits: 21

This professional certificate equips finance professionals with the practical tools and strategic insight needed to manage interest rate and liquidity risk in today’s complex banking environment. Structured across five integrated parts, the program builds sequentially, starting with foundational banking concepts and progressing into advanced modeling and real-world case analysis.

Begin with an overview of Asset Liability Management, exploring the core structure of bank balance sheets and the risk exposures that arise from interest rate movements, maturity mismatches, and regulatory constraints. Learn how banks use ALM frameworks to navigate shifting yield curves, funding pressures, and strategic decision-making.

Advance into Quantitative Asset Liability Modeling, where you’ll assess how interest rate changes impact earnings and capital using tools like Net Interest Income (NII) and Market Value of Equity (MVE) analysis. Dive into key metrics like duration and convexity and explore risk modeling through a case study on Silicon Valley Bank.

Shift to Liquidity Risk Management by understanding how institutions identify, measure, and plan for funding stress. You’ll explore practical frameworks and liquidity planning techniques, culminating in a case study of Signature Bank’s failure and its liquidity missteps.

Build on that foundation with Quantitative Liquidity Risk Management, where you’ll explore metrics such as the Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR). Learn to design contingency funding plans, prepare ALCO reports, and align internal practices with U.S. and Basel III regulations.

Conclude with ALM Risk Management Tools and Strategies, where you’ll explore how interest rate swaps, options, and foreign exchange derivatives are used to hedge institutional risk. A final case study on First Republic Bank reveals how misaligned strategies and long-term vulnerabilities can lead to collapse—even without a single point of failure.

This certificate provides practical tools and frameworks used by professionals in treasury, finance, and risk teams at banks, regulators, and investment firms. You’ll leave with a comprehensive understanding of how to model, manage, and communicate ALM and liquidity risk in a high-stakes environment.

To earn your Professional Certificate in ALM, you must complete all the course modules and pass the final exam.

Prerequisite knowledge:

• Fixed income arithmetic
• Intermediate MS Excel skills
• Elementary calculus