ALM Professional - Module Interest Rate

Understanding Asset Liability Management easily and profoundly is important. After attending this learning Programme you will be able to act safely on ALM issues within your competencies. Interpretation of ALM Reports will be possible without third parties help.

ALM Professional was designed for all working with ALM issues, but not being an ALM/Treasury specialist. We offer ALM knowledge in small, flexible and relevant portions. Depending on your learning speed, it takes 8 hours to learn and to deepen knowledge. The Cyber*School can be completed within 6 weeks.

This ALM Professional module covers interest risk management. To get a practical feeling of interest risk management, “i28 – the Interest Risk Simulation” is included in the programme. You will exercise with paper trades and will receive immediate Feedback on your actions. So theory is immediately transformed in practical application.

The module Interest Rate includes following chapters:

  • Chapter 1: Organisation and Tasks (demo video)
    ALM / Total Bank Management within a Bank’s Business Modell
    The Tasks and the organisation of the ALM
    Risk Measurement and Risk Adequate Capital
    CRD/CRR: Pillar 1 and Pillar 2
  • Chapter 2: Building blocks of Interest Rate Risk
    Reporting and Agenda of ALM Meetings
    Legal Regulations regarding the Interest Rate Risk
    Transfer Prices
    Interest Rate Risk Report: Mapping + GAPs
    Interest Rate Risk Performance: Interest Gap Contribution, Mark to Market, Total Return
    Measuring the Interest Rate Risk
    IFRS Hedge Accounting
  • Chapter 3: Reaction
    Forward Curves as a decision base
    Duration Hedge
  • Chapter 4: i28 – the Interest Risk Simulation
    webbased programme to simulate interest rate risk decisions in ALM with the goal to increase performance; always within conservative limits.



1 December 2019, 1 January 2020, 1 February 2020, 1 March 2020, 1 April 2020, 1 May 2020, 1 June 2020, 1 July 2020, 1 August 2020, 1 September 2020, 1 October 2020, November 2020

Target Group

  • Accounting, Controlling and Reporting
  • Risk Management, Risk Controlling, Risk Reporting and Limits
  • Audit and Compliance
  • Sales Managers who need a connected bank view
  • Fit & Proper persons to prove their professional development
  • Young Potentials preparing for departmental and cross-departmental tasks


  • Interactive Cyber*School based on 300 questions, answers and explanations
  • Test module for self-assessment
  • Script with 110 pages available for download
  • Introduction Video for each chapter
  • i28 Interest Rate Risk Simulation for the whole booking year
  • Package booking includes webinar for an easy start

ALM Professional – Module Interest Rate


Single Booking

Package bookings for max. 15, 30, 54 or 100 participants includes:
• Favorable flat rate prices
• Webinar for an easy start
• Individual adaptations provided

Duration of learning: 8 hours,  depending on individual learning speed and existing knowledge (exklusive playback time of the videos and time for the i28 simulation)

Can be completed within 6 weeks using any computer or tablet PC with internet access.

Start at the beginning of each month

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