Develop practical capabilities in modern treasury and balance sheet modelling.
Build the liquidity, IRRBB and funds transfer pricing model stack that a treasury team runs every month. You cover liquidity gap ladders, LCR and NSFR, non-maturity deposit behaviour, EaR and EVE sensitivity, and stress testing.
Practical modelling with Python and AI-assisted development
Use AI tools, including Claude Code, to accelerate model development, testing and documentation.
Understand the liquidity, IRRBB and FTP framework
Build liquidity gap ladders and regulatory ratios
Model behaviour for non-maturity deposits
Measure interest rate risk in the banking book
Apply funds transfer pricing and stress scenarios
Turn model outputs into trusted results
Use AI to speed up the build.
Use testing and reconciliation to prove the numbers.
Use treasury expertise to make the judgement.
You will have worked through a practical end-to-end AI-assisted ALM model build, from liquidity gap ladders and regulatory ratios through behavioural modelling, sensitivity analysis and stress testing.
| Duration | 2 days |
|---|---|
| Delivery | Instructor-led with live demonstrations and practical exercises |
| Investment | US$200 per delegate |
| Group bookings | 20% discount |
| Prerequisites | Laptop, working knowledge of treasury and Excel |
| Tools | Python and AI-assisted development, including Claude Code |
| Facilitator | Tafirei Mashamba, PhD |
| Next intake | Ask us for the next intake. We reply by email or WhatsApp. |
Need this built for your institution instead? See Treasury and ALM Modelling.
Book your seat, or ask about training your whole team. Group bookings receive a 20% discount.