The Asset-Liability Committee (ALCO) provides important oversight and governance of the balance sheet of any financial institution and is an integral part of its risk management framework. ALCOs may at times be dysfunctional due to the underperformance of its members arising from weaknesses in the understanding of their roles and responsibilities.

This program provides an overview of the ALCO’s roles and responsibilities in managing the funding and liquidity of the financial institution as well as its management of the market risk of the accrual portfolio and in capital management. The program also provides insights on how to constitute an ALCO, structure its constitution and set its agenda for effective risk management.

The program will also look at banking crises including the recent Silicon Valley Bank failure and its impact on asset-liability management.