Course Overview
LIVE Online Training: Stream Now
COVID-19, of course, is not a business-as-usual situation. From a balance sheet risk and asset-liability management (ALM) standpoint, this will test the organization’s capabilities to be responsive and agile, which in turn is also dependent on a bank’s balance sheet risk management infrastructure — in terms of the fidelity of data, adaptability of modeling activities, and the sophistication of the balance sheet ‘information ecosystem’ to be able to dynamically simulate the state of financial affairs on a forward-looking basis (which are among the factors that characterize state of the art ALM and balance sheet management solutions in our upcoming technology study). You could say that this COVID-19 scenario could turn out to be the ‘ultimate killer app’ that could make, break or confirm the perception of efficacy associated a bank’s enterprise risk management infrastructure.
The Strategic ALM & Integrated Balance Sheet Management Masterclass will equip attendees to understand the critical challenges within ALM; liquidity, interest rate risk and capital along with a focus on managing, integrating and optimizing your balance sheets.
This masterclass is designed to help participants learn how to optimize your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. Sessions will include insight on FTP and liquidity reporting, behavioral modelling and interest rate risk, capital management, Basel III/Basel IV and machine learning in balance sheet management.
The ambition of this training is to give you the insights and vision that will help you make the right decisions to leverage this challenging standard into added value for your institution. It will help you to implement successfully and overcome all the challenges. We work together with expert trainers, who are well-known in the industry. They have the relevant experience and knowledge and they are happy to share it.
WHAT YOU WILL LEARN
- Gain a solid knowledge on how to measure and manage all key risks faced in ALM, including through use of derivatives and dynamically over time
- Learn how to set appropriate incentives through funds and full transfer pricing and economic value added frameworks to strategically steer the balance sheet
- Learn how IRR metrics and scenarios impact on behavioural modelling and interest rate risk
- Knowledge of the ALM regulatory environment
- Gain hands-on experience to conduct ALM holistically, integrating all key risks, and subject to all regulatory and risk constraints, to optimize earnings and balance sheet resilience
- Learn how to create and maintain an effective ALM strategy
- Learn how to integrate strategic ALM and optimize the balance sheet
- Learn how to model balance sheet risk to optimize balance sheet management
- FTP concepts and how they affect liquidity reporting
- Learn how to organize your ALM function efficiently
WHO SHOULD ATTEND
CROs, CFOs, COOs, Presidents/VPs/EVPs/FVPs/SVPs, Global Heads, Department Heads, Managing Directors, Directors, International/Senior Managers of:
- Asset/Liability Management
- Balance Sheet Management
- Bank & Country Risk
- Capital Management
- Capital Modeling
- Compliance
- Counterparty Credit Risk
- Credit Portfolio Management
- Credit Research
- FI Risk Management
- Funding Risk
- Funds Transfer Pricing
- Interest Rate Risk
- Portfolio Strategy
- Prudential Policy
- Quantitative Analysts
- Risk Analysis
- Risk Control
- Risk Integration
- Risk Methods
- Risk Model Development
- Risk Modelling
- Risk Strategy
- Stress Testing
- Supervision/Regulation
“The topic covered in the program was very helpful. The program will help me directly in my day to day work as I deal with the Balance sheet update.”
“I would like to recommend the ALM and finance teams as well for this training. It was indeed a time well spent. I have taken a few inputs from the program which will help me in restructuring and advancement of my ALM team”
“It was an extraordinary training methodology and a multidisciplinary approach, as well as a clear and strong content, focused on balance sheet optimization in banking. The training methodology helped participants to realize a deeper knowledge of advance ALM.”
Our Upcoming Trainings
