ALM and Treasury Risk Management Masterclass
We provide platform for Public training, In-house, to all clients and individual who seek to learn and educate.
Course Overview
Every organization must carefully balance its assets and liabilities, but for banks, effective ALM is essential to mitigating risk and ensuring liquidity. BIZENIUS Masterclass equips Risk Management professionals with a comprehensive understanding of how banks use ALM to manage risks and optimize financial stability. The masterclass provides an international perspective on Treasury Risk control, integrating key aspects such as credit risk, funding costs, collateral adjustments, and gap management with market risk.
Delegates will explore the Basel framework’s standardized risk measures, gain insights into market risk impacts, and learn how duration-based metrics are used to manage asset/liability risks. Practical applications of FX and derivatives risk measures for both risk assessment and hedging will be introduced, with a focus on managing the costs of the liability side, including funding costs, yield curves, and associated risks.
BENEFITS OF ATTENDING
- Understanding Risk Classifications and Treasury ALM
- Asset and Liability Gap Analysis
- Distribution of maturing and non-maturing assets and liabilities
- Funding Costs and the Yield Curve
- Libor and Euribor banks: Ratings and credit spread over time
- Evaluate Capital Investment Opportunities
- Market volatility – establishing the need for effective treasury management.
- Establishing a treasury function along with developing a risk management strategy
- The strategic role and scope of treasury management
- Regulation, including the international regulatory framework.
- Understanding the various market risks that exist
- Measurement techniques using ladders, duration and net present value (NPV) techniques.
- Bank accounts and financial services authority policy
- Asset and liability management versus treasury management
- Reasons for holding cash: transaction, precautionary and speculative
- Risks surrounding the treasury function
- Strategic challenges for treasurers in organizations
- The benchmark rate: The credit risk free benchmark yield curve
- Asset-liability management and cash management techniques
- Understanding Risk Classifications and Treasury ALM
- Understanding the scope of operational and other associated risks
- Systemic risk – Liquidity risk in the financial crisis
- Cash Management Best Practices and Techniques
- IRRBB: Standardized regulatory framework for IRRBB
- IRR: impacts on Net Interest Income (NII) and Economic Value of Equity (EVE)
- Managing the two perspectives of IRR: NII risk and EVE risk
- Practical Interest Rate Swap Pricing and Risk Management
- Equity Components and Regulatory Capital
- Set out the risks found in a typical treasury operation
- Risks in treasury activity, from dealer through back-office to senior management
- Understand the uses and misuses of derivatives
- Spot early warning signals before they adversely affect overall performance
- Working Capital Management – Determining the Optimum Level
- Liquidity policy statement and statement of liquidity risk appetite
- Funding, Liquidity and Market Risk in a bank
- Adjusting asset liability mix for better interest rate risk management
WHO SHOULD ATTEND
- Treasury Team
- Risk Team
- Capital Team
- ALM
- Credit Risk Team
- Cash Management Team
- Finance
- Accounting
- Forex Team
- Business Heads
- Risk Management
- Operational Risk
- Bank supervisors
- Financial Controllers
- ALCO Professionals
- Corporate Treasurers
- Dealers
- Investment Managers
- Auditors
- Financial Analysts
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
