Asset and Liability Management – A Practical Approach

Asset and Liability Management – A Practical Approach

Bank Asset and Liability Management currently faces a number of challenges including:

• Instability in the banking sector arising from the collapse of banks like SVB, Credit Suisse, and  First Republic
• The return of higher interest rates and its impact on investment portfolios
• Tightening of banking regulations
• The implementation of Basel IV and the FRTB
• Potential deterioration of credit quality during an economic slowdown
• Volatility in global financial markets
• Geo-political uncertainty
• Quantitative tightening

Those working on or with the Asset and Liability function need the ability to manage these risks while maximising balance sheet performance and without compromising profitability.

Those attending this program will clearly understand the challenges that banks face and the strategies and techniques available to mitigate them. Participants will also have the unique opportunity to apply ALM principles in practice using the sophisticated Global Banker simulation.

Why this Program is Different

Practice in other ALM seminars focuses on case studies and spreadsheet-based exercises.

This program is different because, in addition to these traditional methods, participants will also have the opportunity to apply and experiment with ALM principles and practices in the context of a simulated commercial bank. Global Banker gives participants a panoramic view of the entire bank and how various divisions influence each other.

The Global Banker simulation goes far beyond the capabilities of a spreadsheet. The sophisticated and multi-faceted bank simulation uses over 100 interlinked financial and behavioural models to create a highly realistic experience covering all aspects on commercial banking. The complex topics that make up the workings of a bank, which must be considered by ALCO members, are simulated in a coherent, interactive simulation that responds accurately as the levers are pulled. Participants get instant feedback, and learn quickly how to improve their decision-making.

In addition, and importantly, the program features the latest changes in ALM created by the phasing in of Basel IV, the latest implementation of the Basel regulatory framework.