Course description
Asset & Liability Management
Post the global financial crisis, the role of the Treasury within a bank is more challenging than ever. The regulation that followed the crisis, in particular Basel III, has meant that optimisation of assets and liabilities is vital in mitigating the hit' on Return on Equity that the regulation represents.
This intensive 4-day asset and liability management workshop looks to explain the fundamental role of the ALM function and moreover via real life case studies and excel based simulations explain how the function looks to optimise balance sheet performance via the more selective deployment of balance sheet resources. In addition it will explore the fluid regulatory landscape in which ALM is functioning and outline what the industry considers as best practice in terms of dealing with the challenges that landscape presents.
Hence by attending the day workshop, Participants will be better equipped to work in or with the ALM function and support the optimisation of the balance sheet they are tasked to achieve.
Upcoming start dates
Who should attend?
Who should attend?
- Group Treasurers
- Chief Risk Officers
- Accounting and Finance Managers
- Asset Managers
- Liquidity Managers
- Risk Managers and Risk Controllers
- Risk Officers
- Auditors and Bank Regulators
Training content
Day 1
- Session 1: The evolving role of Asset and Liability Management [ALM]
- Session 2: Linking Asset and Liability Optimisation to Return on Equity
- Session 3: Optimising Assets - Internal Rating Based (IRB) approach for Credit Risk
- Session 4: Traded Market Risk
Day 2
Interest Rate and Liquidity Risk
- Session 1: Asset and Liability Gap Analysis
- Session 2: Non-Traded Market Risk - Overview of IRRBB
- Session 3: Liquidity Risk
- Session 4: Beyond Pillar I
Day 3
Internal Risk Management - Role of Funds Transfer Pricing [FTP]
- Session 1: Evolution of FTP and it's role in managing Non Wholesale Portfolios
- Session 2: Deriving the FTP Curve
- Session 3: Operating FTP
- Session 4: Pricing with FTP
Day 4
External Risk Management Role of FX and IR Hedging Products
- Session 1:Tools for Managing FX and IR Risk
- Session 2: Applications of Cross Currency Swaps [XCCY] in managing FX and IR risk
- Session 3: Structural Hedging
- Session 4: Future Challenges for ALM and wrap up
Costs
Course fee: £3245 + VAT
Certification / Credits
Learning Outcomes:
- Describe the role of the ALM function within a bank
- Articulate the causes and consequences of the global financial crisis the motivation for the regulation that has came in the wake of it and the impact it has had on the ALM function
- Explain the impact of the regulation on bank's balance sheet in particular the resources of capital and liquidity
- Understand the role of the ALM function in optimising the balance sheet via either capital preservation or margin maximisation achieved by a more selective approach to assets issued and funding raised
- Appreciate what future challenges lie ahead for the ALM function in particular from the potential introduction of Basel IV
- Identify ways in which the wider business can support the ALM function in dealing with these challenges via for example communication and alignment of business incentivisation
Why choose Euromoney Learning?
4.6/5 rating on course check for service
60,000 professionals trained across public courses
80+ countries where training is delivered
Reviews
Average rating 5
Pricey but great quality so net-net very good value.
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Euromoney Learning
At Euromoney Learning, we understand that learning doesn’t start and end when you leave the classroom. We know that the financial markets never stand still, and that technology has both simplified and added complexity at a break-neck pace. That’s why...
Great instructor, site and practical examples during course. The class discussion was relevant. ALL EXCELLENT! :)