Asset & Liability Management - Intermediate

BPP Professional Education
Course summary
6 hours
650 GBP excl. VAT
Professional Training
Next available date: Enquire for more information - United Kingdom
Course Dates
United Kingdom
Enquire for more information  
650 GBP
Online courses
Online delivery option may be available - Please contact provider. 
650 GBP

Course description

Asset & Liability Management - Intermediate

This one-day course will provide delegates with a deeper understanding of the activities undertaken within a bank’s treasury area – including capital management, rate risk, FX risk and liquidity risk management.

Delegates who attend the course will leave with a better understanding of the way banks must delineate between economic and regulatory capital. They will also learn how ALM teams model risk in order to produce management reports, as well as complying with new regulatory requirements such as the Liquidity Coverage Ratio (LCR).

The instructor will run a number of exercises throughout the course with delegates working either independently or in small groups.

As an intermediate level course, some prior knowledge is assumed: Delegates should have previously attended Asset Liability Management – Introduction – or at least be comfortable with the learning outcomes of this course.

COVID-19 Update

This provider offers an online version of their classroom courses

Do you have questions about COVID-19 in relation to this course?

At findcourses.co.uk we are committed to helping everyone who wants to learn, to learn. So are our trusted partner providers.

Get in touch on this page to find out whether there are any changes to this course in light of COVID-19.

Suitability - Who should attend?

This course is suited to delegates with some knowledge of a bank’s treasury functions. You may wish to review the learning outcomes from Asset Liability Management – Introduction

This course has been designed for delegates looking for a deeper understanding of bank ALM - with emphasis on capital management, liquidity risk, and interest rate risk.

The course is targeted at people working in ALM but is also suitable for those in other areas who have a close relationship with ALM as part of their job role.

This following list is not restrictive, but the course is relevant for those working for commercial banks, investment banks, buy-side asset management firms, accountants, lawyers and consultants. In terms of job function, the course is suitable for those working in the following areas: Management, operations, middle office, finance, IT, compliance, risk, legal, analysts, and sales.

Outcome / Qualification etc.

Bank balance sheet structure

  • Regulatory capital and economic capital
  • Basel 3 and deductions from equity capital
  • Internal pricing of capital –return on risk adjusted capital approaches

Interest rate risk management

  • FTP revisited – splitting out liquidity and rate risk elements within the price of funding
  • The cashflow “gap
  • The concept of basis point sensitivity or "delta"
  • Measuring earnings-at-risk and value-at-risk

Liquidity risk

  • Basel 3 ratios – detailed components of the Liquidity Coverage Ratio (LCR)
  • Internal measures of liquidity risk
  • Choosing appropriate funding mix based on liquidity risk profile

Structural FX risk

  • Structural FX risk defined and contrasted with FX risk within banks’ financial markets business
  • Strategies for hedging structural FX risk

Get Inspired! Watch the Video

About provider

BPP Professional Education

BPP Professional Education -  Accountancy, Tax, Financial Services, Law & Insolvency Courses

BPP Professional Education is one of the specialist examination-based and professional development training arm of the BPP Group, Europe's biggest professional education and publishing provider with 2,000 staff members across 40 countries and over 30,000 students per year. BPP Professional Education...

Read more and show all courses with this provider

Request info

Fill out your details to find out more about Asset & Liability Management - Intermediate.

  Contact the provider

  Get more information

  Register your interest

Contact info

BPP Professional Education

3 London Wall Buildings
EC2M 5PD London

 Show phone number

Request information

Find out more about this Asset & Liability Management - Intermediate course - simply fill out your details:

U.K. L&D Report: 2018 - Benchmark Your Workplace Learning Strategy

Are you curious about the L&D strategies of some of the U.K.'s top companies?

Find out what they're up to in findcourses.co.uk's second annual U.K. L&D Report!


Learn more

Find a course for you!

  Read the course
 summary on this page

 Fill in your details and Request information

 Receive all the info you need

Find more courses here