Asset & Liability Management

Euromoney Learning

Course summary

Professional Training

4 days

3,245 GBP excl. VAT

Euromoney Learning

Professional Training

5.0 (2 Reviews)

Course Dates

London

3,245 GBP

10/10/2022

Dubai

3,245 GBP

12/12/2022

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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.

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Suitability - 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

Outcome / Qualification etc.

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

Training Course 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

Why choose Euromoney Learning

4.75/5 rating on course check for service

25,000 professionals trained across public courses

99 countries where training is delivered

Expenses

Course fee: £3245 + VAT

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About provider

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...