Learn more about our Risk Residential training event

Risk Residential: Liquidity Week | About the Event

Taking place just outside London in the luxury De Vere Selsdon Estate, this residential event promotes immersive learning across two separate training courses:
  • ALM and Balance Sheet Optimisation - giving practical guidance on three main challenges within ALM; liquidity, interest rate risk and capital along with a focus on managing and optimising your balance sheet. 
  • Interest Rate Risk in the Banking Book - giving delegates an in depth understanding of the complexities of IRRBB through sessions on IRR metrics and risk appetite, stress testing, hedging strategies and IRR challenges.
For the concluding session, both courses will come together for a panel discussion on behavioural modelling. This course also includes accommodation for 2 nights (November 6-7), all meals and refreshments, session materials across both courses and networking dinner on November 6th featuring a keynote speech from industry expert.

Why Residential?

  • Immersive learning experience in a relaxed environment just outside of London
  • Opportunity to network and discuss best practice with delegates and speakers from a wide range of institutions
  • All meals and accommodation included in the course fee
  • Networking dinner on first night featuring guest keynote speaker
  • Choice between two courses that have previously had exceptional delegate feedback across Europe and North America
  • An easy to access venue, just 40 minutes from central London and Gatwick Airport

ALM Learning Outcomes

  • By the end of the two days, ALM delegates will have new or improved knowledge of:
  • The ALM regulatory environment
  • Strategic ALM and how to integrate and optimise the balance sheet
  • IIR metrics and scenarios and how these impact on behavioural modelling and interest rate risk
  • How to improve and optimise your balance sheet management
  • The concepts around FTP and how this affects liquidity reporting
  • Options for machine learning and big data applications towards balance sheet management

IRRBB Learning Outcomes

  • Key IRR Challenges including behavioural assumptions, yield curve risk and basic risk
  • Approaches to modelling IRRBB
  • Current and future IRRBB governance considerations
  • The regulatory landscape
  • Defining IRRBB risk appetite
  • Using disclosure requirements to enhance current IRRBB practice