ALM, Interest Rate and Liquidity Risk Management

Develop your knowledge of ALM treasury by the management of the balance sheet through Interest Rate Risk management/measurement, Funds Transfer Pricing, addressing liquidity and capital stress testing

Join us this November for a 4-day interactive, virtual course expertly created to discuss and explore the role of asset liability committee and the ALM function within treasury.

Attendees will gain in-depth knowledge surrounding a range of current and trending topics including the role of ALM and the ALCO process, as well as balance sheet management optimisation and the role of FTP and liquidity. 

Sessions are led by various subject-matter experts, with certain focuses on ICAAP and ILAAP integration and discussing updated content on the Ibor reform. There is also the opportunity to develop a better understanding of interest rate risk management, addressing the impact of low/negative rates.

Participants will be able to enhance their understanding of the challenges facing the treasury risk framework such as digital currencies and the potential effect on the financial industry.
 

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What will you learn?
  • Comprehending the role of the asset-liability committee and the ALM function within treasury

  • Managing interest rate risk with and without using derivatives

  • Recognising the role of digital currencies

  • Creating and integrating frameworks for stress testing extreme events

  • Realising recovery plan & resolution pack (RRP) for ICAAP/ILAAP integration

  • Understanding the current Ibor curves 

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Who should attend

Relevant departments may include but are not limited to: 

  • Asset liability management

  • ALCO members

  • Interest rate risk

  • Liquidity risk

  • Risk management

  • Balance sheet management

  • Stress testing

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Sessions include
  • The Evolution of ALM & the ALCO Process

  • Measuring & Managing Interest Rate Risk

  • Funds transfer pricing

  • Balance Sheet Management

  • Liquidity Risk Frameworks

  • Stress Testing Liquidity and the Balance Sheet

  • ICAAP and ILAAP Integration

  • Ibor Reform

Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings

Live Virtual training courses

 

Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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E-Learning

Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.
 

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