ALM & Balance Sheet Optimisation Hong Kong

This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.


ALM & Balance Sheet Optimisation

18-19 November 2019

Hong Kong


Join us for this informative two day training course which will cover in detail all of the need to know aspects of ALM and ensure you are properly managing and optimising your balance sheet.

Sessions will include the evolution of ALM, behavioural modelling and interest rate risk, funds transfer pricing and capital management.

Sessions Include
  • The Evolution of ALM & the ALCO process
  • Funds Transfer Pricing
  • Managing and Optimising the Balance Sheet
  • Behavioral Modelling, NMD & IRRBB
  • Basel III, Basel IV & Liquidity Frameworks
  • Capital Management 
  • IBOR to Risk Free Rates
  • The Automation of Treasury & Capital Markets
Who Should Attend

Relevant departments may include but are not limited to:

  • Treasury
  • Capital Management
  • Liquidity Management
  • Asset-Liability Management
  • Funds Transfer Pricing
  • Risk Management
What will you learn?
  • The evolution of ALM and how to operate an efficient ALM model
  • The concepts around FTP and how to build or manage an internal funding framework 
  • Strategic ALM and how to integrate and optimise the balance sheet 
  • IRR metrics and scenarios and how these impact on behavioural modelling, NMD’s and IRRBB 
  • How the transition from IBOR to risk free rates will impact ALM and ensure you’re suitably prepared
  • The most recent trends in automation for treasury markets
Group Discussion