ALM & Balance Sheet Optimisation Malaysia

Learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment.

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ALM & Balance Sheet Optimisation

19-20 September 2019

Kuala Lumpur, Malaysia

 

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This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and capital along with a focus on managing, integrating and optimizing your balance sheets.

Come and learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. 

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Nicholas Wood

CEO & Founder

FinTorque | Formerly consultant, Money & Capital Markets Division, IMF; Group Treasury, Global Business Head, Standard Chartered Bank

Currently, CEO & Founder of FinTorque providing innovative, customised and affordable finance & treasury solutions for financial service providers in Emerging & Developing Market. Also advising Zensung (insurtech) and Sunpower Renewables (portable solar) start-ups on strategy, partnerships and capital raising. 

Recently, IMF Financial Sector Consultant & Visiting Scholar specialising in changes in the provision of financial services post GFC and regulations.

Earlier, Finance, Risk & Treasury specialist in 4 Global Banks, 36yrs (30 in APAC) reshaping business post GFC & Regulations.

Positions held:

  • Group Treasury Business Head
  • Asia Treasurer & Country Treasurer (Indonesia, India, USA)
  • Global Markets Business Manager; Group Market Risk

Specialist areas:

  • Balance Sheet Optimisation Tools
  • Group FTP Policy
  • Retail Deposit Growth & Securitisation
  • Trading Room Performance & Efficiency
  • Training & Development
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Nabil Rahman

Head of Liquidity Management

STANDARD CHARTERED BANK

Nabil is a Treasury and ALM professional with over 18 years of experience in the field. Starting his career as a money market dealer, he headed ALM desk and was a key ALCO member, worked in the Bank’s FTP and Liquidity Framework and also ran several key ALM projects in various locations.

In this current role, Nabil is responsible for Treasury Markets (ALM) Liquidity Management globally including optimising intragroup liquidity flows, managing regulatory metrics and also influencing liquidity managers to drive the Group’s Balance Sheet agenda. He also drives the Client Term Deposit strategy of the Bank.

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Vijay Krishnaswamy

Partner

True North Partners LLP | Former Senior Manager, Risk Analytics and Credit Process, Standard Chartered Bank

Vijay has over 21 years of risk management experience spanning consulting, regulation and the banking industry.  He is a Partner at True North Partners’ London office.  Previously, he worked for the UK FSA, supporting the risk assessment of UK banks and firm-wide stress testing. Prior to the FSA, Vijay’s experience includes ANZ and Standard Chartered Bank in Asia where he worked in front office, finance and risk, and KPMG in Germany.  Vijay has worked on several strategic ALM engagements for banks of different levels of complexity and sizes.

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What will you learn?
  • Knowledge of the ALM regulatory environment
  • How to create and maintain an effective ALM strategy
  • How to integrate strategic ALM and optimise the balance sheet
  • How IRR metrics and scenarios impact on behavioural modelling and interest rate risk
  • How to model balance sheet risk to optimise balance sheet management
  • FTP concepts and how they affect liquidity reporting
  • Application of machine learning and big data to balance sheet management
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Who Should Attend

Relevant departments may include but are not limited to:

  • Risk
  • Regulation
  • ALM
  • Liquidity
  • Balance sheet management
  • Interest rate risk
  • Treasury
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Course Highlights
  • Understanding the revolving role of ALM and CFOs
  • A look into the Liquidity Coverage Ratio and its impact on liquidity management
  • Ways to improve your balance sheet management under regulatory challenges
  • Strategies in achieving higher profitability
  • Interest Rate Risk in the Banking Book and Net Interest Income analysis in the challenging interest rate environment
  • Funds Transfer Pricing and how it affects a bank’s liquidity reporting
  • Opportunities presented by blockchain technology and in balance sheet management 
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Training
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Networking
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Group Discussion