About the course

about the course

About the Course

Join us for this training course that has been specifically designed to meet the needs of those working in ALM and balance sheet management.

Interactive sessions will cover essential topics such as funds transfer pricing, liquidity risk frameworks and interest rate risk management. The impact of the IBOR reforms on ALM strategies will also be discussed in-depth. Each aspect will explore the “new normal” that will be created in a post COVID world.

The course will be led by industry experts who will share their best practice approaches on a wide variety of emerging topics.

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
Who should attend?

Relevant departments may include but are not limited to:

  • Risk
  • Regulation
  • ALM
  • Liquidity
  • Balance sheet management
  • Interest rate risk
  • Treasury
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