About the course

about the course

About the Course

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. 

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