ALM, Interest Rate and Liquidity Risk Management

Expand your knowledge of the impact of ALM in treasury and how to manage and optimise the balance sheet through FTP, IRR management, liquidity and capital management, and dynamic stress testing.

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ALM, Interest Rate and Liquidity Risk Management

September 20–23, 2021| Live Virtual | Time zone: EMEA / Americas

VIEW AGENDA Pricing options

Join us for this 4‒day interactive, virtual course developed to explore the impact and role of asset liability committee and the ALM function within treasury. 

Key sessions will examine the regulatory and benchmark reform influence on ALM, tools for integration of balance sheet optimisation and the role of FTP in steering the balance sheet. Participants will develop their knowledge of interest rate risk management and the consequences of low/negative rates.

Led by a diverse group of subject-matter experts, sessions deep-dive into accessing and improving liquidity risk frameworks, active capital management, ICAAP and ILAAP integration, and stress testing within balance sheet management.

Participants have the opportunity to build on their understanding of the challenges facing the treasury risk framework such as data quality and data lineage and system architecture and transformation. 
 

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What will you learn?

  • Understand the role of ALCO and the ALM function within treasury

  • Successful integration of balance sheet optimisation with BAU

  • How to steer the balance sheet through FTP

  • The consequences of low/negative rates in IRR management

  • How to assess liquidity pools and utilise active capital management 

  • Utilising stress testing for forecasting and funding decisions 

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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

  • Evolution of ALM and ALCO process

  • Managing and optimising the balance sheet 

  • Funds transfer pricing

  • Managing interest rate risk

  • Liquidity risk frameworks

  • Capital management, ICAAP and ILAAP integration

  • Stress testing within balance sheet management

  • Challenges for the treasury risk framework 

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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

Hear from participants of our live online courses

No distractions that might come from an in-person setting. I had the luxury of quickly multitasking work in the 15-min break, my questions were addressed because they were documented in the chat, etc. It seemed more inclusive'
The Corporation for Interest Rate Management
The online operational risk training course was great, I really got some inspiration to how the risk management department could develop.
Spar Nord
It is a more relaxed atmosphere when I can attend virtually, and the setup worked very well
Red Winter Capital
Course was passionately led by practitioner's with expert knowledge in the field
Peoples Trust Company
The easiness of it. No need to travel to another country and all the positives that comes with it: time management, environmentally friendly, less expensive (days in a hotel, eating out, etc.), still get to have a full work day before the training'
European Bank
The training was clear with lots of good examples we can work on at home
LMRKTS
It's easy to ask questions via chat, it's easy to see and we can attend from home
American Bank
The courses are tailored to the knowledge level of the audience. This ensures that all attendees get the maximum benefit from the course.
Canada Life
Well organised, on time, actually easy to interact with the lecturer
Risk management company
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