ALM and Balance Sheet Management

Develop your knowledge on key topics and emerging challenges within ALM and balance sheet management.

Join us for this interactive online course focused on developing successful ALM and balance sheet management strategies.

Spread over four days, participants will have the opportunity to engage with technical content on key topics and challenges in ALM through in-depth discussions between participants and expert speakers.

Build on your knowledge of integrating balance sheet management optimisation in ALM strategies as well as managing interest rate risk in low/negative markets and the essential topic of funds transfer pricing.

Sessions will deep dive into ALM for capital markets as well as how to define, create and integrate liquidity stress testing scenarios, alongside the implementation challenges and regulatory expectations of ICAAP/ILAAP.

The technical content is compressed into 60 minute sessions with presentations delivered by subject matter experts in the fields of ALM and balance sheet management.

What will you learn?
  • Effective management and optimisation of the balance sheet
  • How to manage interest rate risk for ALM in low/negative rate environments
  • Successful creation of stress testing frameworks for extreme events
  • Integration challenges for ICAAP/ILAAP
  • Understand LCR, NSFR and intra-day liquidity risk management
  • How to reassess ALM strategies in response to Ibor reform
Who should attend?

Relevant departments may include but are not limited to:

  • Risk
  • Asset liability management
  • Balance sheet management
  • Treasury
  • Liquidity
  • Capital management
  • Compliance
Online training

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

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Shahab Khan

Head of regulatory interpretations, liquidity

Deutsche Bank

Shahab Khan currently works for Deutsche Bank in New York in Treasury function as Head of Regulatory Interpretation-Liquidity. Prior to this, he was with the Regulatory Policy group where he was subject matter expert on matters related to Liquidity, Capital, RWA, Market Risk etc. Before this, he worked for various financial institutions and was associated with one of the big 4 accounting firms in the financial advisory group at the beginning of his career. During his professional career, he has held various positions in Treasury and M&A groups. For the last several years, he has been dealing with Capital and Liquidity regulations that are applicable in the US. In addition to MBA, he is also a Certified Treasury Professional.  He is an avid reader and loves to travel.

Karina Kuks

Head of balance sheet management

Standard Chartered Bank

Juan Gonzalez Herrera

VP - Global treasury risk management

State Street

Juan Gonzalez Herrera has over 20 years of experience on interest rate risk management and derivatives modelling.

He joined State Street Bank and Trust in 2014 as Director of Quantitative Analysis in the Global Treasury Risk Management team, where he led the oversight of interest rate risk, liquidity risk and market risk models, as well as the development of models to be used by the second line of defense. In 2018 Juan joined the Model Risk Management team, where he leads the validation of models related to Treasury Risk, including behavioral modelling of deposits. Before joining State Street Juan worked for Santander US, leading the modelling and methodology for market risk models. Additionally, Juan spent 5 years as consulting manager on ALM, with wide-ranging exposure to banking markets in the US, Canada, LATAM, Europe and China. His previous experience also includes several years of academic teaching, mainly focused on risk management and derivatives.

Rangan Ravindran

Treasurer, EMEA

Silicon Valley Bank

Christopher Dunn

Risk management consultant

BNY Mellon

Johan Roos

Director - platform and delivery management in CIO office

Santander

CPD / CPE Accreditation

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CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 8 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

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