ALM & Balance Sheet Management London
This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimising the balance sheet.
Sessions Include
- The Evolution of ALM & the ALCO process
- Funds Transfer Pricing
- Managing and Optimising the Balance Sheet
- Behavioral Modelling, NMD & IRRBB
- Basel III, Basel IV & Liquidity Frameworks
- Capital Management
- IBOR to Risk Free Rates
- The Automation of Treasury & Capital Markets
Who Should Attend
Relevant departments may include but are not limited to:
- Treasury
- Capital Management
- Liquidity Management
- Asset-Liability Management
- Funds Transfer Pricing
- Risk Management
What Will You Learn?
- The evolution of ALM and how to operate an efficient ALM model
- The concepts around FTP and how to build or manage an internal funding framework
- Strategic ALM and how to integrate and optimise the balance sheet
- IIR metrics and scenarios and how these impact on behavioural modelling, NMD’s and IRRBB
- How the transition from IBOR to risk free rates will impact ALM and ensure you’re suitably prepared
- The most recent trends in automation for treasury markets
You are brilliant. My team are outsourcing most if not all of our training to you at the moment.
Mizuho
One of the best seminars I have attended. I liked the way actual experiences with products discussed were integrated into the presentations
BNY Mellon
Very dynamic. Nice to have various different speakers. Very good to have full-time presence from Risk Training logistics staff. Speakers were all very technical and worthwhile
European Central Bank
Excellent industry history and in-depth knowledge
Barclays
Knowledgeable speakers and thoughtful presentations
Accenture
The speakers were very good and the topic was very interesting to me
BBVA
The learning is mutual when delegates and speakers bring such rich experience from industry and academia. Also inspiring to see so many senior people so motivated to learn new things.
Morgan Stanley