ALM and Balance Sheet Management
This course will cover new and emerging topics within the field of ALM such as the Ibor reform and ICAAP/ILAAP integration.
Join us for this practitioner-led 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.
Attendees will have the chance to network with multiple organizations providing different and refreshing perspectives on ALM and balance sheet management. The course will be led by industry experts who will share their best practice approaches on a wide variety of emerging topics.
Due to the escalation of the COVID-19 developments and the restrictions being placed on travel, Risk Training has taken the decision to provide our May, June and July training courses virtually.
The decision to move remotely has not been taken lightly, but our utmost priority is to safeguard the wellbeing of all our delegates, speakers and staff.
We are hopeful that we will be able to return to our in-person events later this year, however as this unprecedented situation is changing every day, we remain watchful but also focused on delivering this much anticipated course.
How to re-evaluate ALM strategies in response to the Ibor reform
Develop strategies to implement and adhere to ICAAP and ILAAP integration
Understand FTP concepts and how they affect the balance sheet
How to create and maintain an effective ALM strategy
Understand interest rate risk management and its impact on ALM
Knowledge of the current regulatory environment including LCR and NSFR
Relevant departments may include but are not limited to:
Asset liability management
Balance sheet management
ICAAP and ILAAP integration
Managing interest rate risk
Operating an efficient ALM model
Balance sheet management
Funds transfer pricing
ALM for capital markets
Liquidity risk frameworks
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
Managing director and head of market risk
Yujush Saksena is currently the Head of Market Risk, GE Capital covering Interest Rate Risk, FX Risk and Commodities Market risk. Prior to this he was the Managing Director Market Risk for GE Capital Americas and the Verticals and co-head of Interest Rate Risk oversight at GE Capital where his primary responsibilities included providing Independent Market Risk oversight of GE Capital Americas and GE Capital’s Global Commercial Real Estate, Aviation Financial Services, North American Life and Health and, until full divestiture, Synchrony. Prior to SIFI de-designation he was responsible for strengthening the independent oversight and challenge of IR risk, including evolution of IRR Policy, Standards and Procedures framework
Prior to joining GE Capital Yujush was at Citigroup, where was the Managing Director Interest Rate Risk Oversight and Market Risk Manager for the Retail Asset businesses. In his 23 years at Citi he held a number of roles in Market Risk and Finance, including Market Risk Manager for Latin America Retail bank. While at Citi, he also worked on developing and implementing a standard NII forecast process across Finance, Risk and Treasury at Citi.
Yujush holds an MBA from The Indian Institute of Management, Bangalore India and has an undergraduate degree in Engineering and a Master’s in Economics. He is also holds CFA and FRM certifications.
Head of regulatory interpretations, liquidity
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.
Armel R. Kouassi
Senior Vice President
Northern Trust Corporation
CPD / CPE Accreditation
This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.
This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 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.