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Effective Asset and Liability Management Dublin
This two day training course will discuss best practices in ALM, with sessions dedicated to key areas of ALM including FTP, IRRBB, hedging strategies and recovery planning
Effective Asset and Liability Management
Dublin, November 13-14, 2019
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
- Methods for aligning recovery and resolution planning with ALM
Who should attend?
Relevant departments may include but are not limited to:
- Treasury
- Capital management
- Liquidity management
- Risk modelling
- Market risk
- Interest rate risk
- Asset-liability management
- Funds transfer pricing
- Accounting and finance
Sessions include
- The evolution of ALM and the ALCO process
- Funds transfer pricing
- IRRBB
- ALM and hedging strategies
- Managing and optimising the balance sheet
- Basel III, basel IV & liquidity frameworks
- IBOR to risk free rates
- Recovery and resolution planning
Speakers
James Linehan
assistant treasurer & head of asset and liability management
Permanent
Filip Charval
financial risk model oversight manager
TSB Bank
Relevant courses
Funds & Liquidity Transfer Pricing London
Sessions will include: FTP objectives and implementation, capital transfer pricing, liquidity transfer pricing, and the business implications of FTP.
STS Securitisations: Risk & Compliance
This course will provide delegates with a detailed market update on the state securitisations, along with how changes in the industry and regulations will affect the risk associated.
IBOR to Risk Free Rates, Dublin
Learn about the effect IBOR ending is going to have on the industry and how the market will deal with the transition to risk free rates.