ALM, Interest Rate and Liquidity Risk Management

Sessions include the evolution of ALM & the ALCO process, managing interest rate risk, and stress testing liquidity and the balance sheet.

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ALM, Interest Rate and Liquidity Risk Management

March 2-4, 2021| Live Virtual | Time zone: EMEA / APAC

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02 March 2021
2021-03-02 14:00:00 +0000
COURSE AGENDA

Join us for this interactive online course focused on developing successful asset liability 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 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 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.

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What will you learn?
  • Effective management of ALM model risk
  • 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
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Who should attend?

Relevant departments may include but are not limited to:

  • Asset liability management
  • Interest rate risk
  • Liquidity risk
  • Balance sheet management
  • Funds transfer pricing
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Sessions Include

  • The evolution of ALM & the ALCO process

  • Managing interest rate risk

  • Funds transfer pricing

  • Balance sheet management

  • Liquidity risk frameworks

  • Stress testing liquidity and the balance sheet

  • ICAAP and ILAAP integration

  • IBOR reform

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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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