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.

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ALM and Balance Sheet Management

May 18–21, 2020

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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.

What will you learn?
  • 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

Who should attend?

Relevant departments may include but are not limited to:

  • Risk

  • Asset liability management

  • Balance sheet management

  • Treasury

  • Liquidity

  • Capital management

  • Compliance 

Course highlights
  • 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 

  • Ibor reform

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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Yujush Saksena

Managing director and head of market risk

GE Capital

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.

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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.

Armel R. Kouassi

Senior Vice President

Northern Trust Corporation

Armel R. Kouassi is a seasoned banking and finance professional with over 15 years of experience in financial services.  He has worked and lived in numerous locations throughout the United States, Europe & Africa. Mr. Kouassi is Senior Vice President at Northern Trust Corporation. Armel has shifted between private equity, entrepreneurial and senior banking roles in his career. Armel is a frequent speaker and author in banking and risk magazines in Africa, Latin America, USA and Europe, he is certified Financial Risk Professional and a member of Global Association of Risk Professional. 

Armel received an MBA from the Wharton School, a Master’s in finance from ESCP Europe, France and a Master’s in statistics and economy with Honors from ENSEA, Cote d’Ivoire. Armel is a father of 3 girls, fluent in English, French and German, he is passionate of Economic Empowerments, Global Affairs, Arts and Music. Member of the Board of Directors of the 12.14 Foundation, a nonprofit organization dedicated to fostering well-being in children by instilling grit and resilience. Member of the Board of Directors of the Ridgefield Symphony Orchestra. Armel is also member of the FinTech Advisory Board at the Center of Financial Professional. Member of the Chicago Council of Global Affairs, the Aspen’s Society of Fellows and the Manhattan Institute’s Young Leaders Circle. 
 

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 12 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 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.

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