ALM and Balance Sheet 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
For the first time in Dublin, join us for this informative two day training course which will cover in detail all of the key elements of ALM and ensure you are properly managing and optimising your balance sheet.
Sessions will include the evolution of ALM, balance sheet management, funds transfer pricing and recovery and resolution planning.
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:
- Capital management
- Liquidity management
- Risk modelling
- Market risk
- Interest rate risk
- Asset-liability management
- Funds transfer pricing
- Accounting and finance
- The evolution of ALM and the ALCO process
- Funds transfer pricing
- 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
Assistant treasurer & head of asset and liability management
Financial risk model oversight manager
Head of group balance sheet management
Bank of Ireland Group
Tony is currently the Head of Group Balance Sheet Management and is responsible for strategic oversight of the Bank of Ireland Group balance sheet from a funding and liquidity perspective. He has responsibility for funding and liquidity strategy, wholesale funding execution, funds transfer pricing, collateral management and management of structural risk positions as well as the ILAAP and Recovery plan. Tony is a member of the Bank of Ireland Group Asset and Liability Management Committee. Prior to his current role, Tony held other senior positions in Bank of Ireland as well as senior customer facing roles external to the Bank. He holds a first class honours MBA from Ireland’s leading Business school as well as a first class honours Msc. in Investment and Treasury.
John has over 40 years’ experience with a range of leading banking groups and major financial centres. He is the former president of the Financial Markets Association and worked at Scotiabank as head of group treasury & capital markets for the best part of 20 years. Most recently John has been consulting and was working for RBC Ireland in a contract position.
Boston Consulting Group (BCG)
Tobias is a core-member of the worldwide Financial Institutions practice as well as BCG’s Treasury team. He has more than 5 years of experience in consulting with a strong focus on Treasury, ALM and risk management.
Tobias project experience includes:
- Assessment of digitalization opportunities within Treasury and development of an implementation roadmap
- Conceptual design of a periodic interest rate risk (IRR) management incl. organizational set-up
- Identification of gaps regarding new EBA and BCBS regulation concerning interest rate risk in the banking book (IRRBB)
- Review of the current asset liability management (ALM) strategy and identification of optimization levers
- Conceptual design of a capital planning and simulation process as well as support during the implementation
- Conceptual design of an internal capital adequacy assessment process (ICAAP) incl. organizational set-up
- Transformation program at a leading German Commercial Real Estate (CRE) bank
Tobias studied Business Administration at the University of Münster (Germany) and the NHH Bergen (Norway) with a focus on Finance & Accounting.
Senior business advisor
Daniel Almehed is a Senior Business Advisor at BearingPoint and an senior expert in the risk management consultancy team within their Banking and Capital Markets practice. Daniel have a specific focus on Banking Book risk controlling and management, covering IRRBB & liquidity risk. His projects covers governance aspects (e.g. 3 lines of defence concept), development of methodology and ALM & Risk software implementation.
Daniel is an banking book risk expert with more than 10 years’ experience in a variety of different roles in consultancy projects for international acting banking groups
Vice president in the chief risk office (global treasury & liquidity risk governance)
Meha Lodha is Vice President in the Chief Risk Office (Global Treasury & Liquidity Risk Governance) of Credit Suisse. Meha uses project management approaches for her scope of work - including leading a portfolio of cross-risk integration workstreams and establishing second line of defence coverage for the bank's strategic liquidity management program. More recently, Meha has shared her knowledge on Mild Reverse Stress Testing and BCBS 239 RDARR regulatory compliance for Treasury Risk via conference presentations and academic journals articles.
Johan Von Solms
Head of funding strategy & pricing
Johan has more than 15 years of experience in the Global and African financial markets. He works in Barclays Treasury, where he is responsible for the Funding Strategy & Liquidity Pricing. He also managed the ALM & Funds Transfer Pricing areas in the recent past. He previously worked in various market positions, including - derivative trading; debt capital markets; structured products; and investment management. He holds an MSc in Banking from the ICMA Business Centre at the University of Reading and an MSc in Computer Science from the University of Johannesburg.