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

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Effective Asset and Liability Management 

Dublin, November 13-14, 2019

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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.

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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
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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
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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

James Linehan

assistant treasurer & head of asset and liability management

Permanent

Filip Charval

financial risk model oversight manager

TSB Bank

13 November 2019
2019-11-13 08:30:00 +0000

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.

  • London