ALM Balance Sheet Optimization - New York

This course will help attendees understand the three main challenges within ALM; liquidity, interest rate risk and optimizing the balance sheet.


ALM and Balance Sheet Management, New York

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This two day course will give delegates practical examples of how to manage the balance sheet through behavioral assumptions and modelling. It will delve deeper in to using machine learning and big data for balance sheet management and how to integrate and optimize the balance sheet with competing constraints.

What will you learn?
  • How to operate an efficient ALM model
  • Understanding of how machine learning and big data can be used in managing the balance sheet
  • How to manage the balance sheet with behavior models, cash flow predictions and capital structure optimization
  • How to consider ALM for capital markets through various liquidity metrics
  • What the new Basel and liquidity frameworks look like and their impact on ALM

View pre-reading Material here

Who should attend?

Relevant departments may include but are not limited to:

  • Risk
  • Liquidity
  • ALM
  • Balance Sheet
  • Treasury

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Sessions include
  • The evolution of ALM & the ALCO process 
  • Managing the balance sheet 
  • Asset liability management (IRRBB) 
  • Utilizing machine learning and big data in BSM
  • Funds transfer pricing (FTP) 
  • ALM for capital markets 
  • Strategic ALM: integrating and optimizing the balance sheet 
  • ALM and balance sheet management under new basel and liquidity frameworks 

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