ALM - About
This two day course will give delegates practical examples of how to manage the balance sheet through behavioural 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.
Other topic focuses will be; FTP and the different balance sheet components, ALM in capital markets and what capital management looks like in liquidity and funding, Basel framework and IRRBB and its fundamental metrics.
The course will end with a war game group activity where a moderator will simulate a scenario and test how teams would proactively consider a response. In this instance, a bank has recently been taken over and needs their bottom line improving. How would senior management and ALCO react?