About the Course

About the Course

About the Course

The course will begin with an overview of the evolution of ALM and the ALCO process, and how to improve your ALM strategies while focusing on the changing regulatory environment. Discussion will then turn to funds transfer pricing and how to manage and optimise your balance sheet. Day one will end with a session on basel and liquidity frameworks.

Sessions on day two will cover managing the basel regulation and liquidity frameworks including TLAC and MREL. Capital management will be assessed, looking at using risk based pricing to ensure the right price. The necessary changes of risk free rates and how the transition may affect balance sheet and ALM will be looked at before the training concludes with the drivers of automation within the treasury and how to ensure your company is ahead of the curve.