Asset & Liability Management Training Course

Course Mentor: Suhnylla Kler

Date	Location	Venue	Investment	Register
19 Nov - 21 Nov, 2008	SG, Singapore	Marina Mandarin Hotel	US$3598
15 Dec - 17 Dec, 2008	Dubai, United Arab Emirates	TBA	US$3598

*18 seats only for each public session "This was a comprehensive and very useful course on the subject, made even more interesting by the references to real situations.

I did not expect to understand so much! Credit goes to the presenter! Overall the course exceeded my expectations as there was also an emphasis on increasing and maintaining profitability." - S.M., Senior Director-Financial Institutions Group, American Express Bank, Germany

How to effectively manage your asset & liability function

To effectively manage your balance sheet, you need to be able to manage your financial exposure due to currency, interest rate and liquidity risks.

By the end of this 3-day Asset & Liability Management training course, you will be able to:

Implement an effective asset and liability management (ALM) policy
Manage the ALM function
Understand the analytical framework of interest rate risk management
Confidently apply ALM in derivatives products
Develop familiarity with Value at Risk (VaR) concepts and application
Understand important regulatory developments relevant to ALM

Key features of this Asset & Liability training course:

Fundamental asset and liability management principles exposed
Asset and liability risk management imperatives pinpointed
Key financial control issues identified
Asset and liability management jargon demystified

Asset & Liability Management Training Course Agenda

DAY ONE

FOUNDATIONS OF ASSET AND LIABILITY MANAGEMENT

Setting asset and liability (ALM) policy and procedure
ALM definition
ALM process and management recognition
Asset and Liability Committee (ALCO)

Contemporary Asset and Liability Management Context
Financial markets volatility
Financial instruments: many and varied
The regulatory environment

ALM risk management
Interest rate risk management
Foreign exchange risk management
Liquidity risk management
Credit risk management
Trading/operational risks

DAY TWO

TECHNIQUES OF INTEREST RATE RISK MANAGEMENT

Interest Rate Analysis Techniques
Gap management
Free funds
Variance analysis
Duration and convexity
Matching

Financial derivatives: their role in interest rate risk management
Financial futures
Forward rate agreements (FRAs)
Options
Swaps

Interest Rate Risk Strategies
Active management
Passive management
Rate anticipation

DAY THREE

CAPITAL ALLOCATION AND PERFORMANCE MEASUREMENT

Liquidity Management
Liquidity management models
Liquidity and volatility

Integrating ALM and strategy
Role of derivatives
Portfolio rebalancing
Reducing portfolio riskiness

Transfer Pricing and Performance Measurement
Transfer pricing as a bank management tool
ALM implications

Value At Risk (VaR)
Rationale
Application
CreditMetrics

Capital Allocation
Risk-based capital standards
Risk Adjusted Return on Capital (RAROC)
Product and pricing implications

What do past clients say about this course?

"It is a very good course..." - G.M., Financial Controller, HSBC Bank, Oman

"The contents were very useful..." - A.S., AGM-Development Banking, Seylan Bank, Sri Lanka

Who should attend this Asset & Liability Management training course?

Investment professionals
Treasury professionals
Balance sheet and capital managers
Asset and liability managers and analysts
Risk managers and portfolio managers
Treasury middle office and operations personnel
Liquidity funding managers
Treasury auditors
Financial controllers, accountants and analysts
Investment bankers
Regulatory and compliance personnel

What you will need to bring

Please bring to the course a financial calculator.

Run this course in-house

Consider running this course as an in-house course where you want, when you want and tailor the course to how you want it.

You can gather a group of your colleagues and/or invite your clients.

Find out more about running this course or any other one of our courses in-house.

Why Ethan Hathaway?

Practical. Learn from experienced industry practitioners and what's being practiced by your peers.
Applicable. Apply what you learn in your job and your career
Valuable. Earn more revenue or save your organisation from monetary loss . You and your organisation will quickly earn back your investment on the course fee and more
Enjoyable. Speakers who have a passion for their topic
Clear. Turning complex concepts into easy to understand concepts

Learn more about this course

Inside the course information booklet you'll find:

Detailed course agenda of what you'll learn
Eligible discounts
Our course quality guarantee
Course expert biography
Course venue details
Course registration form
Printer-friendly PDF
Small file size for fast & easy download

Complete the details to the right and click on "Send me the booklet" to have the course booklet emailed to you immediately.

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Register for the course

You may book your place on the course by any of these methods:

Online booking - simply click on the "Register Me" button next to the course date you wish to register and it will take you through our quick online registration procedure.
Email us at: - please include your full contact details.
Fax us the booking form (included in the brochure) to: UK: +44 87 1715 0414 / Hong Kong: +852 3014-0721
Or call: +852 2273-4393 during normal office hours

Asset & Liability Management Training Course

Date	Location	Venue	Investment	Register
19 Nov - 21 Nov, 2008	SG, Singapore	Marina Mandarin Hotel	US$3598
15 Dec - 17 Dec, 2008	Dubai, United Arab Emirates	TBA	US$3598

"This was a comprehensive and very useful course on the subject, made even more interesting by the references to real situations.