How to Increase and Maintain Profitability Through Up-to-Date and Practical Asset & Liability Management Techniques and Strategies
Asset & Liability Management and Capital Adequacy Planning Training Course
Upcoming Sessions in: Online Distance Learning | In-House Training
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This Asset & Liability Management training course teaches you how to effectively manage your ALM function, balance sheet and profitability for your organisation.
Here are some key benefits from attending this Asset & Liability Management training course:
- NEW: ALM Simulation Game which is performed on the final day of the course. You will apply the knowledge gained in the course to optimize a bank’s ALM situation. (*Not available in the online version)
- Understand the dynamics of your balance sheet and how to use KPIs
- Identify the key risk factors acting on your balance sheet and how they can be minimized
- How all forms of financial exposure can be defined, measured, monitored and managed
- Benchmark your current ALM practices and develop an action plan to bring your practices to the highest standard
- Adopt effective cash flow management and Value at Risk (VAR) techniques
- How to manage and hedge interest rate and liquidity exposures
- Enhance your capital adequacy planning and balance sheet management
techniques - Up-to-Date Techniques and Strategies
- Regulatory Capital Rules
- We give you a framework to assess/write your own internal ALM policy.
- You’re given several practical ALM tools
- Simple, Clear and Practical
View the detailed course content and the latest discount promotions:
Ready to Enroll?
Click on the button below to enroll
Have a question? Email us at: support@ethanhathaway.com or visit the help center.
Senior Director-Financial Institutions Group, American Express Bank, Germany
- Agenda highlights
- Who should attend
- Reviews
Asset & Liability Management Course Highlights
WHAT IS ASSET LIABILITY MANAGEMENT
- Definition of ALM
- ALM and Challenges Today
- ALM Framework
- ALM Structure at Major Banks – a sample
- Capital and Value Creation
- Indentifying Risks for ALM
- Impact of the External Operating Environment on ALM
ALM GOVERNANCE
- ALCO Function and Structure
- Importance of Policies and Procedures
- Role of Audit and Risk Management
SHORT TERM INTEREST RATE RISK ANALYSIS AND RISK MANAGEMENT PRODUCTS
- How to interpret the yield curve
- Managing Floating Rate Exposure
- Exercises and Case Studies: Managing Interest Rate Risk with FRAs
LONG TERM INTEREST RATE ANALYSIS AND RISK MANAGEMENT PRODUCTS
- Fixed Income Markets
- Exercises and Case Studies: Duration, Bond Portfolio Analysis, and how to calculate VaR with a discussion of expected loss approach
- Interest Rate Derivatives
- Exercises and Case Studies: Hedging Interest Risk in Long Term Interest Rate Exposures, Asset Swaps
GAPPING AND GAP ANALYSIS
- What is the ‘gap’?
ACCOUNTING CONSIDERATIONS FOR ALM
- Trading Book Assets and Liabilities
- Investment Book Assets and Liabilities
- Banking Book Assets and Liabilities
- Hedge accounting for risk management derivative products
- Earnings impact and accounting treatment
FAIR VALUE MEASUREMENT
- Valuation higherarchy
- XVA – the valuation adjustments: CVA, DVA, FVA etc.
FOREIGN EXCHANGE MARKET AND FUNDING TECHNIQUES
- FX pricing and electronic markets
- Forward FX markets and linkages to interest rates
- Exercises and Case Studies: Sourcing alternative funding through the FX market
CAPITAL AND BASEL III
- Credit Risk management and ALM
- Market Risk and ALM
- Operational Risk
- The BIS Leverage Ratio
LIQUDITY, FUNDING GENERATION AND FUNDS TRANSFER PRICING (FTP)
- Objectives of FTP
- Setting up and managing an FTP system
- Centralizing Treasury liquidity
- Econometric modeling of Deposits
- Structured Deposits
- Exercises and Case Studies: Indeterminate Maturity deposits and FTP
- New Liquidity and Leverage Regulations under Basel III
- Exercises and Case Studies: Calculating the LCR
- New Capital Instruments
NEW: ALM SIMULATION
- In the final section of the course, using all the knowledge gained over the preceding modules, you will work on a multi-dimensional ALM simulation case involving a bank facing challenges on all sorts of measures.
- Working in teams, this simulation requires managing the balance sheet for such issues as EaR, ROE, LCR, NSFR and more in a fully integrated manner just as the ALCO and Treasurer of a bank would have to do.
- *Calculators are required for the simulation.
- **ALM Simulation is NOT included in the online distance learning version
View the detailed course content and the latest discount promotions:
Ready to Enroll?
Click on the button below to enroll
Have a question? Email us at: support@ethanhathaway.com or visit the help center.
25 Seats Only
Only 25 seats available per session so you get more personal attention.
Digital Reference Package
You also receive a Digital Course Reference Kit to take away for future reference. (Value of $200.00)
Get Answers
All our trainings are built for interaction and for you to get the most out of the training for your job and situation.
Ask questions specific to your situation. It's the closest you can get to getting personalised coaching.
Certificate of Completion
After completing the training, you receive an Ethan Hathaway gold-embossed certificate of completion to mark your achievement.
Online / Distance Learning Course Available
This course is also available via online distance learning.
Online Course Demo:
Video lessons
On-demand video lessons (approximately 4+ hours worth of video) so you may watch at your own convenience.
Downloads
Downloadable PDF notes & slide decks and resources for your future reference.
Unlimited Access
NEW: You have unlimited access to the core course lessons (*Mentor Q&A access is limited to 60 days per session)
Anywhere Access
Access the course with any Internet-enabled device. No software or special requirements needed.
Get Answers
If you select this option, you're eligible for scheduled Question and Answer (Q&A) sessions where you can submit any questions specific to your situation or about anything in the course.
See below for scheduled online Mentor-Access sessions.
Q&A sessions are recorded for you to view at your leisure.
It's the closest you can get to getting personalised coaching.
Certificate of Completion
After completing the training, you receive a digital & printable Ethan Hathaway certificate of completion to mark your achievement.
For Corporate Plans (multi-user access), please contact us at: support@ethanhathaway.com
Book Your Seat
Online Self-Study Course
Personal
For personal use & learning only
USD 499
Corporate
For multi-team member access
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Available for In-House Training
There are currently no scheduled public sessions for this training, however, it is available as an in-house training.
Request an in-house training proposal below or learn more about In-House Training
Accredited By
Ethan Hathaway is accredited by the British Accreditation Council for Independent Further and Higher Education as an International Centre.