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

World's Premier International ALM Training Provider

This course is available as: ​Online Distance Learning | In-House Training | Group Class
Click here for options

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.

Asset & Liability Management training
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

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

Who Should Attend

  • 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

Reviews - What People Say

“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

“Good examples, clear presentation – Suhnylla appears very knowledgeable and can offer prior experience, very passionate about the subject matter. Infectious!” – O.R., Khazanah Nasional Bhd, Malaysia

“Speaker is very well-versed in the topic and is able to bring the banking side of the biz and relate to the corporate side.” – N.K., BOC Aviation, Singapore

“What I liked most about this training course was the knowledge of the instructor.” – A.A., Saudi Aramco, Saudi Arabia

“It cleared a lot of issues pertaining to the company’s ALM.” – A.K., Qipco, Qatar

“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

“Interesting. Able to link the financial material on paper with what the world around is doing. Especially on why crisis happen.” – T.M.H., UOB Bank, Singapore

“I found the speaker to be very knowledgeable and credible, with a lot of experience in the subject that can be shared to the audience.” – S.A., PT Indonesia Infrastructure Finance

“Speaker adjusted content and pace of the course to suit/match participants interest and knowledge level. Lots of “real life” examples…What I liked most about this training was: the ability of the speaker to relate back to the real life situations faced by the participants; Speaker’s ability to explain abstract concepts in ‘everyday language.’” – D.S., CEO, RBS

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 course students receive a digital PDF certificate (not a hardcopy).

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 PDF & 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

  • On-Demand 24/7 All Access
  • Downloadable resources
  • On-demand video lessons
  • One user access
  • Digital certificate of completion

Corporate

For multi-team member access

Contact Us

  • On-Demand 24/7 All Access
  • Downloadable resources
  • On-demand video lessons
  • Multi-user access
  • Digital certificate of completion

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

British Accreditation CouncilEthan Hathaway is accredited by the British Accreditation Council for Independent Further and Higher Education as an International Centre.