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

ONLINE COURSE SYLLABUS

Introduction to ALM & Challenges Today
  • What is ALM
  • ALCP and Country ALCO
  • Challenges for ALM Today
ALM Governance and Structure
  • ALM Governance
  • ALM Structure at Major Banks
Capital and Value Creation
  • Capital and Value Creation
  • Current Economic Environment
Managing Interest Rate Risks – Short Term Rates
  • Interest Rate Cycle and What Yield Curves Tell Us
  • LIBOR and Risks in Floating Rates
  • Building Block of Managing Interest Rate Risk: FRA’s
Financial Futures
  • Fundamentals of Short Term IR Futures
  • The New Derivatives Architecture
Bond Price/Yield, Duration
  • Bonds and Price/Yield Relationship
  • Calculating Bond Prices
  • Bond Duration and Convexity
  • Bond Portfolio Theory
Long-Term Derivatives-IRS
  • What is an interest-rate swap?
  • BIS OTC Derivatives Statistics
  • Managing Bond Price Risks with IRS
  • OIS
Long Dated Currency Swaps
  • Uses of Long Dated Currency Swaps
  • Liability Management and Long Dated Currency Swaps
  • Structuring the Swap to Match the Liability
Gapping and Gap Analysis
  • Net Interest Income and Market Value of Equity
  • Gap and NII
  • Gap Metrics and Limits
  • MVE
FX and Funding
  • FX Forward and Swap Terminology and Quotations
  • Pricing FX Forwards
  • Case Study: Generating USD Funding Through JPY Using FX Swaps
Funds Transfer Pricing
  • What is FTP?
  • Best Practices for FTP
Basel and the New Regulatory Landscape
  • The Role of Bank Capital
  • Regulat Capital – Basel III
Basel and Credit Risk
  • Credit Risk Weighting for RWA Under Basel
  • Credit Loss Modeling Fundamentals
  • Credit Spreads and Credit Default Swaps
Basel Market and Operational Risk
  • Market Risk and the Trading Book
  • Operational Risk and Proposed Changes in Basel
Basel New Liquidity and Leverage Measures
  • Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
  • Leverage Ratio
  • New Capital Instruments

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: [email protected] 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: [email protected] 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: [email protected]

Book Your Seat

Online Self-Study Course

Individual

For Individual use & learning only

 USD 499

  • On-Demand 24/7 All Access
  • Downloadable resources
  • On-demand video lessons (approx. 4 hrs)
  • 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

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