Trainings By Informa Markets
Informa


ALM & IRRBB – Optimising the Balance Sheet

17 Nov - 19 Nov 2024


Workshop Overview

Trainer: Nicholas Wood

ALM & IRRBB - Optimising the Balance Sheet will allow banks to build Competitive Advantage from Balance Sheet Management. The key focus will be on Capital, Liquidity, IRRBB and FTP using simulation tools to plan optimal growth.

Recent regulatory developments including Basel III end game, IRRBB SOT and IBOR reform will be discussed. The external environment including interest rates, neo and digibanks and customer behaviour will be analysed.

For each section there will be foundation skills, relevant global / local regulatory linkages and best practices, enabling participants without core subject knowledge as well as advanced practitioners to jointly attend.

We will use Augury Insights proprietary “Run the Bank” simulation tool to illustrate the impact of different actions on regulatory ratios and performance. Participants will also have an opportunity for hands-on use of this tool.

Upgrading the ALM function is the prerequisite for establishing an optimal approach to risk and balance sheet management at banks. And it’s essential for gaining a long-term competitive advantage.

Program Focus

• Operate an efficient ALM model
• Manage balance sheet risk exposures effectively
• Optimise the balance sheet and improve returns
• Enhance risk governance
• Understand the causes and remedies for bank failures and the prevention plans
• Assess the impact of regulations on bank’s balance sheet
• Leverage FTP to guide decisions
• Implementing a lean and focused ALCO
• Model and calibrate liquidity risk frameworks

Benefits of Attending


• Navigate complex regulatory landscapes
• Maximize interest-based income and margins
• Collaborate effectively
• Measure, monitor and manage balance sheet risks
• Structure loans to minimize capital utilization
• Leverage data to manage risk effectively
• Access data to grow regulatory friendly deposits
• Develop optimal balance sheet management plans

Who Should Attend?


Banks, Non-Bank financial institutions, Regulators CFOs, CROs, MDs, Heads, SVPs, VPs, GMs, Directors, Managers, Senior professionals from:

• Treasury
• ALM
• Risk Management
• Asset Management
• Accounting and Finance
• Balance Sheet Management
• Budgeting & Forecasting
• Stress Testing
• Audit
• ALCO Members





Similar Workshop


Oops, no record found!




Website by: Xpoteck