ALM & IRRBB – Optimising the Balance Sheet

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.