Trainings By Informa Markets
Informa


Asset Liability Management & Balance Sheet Optimization

22 Nov - 24 Nov 2022   |   Physical Course


Course Overview

The first day of the course focuses on the role of the ALM function and its set up within the financial institution. It provides the audience with the overview of the best market practice to ALM and its evolving role in the overall profitability of the bank. During the first day, presenter walks the audience through techniques for the interest rate risk measurement and management in the banking book (IRRBB) and emphasizes the importance of the active management of IRRBB in ALM though undertaking profitability enhancement strategies.

The second day covers, in detail, the new regulatory requirements for IRRBB (Basel Committee of the Banking Supervision Standards) and provides the methodological support in the implementation of this requirement. The second part of the day is focused on the analysis of the balance sheet maturity transformation and liquidity risks. In particular, it aims to answer the question what is the proper size of the liquidity buffer in the financial institutions.

The third day provides the overview of the Funds Transfer Pricing process and the role of the ALM unit in the FTP framework. The second part of the third day is dedicated to the balance sheet optimization techniques and acts as an introduction to the concepts of quantification and optimization of asset and liability structures.

Program Focus

Understanding of banking treasury/ALM aspects

Familiarity with Basel III requirements

Familiarity with the concept of Interest rate risk and liquidity risk in banks

Familiarity with the FTP process

Benefits of Attending


Understand the ALM role in a financial institution

Gain knowledge on the IRRBB measurement techniques

Gain knowledge on the IRRBB profitability enhancement strategies

Overcoming the practical challenges related to the BCBS 368 requirement

Gain knowledge on the pricing of liquidity

Overview of the best practice in the Funds Transfer Pricing process

Overview of the balance sheet optimization techniques

Who Should Attend?


Liquidity managers and IRRBB managers

Finance professionals

Bank treasurers and treasury professionals

ALM professionals

Advisors at consultancy firms

Bank supervisors





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