Asset Liability Management & Balance Sheet Optimization

Workshop Overview

There are dramatic changes taking place in the provision of financial services post Global Financial Crisis. Tougher regulations are forcing incumbent banks to re-appraise their business models for suitability. New challengers from big tech and fintech start ups are re-shaping the competitive landscape. Banks are struggling to generate sustainable returns above their cost of capital. They need to invest in transformative technology to improve customer experience and drive greater efficiency. ALM is at the heart of the changes that have to take place.

The course will present how banks are adapting, identifying winning and losing strategies and focus on how ALM needs to evolve. This requires a much more strategic involvement in balance sheet planning aligned with financial goals to complement existing skills in risk management and profitable positioning. There will be focus on capital and resource allocation using case studies of best-in class banks. Practical balance sheet optimization techniques used in both developed and emerging markets will be analyzed. The challenges of profiling and managing balance sheet risks at a time of global search for improved return will be considered.