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Volatile global markets, proliferation of new financial products
and changing regulatory environments have made Asset Liability
Management (ALM) a critical function for banks and financial
institutions today. It is therefore becoming increasingly important
to define, measure, monitor and manage an institution''s
exposure to Foreign Exchange, Interest Rate and Liquidity Risks
on a coordinated and consistent basis.
This certified course will provide attendees with detailed training
on how to manage the entire asset and liability framework by
focusing on areas of potential capital savings. Margin at risk and
liquidity are explored through the lenses of the traditional asset
and liability management framework. Case studies help
consolidating the broader understanding of the key issues risk
managers need to face.
A hands-on perspective is followed in this course. The use of
worked examples and case studies provides a comprehensive
framework to be directly used on a day-by-day basis.
Basel III LCR & NSFR Ratios
09 Nov - 11 Nov 2020
Interest Rate Risk in the Banking Book
17 Nov - 18 Nov 2020
18 Nov - 19 Nov 2020
MASTERING PAT & QbD THROUGH LIFECYCLE PROCESS VALIDATION