Strategic Asset-Liability Management For Banks &Financial Institutions
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Strategic Asset-Liability Management (ALM) can significantly improve financial performance by delivering a better balance between returns and risks across a more comprehensive set of both on- and off-balance sheet assets and liabilities.
This advanced program covers best practices in ALM as well as ALM’s role as a strategic function in financial institutions. Beyond full coverage of the key ALM areas of interest rate, liquidity, FX and credit risks, their measurement and best practice management; the course also integrates all key risks into a state-of-the-art constrained optimization solution for ALM, compliant with the – now clearer – suite of regulatory requirements banks face going into “Basel IV”.
Practical application and strategic decision making are emphasized throughout the program via real-world case studies and workshops, which focus on international best practices and explore the experiences of a range of institutions.
After attending this course delegates will be able to:
- Explain the impact of the regulation on the bank’s balance sheet, in particular, the resources of capital and liquidity and appreciate how the industry is looking to mitigate this impact
- Understand how the application of Internal Methods have generated capital benefits for banks, how ‘Basel IV’ is limiting the extent of these benefits
- Appreciate the impact of IFRS9 impairment charges on balance sheets and how banks are looking to potentially mitigate
- Assess Interest Rate Risk in the Banking Book in line with BIS 368 Standards and have a greater awareness of best practice for managing it
- Better mitigate the impact of Liquidity Coverage Ratio and Net Stable Funding Ratio
- Apply best practice to their own Individual Adequacy Assessment Processes for Capital and Liquidity and better harmonize these
- Identify ways in which the wider business can support the ALM function in dealing with these challenges via, for example, communication and alignment of business incentivization
- Derive and apply maturity Funds Transfer Pricing [FTP] curves, adjust for regulatory impact on liquidity and capital and have awareness of the ongoing evolution of FTP methodologies in the industry
- Better optimize non-wholesale liquidity portfolios
- Members of the Asset Liability Committee (ALCO)
- Treasury professionals
- Money market and FX traders
- Management of credit, deposit, and other major business units
- Liquidity investment managers and traders
- Capital markets teams covering financial institutions
- Strategic planning professionals
- Risk managers and risk controllers
- Financial officers and auditors (internal and external)
- Regulators overseeing banking, investment, and trading books
- IT professionals specializing in treasury systems
Whilst BMK Training has core courses which we offer on an international basis to both companies and individuals, we also recognise that from time to time, your company may have specific training requirements that cannot be satisfied in a public training environment.
We can bring our Training/workshops directly to your workplace or we will customize training to meet your specific needs ensuring effectiveness in achieving real performance improvement.
If you have 8 or more delegates then, in house training can be of a greater advantage for your organization.
Advantages of in-house training include:
- Cost savings up to 50% of the training expenses with more effective group training.
- Training is confidential, allowing teams to discuss and work on real issues as trainers will usually sign confidentiality agreements.
- In-house training encourages team building and better understanding of one another
- Training is fully-customized for any team, department, or organization