Exercises and Case Studies: Indeterminate Maturity deposits and FTP.

LIQUDITY, FUNDING GENERATION AND FUNDS TRANSFER PRICING (FTP)

Exercises and Case Studies: Sourcing alternative funding through the FX market.

Forward FX markets and linkages to interest rates.

XVA – the valuation adjustments: CVA, DVA, FVA etc.įOREIGN EXCHANGE MARKET AND FUNDING TECHNIQUES.

Earnings impact and accounting treatment.

Hedge accounting for risk management derivative products.

Exercises and Case Studies: Hedging Interest Risk in Long Term Interest Rate Exposures, Asset Swaps.

Exercises and Case Studies: Duration, Bond Portfolio Analysis, and how to calculate VaR with a discussion of expected loss approach.

LONG TERM INTEREST RATE ANALYSIS AND RISK MANAGEMENT PRODUCTS

Exercises and Case Studies: Managing Interest Rate Risk with FRAs.

SHORT TERM INTEREST RATE RISK ANALYSIS AND RISK MANAGEMENT PRODUCTS

Impact of the External Operating Environment on ALM.

ALM Structure at Major Banks – a sample.

You’re given several practical ALM toolsĪsset & Liability Management Course Highlights.

We give you a framework to assess/write your own internal ALM policy.

Enhance your capital adequacy planning and balance sheet management.

How to manage and hedge interest rate and liquidity exposures.

Adopt effective cash flow management and Value at Risk (VAR) techniques.

Benchmark your current ALM practices and develop an action plan to bring your practices to the highest standard.

How all forms of financial exposure can be defined, measured, monitored and managed.

Identify the key risk factors acting on your balance sheet and how they can be minimized.

Understand the dynamics of your balance sheet and how to use KPIs.

You will apply the knowledge gained in the course to optimize a bank’s ALM situation.

NEW: ALM Simulation Game which is performed on the final day of the course.

Here are some key benefits from attending this Asset & Liability Management training course: This Asset & Liability Management training course teaches you how to effectively manage your ALM function, balance sheet and profitability for your organisation.

Ethan Hathaway’s Online Learning Manifesto.

Investment, Wealth/Asset Mgt, Private Banking.

Exceeded limit of 400 fx assets