The role of the active management of the banking book in the banking industry is constantly growing. This is dictated by heavily regulated landscape and increased competition for resources such as liquidity and capital. Given the market pressure, the relentless pursuit for the most efficient and productive use of a bank’s resources subject to consolidated risk and return appetite remains of upmost importance for banks of all size. Consequently, strategic ALM can significantly improve financial performance by delivering a better balance between returns and risks across the on and off-balance sheet items.
Day 1
ALM Introduction and Overview
Day 2
Introduction to the liquidity risk managed within ALM
Day 3
ALM role in the FTP framework
Day 4
Formulation of the Optimisation Process and Articulation of the Decision Model
Day 5
Derivatives Hedging in ALM