Masterclass on Asset Liability Management (ALM) Optimization

This advanced course covers best practice in Asset - Liability Management (ALM), as well as ALM role’s as a strategic function in financial institutions

Introduction

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.

 

Course Objectives of Masterclass on Asset Liability Management (ALM) Optimization

 

Masterclass on Asset Liability Management (ALM) Optimization Course Outlines

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
 

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