Overview
The Asset-Liability Management course reviews the concepts of balance sheet manage­ment with a focus on the methods of measuring, monitoring, managing and mitigating the liquidity and interest rate risk exposures of banks. The participants are taken from the classic methods to the more advanced techniques used to manage these risks and to structure the balance sheet within the context of bank profitability targets and funding and regulatory constraints. The course blends e-learning, presentations, case studies and exercises to further and consolidate the participants’ understanding of bank balance sheet management.
Main Topics
 The Principles of Asset-Liability Management
 Bank Balance Sheets and ALM
 Sources of Bank Liquidity
 Liquidity Funds Management
 Interest Rate Gap Analysis
 Duration and Duration Analysis
 Derivatives in Asset-Liability Management
 ALM Risk Simulation Models
 Applying ALM Tools and Methods
 Funds Transfer Pricing
 Basel III Liquidity Rules and Regulations
 Modular e-learning courseware is used by learners in preparation for seminar instruction and for post-seminar learning, to further and consolidate the learners' understanding of the subject.
Objective
Interactive training of essential knowledge of asset-liability management in order to identify and quantify the liquidity and interest rate risks of financial institutions, to understand the tools and methods used to measure, monitor and manage these risks and to transfer the risks and share the cost and rewards of banking operations.
Course Language
English
Target Group
 Staff members in the areas of:
 Asset-Liability Management
 Mid-Office
 Supervisory Reporting
 Capital Markets
 Money Markets
 Treasury Consulting
 Controlling Planning and Monitoring
 Treasury Trading/Sales
 Financial Institutions Portfolio Management Treasury Support
 Fund Management Product Management Others who are involved in the management of balance sheets
 Funding Management Risk Controlling
 Investment Banking Risk Management
 Liquidity Management Strategic ALM
 Loan Management Strategic Planning
Course Prerequisites
 Basic knowledge of bank balance sheets and financial risks of banks
 Working knowledge of Excel
 Good to very good command of English
Course Components
 Modular e-learning courseware for advance preparation and consolidation
 Presentation and explanation of concepts
 Discussion
 Exercises and case studies
 On-the-job reference material
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