Asset & Liability Management
Post the global financial crisis, optimal Asset and Liability Management within a bank is more challenging than ever. The regulation that followed the crisis, in particular Basel III, has meant that optimisation of assets and liabilities is vital in mitigating the ‘hit’ on Return on Equity that the regulation represents.
The Asset & Liability Management
programme will allow the participant to explore what, within the industry, is considered best practice of an ALM function and moreover via real life case studies and excel based simulations explain how the function looks to optimise balance sheet performance via the more selective deployment of balance sheet resources. In addition it will explore the fluid regulatory landscape in which ALM is functioning and outline what the industry considers as best practice in terms of dealing with the challenges that landscape presents.
By attending the day workshop, delegates will be better equipped to work in or with the ALM function and support the optimisation of the balance sheet they are tasked to achieve.
Who should attend?
A good level of spoken and written English is required to attend this course. Delegates should be of an intermediate standard in English at a minimum. Please refer to the Common European Framework of Reference for Languages - as a guide the level required is B2.
- Explain the impact of the regulation on 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 greater awareness of best practice for managing it
- Better mitigate 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 harmonise 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 incentivisation
- 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 optimise non-wholesale liquidity portfolios
About Euromoney Learning
At Euromoney Learning, we understand that learning doesn’t start and end when you leave the classroom. We know that the financial markets never stand still, and that technology has both simplified and added complexity at a break-neck pace. That’s why...
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