Asset and Liability Management
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What is Asset and Liability Management?
Asset and Liability Management is a three-day course that reviews the critical role of asset and liability management in optimizing a financial institution’s liquidity and capital structure.
This course reviews the pivotal role of asset and liability management in the enterprise-wide risk management of a financial institution. Using case studies that mimic real-life scenarios faced by ALM practitioners, learners gain a strong understanding of how asset and liability management can optimize a financial institution’s portfolio and support organizational success.
What will you learn by taking this course?
- Define how bank treasury management is critical to achieving the bank’s objectives.
- Discuss the implications and optimization of a bank’s capital structure.
- Examine the bank’s fund transfer pricing system and its impact on the bank’s performance.
- Identify risks to the balance sheet caused by stakeholder behavior.
- Discuss going concern and contingency liquidity plans.
- Calculate and apply standard and key market risk metrics.
- Identify the treatment of interest rate risk on the banking book under the Pillar 2 supervisory review and evaluation process.
- Identify and manage interest and currency rate risk on the balance sheet.
- Evaluate the management of capital.
Who should attend this course?
- Asset and liability managers
- Treasury staff
- Business analysts
- Investment banking analysts
- Financial analysts
- Trading analysts
- Capital market analysts
- Portfolio analysts
- Risk analysts
- Risk managers
- Senior managers
