ALM, Interest Rate and Liquidity Risk Management Masterclass
Examine the regulatory and benchmark reform influence on ALM, balance sheet optimization tools and the role of FTP in steering the balance sheet.
Course Overview
Basel standards mandate measuring and managing interest rate risk on the banking book (IRRBB). One of the complexities of Interest Rate Risk on the balance sheet is the linkage between ALM, Liquidity and the IRRBB. At this strategic masterclass we have designed key sessions to examine the regulatory and benchmark reform influence on ALM, tools for integration of balance sheet optimization and the role of FTP in steering the balance sheet. Participants will develop their knowledge of interest rate risk management and the consequences of low/negative rates.
The masterclass also features deep-dive sessions into accessing and improving liquidity risk frameworks, active capital management, ICAAP and ILAAP integration, and stress testing within balance sheet management.
Delegates can build on their understanding of the challenges facing the treasury risk framework such as data quality and data lineage and system architecture and transformation.
BENEFITS OF ATTENDING
- Evolution of ALM and ALCO process
- Managing and optimizing the balance sheet
- Funds transfer pricing
- Managing interest rate risk
- Liquidity risk frameworks
- Capital management, ICAAP and ILAAP integration
- Stress testing within balance sheet management
- Challenges for the treasury risk framework
- Understand the role of ALCO and the ALM function within treasury
- Successful integration of balance sheet optimization with BAU
- How to steer the balance sheet through FTP
- The consequences of low/negative rates in IRR management
- How to assess liquidity pools and utilize active capital management
- Utilizing stress testing for forecasting and funding decisions
WHO SHOULD ATTEND
This Practical and Interactive course specifically designed for but not limited to:
- Asset liability management
- ALCO members
- Interest rate risk
- Liquidity risk
- Risk management
- Treasury
- Compliance
- Audit
- Head of Departments
- Balance sheet management
- Stress testing
- Head of departments
- Capital Management
- Capital Modeling
IN-HOUSE
Our Tailored Learning Offering
Do you have five or more people interested in attending this course? Do you want to tailor it to meet your company’s exact requirements? If you’d like to do either of these, we can bring this course to your company’s office by offering our classroom program or LIVE Online. You could even save up to 50% on the cost of sending delegates to a public course and dramatically increase your ROI.
Top Quality
From the Boardroom to the front line, we can deliver engaging, multi-faceted learning programmes that will nurture the skills needed to fast-track development and enable teams to flourish.
Best Way
We combine the right blend of formal, informal, online and classroom techniques to increase your employees’ knowledge retention, drive collaboration, and create social learning communities.
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Trusted Clients
Amazing Experience
"We worked with BIZENIUS for our Fresh Graduates Program thru one of our clients. I must say that they are simply amazing. At each step of the sessions, Knowledge Transfer and Practical Learning were emphasized upon, with daily evaluations to verify learning. Happy to say that we are so happy that our partners chose BIZENIUS to deliver this critical session for us. Looking to work together in future."
Sustainable Relationship with BIZENIUS
“It is always a pleasure to work with BIZENIUS. We have been partnering with BIZENIUS since 2016 and we see improvements with each session. The courses are highly Interactive, and their lecturer’s makes it easy to understand the materials. We look forward to working with BIZENIUS on a variety of courses. We are happy with the way this relationship has evolved.”
Practical Approach, Hand on Learning.
“BIZENIUS organized NEBOSH Oil and Gas Certificate for us. The sessions in the preparatory training were well complimented with real life case studies and practical examples. We enjoyed the 5 days training session leading up to the examination. Everything was organized with meticulous details to ensure a great learning experience and success at the examination. Thank you.”
Relevant and Well Organized.
“The training was very well organized. The content was very relevant to my role. The interactive discussion was encouraged, and the trainer was also very knowledgeable of the subject matter. I would recommend this training to all who are involved at some stage of Risk, ICAAP or ILAAP.”
