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Banking ALM & regulatory impact on the Balance Sheet
Overview
This two-day advanced course provides an in-depth examination of Asset-Liability Management (ALM) within banking, focusing on optimising balance sheets under rigorous regulatory constraints. Participants will explore a comprehensive range of ALM best practices, modern risk management techniques, and economic strategies to align with regulatory standards and improve financial resilience. The course will equip professionals with actionable insights and tools to manage interest rate and liquidity risks effectively while maximising the economic value and capital efficiency of the bank's balance sheet.
Learning Objectives
Advanced IRRBB and Liquidity Risk Management: Develop skills to measure, manage, and mitigate Interest Rate Risk in the Banking Book (IRRBB) and liquidity risk, vital in dynamic regulatory environments.
ALM as Constrained Optimization: Approach ALM as an optimization problem to maximise economic returns within the regulatory framework, achieving compliance across multiple financial parameters.
Capital Ratio Stability: Explore ways ALM can contribute to stable capital ratios through stress testing and scenario planning, ensuring capital adequacy in adverse conditions.
Who the course is for
Asset Liability Committee (ALCO) members
Treasury
Risk
Finance and internal audit
capital management
Funding management
Liquidity buffer investment team
Derivative structurers and salespeople;
IT software providers
Regulators
