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IFF Training

Asset and Liability Management

Sep 25—27, 2019
3 days
London, United Kingdom
GBP 3599 ≈USD 4377
GBP 1199 per day
Feb 26—28, 2020
3 days
London, United Kingdom
GBP 3599 ≈USD 4377
GBP 1199 per day

How it works

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Description

The great financial crisis has demonstrated vividy to the world what happens to banks with poor asset-liability management. Failures at Lehman, Bear Stearns, Northern Rock, to name just three, were all failures in good asset-liability management. Regulators are trying to address these issues with a foucus on increased capital, more effective management of liquidity risk and better management of interest rate risk in the banking book. It has never been more important for banks to undersatnd and apply the lessons we have learned and to ensure that they are constantly vigilant in the management of their balance sheets and profit-loss accounts.

This case study and simulation driven course emphasises the practical applications of asset and liability management in the highly regulated environment in which banks must operate post Basel III. The extensive use of case studies, exercises and hedging simulations requires participants to work in groups and to use laptops loaded with Excel. There are simulations examining net interest income, duration gaps, the management of the economic value of equity as well as interest rate and currency risk management techniques.

LEARNING OBJECTIVES

  • The measurement and control of ALM risks and opportunities
  • Identification of the key asset and liability risk management issues;
  • Identification of key financial control issues
  • Learn how to assess the strengths and weaknesses of ALM policies and procedures
  • Examine the key issues facing ALCOs
  • Explore the strengths and weaknesses of using static gaps
  • How to use duration gaps effectively
  • Understand the economic value of equity
  • Learn to hedge risks with derivatives
  • Risk management techniques
  • Defining the reports required by ALCO
  • Interpreting the reports required by ALCO

How You Will Learn

This case study and simulation driven course emphasises the practical applications of asset and liability management in the highly regulated environment in which banks must operate post Basel III. The extensive use of case studies, exercises and hedging simulations requires participants to work in groups and to use laptops loaded with Excel. There are simulations examining net interest income, duration gaps, the management of the economic value of equity as well as interest rate and currency risk management techniques.

Experts

Alan helps banks and their clients to manage risk. He has designed and delivered over 1600 highly interactive training days in more than 40 countries for the International Faculty of Finance, Goldman Sachs, Morgan Stanley, JP Morgan, HSBC, Deutsche Bank, Rabobank, BNP Paribas, Societe Generale, U...

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Detailed Description
Detailed Description

Next dates

Sep 25—27, 2019
3 days
London, United Kingdom
GBP 3599 ≈USD 4377
GBP 1199 per day
Feb 26—28, 2020
3 days
London, United Kingdom
GBP 3599 ≈USD 4377
GBP 1199 per day

How it works

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