Comprehensive course analysis
Who should attend
The Bank Asset-Liability Management program is relevant to executives who want to better grasp key areas of bank ALM. The training is especially beneficial to:
- ALCO and EXCO members
- Head of Treasury and staff
- Head of Balance Sheet Management
- Head of Money Markets
- Head of ALM
- Head of Liquidity Risk
- Head of Deposits
- CRO and staff
- CFO and staff
- Product management
- Head of Regulatory Reporting and staff
- Head of Internal Audit
- ILAAP and ICAAP authors
- Management consultants in the Basel III space
- Board NEDs
About the course
Basel III implementation is upon us and banks now need to work towards balance sheet optimization in order to satisfy the sometimes competing demands of the regulator, the customer and the shareholder, and to preserve shareholder value efficiency. Efficient and effective asset-liability management (ALM) practice is the primary part of this process.
This 3-day workshop guides participants through the key areas of bank ALM: integrated ALM origination framework, capital management, liquidity risk, Funds Transfer Pricing (FTP) and interest rate risk in the banking book (IRRBB). It addresses both the challenge of implementing an efficient regulatory submissions process (ICAAP and ILAAP), to ensure that a bank is able to implement best-practice processes, and the “3-dimensional” optimization problem of meeting the requirements of all stakeholders.
How you will benefit
- Implement best-practice ALM processes
- Ensure effective and best-practice ICAAP and ILAAP processes
- Apply strategic ALM discipline to ensure an optimized balance sheet in Basel III implementation
- Implement an integrated liabilities strategy that will optimize the liability structure while enabling efficient compliance with NSFR and LCR
- Manage the balance sheet efficiently to account for new capital regulations such as Leverage Ratio
- Ensure IRRBB is managed efficiently to maximize hedge effectiveness and to minimize the regulatory capital charge
- Apply best-practice FTP processes into origination strategy to maintain effective balance sheet management
- Adopt an effective ALCO operating framework and governance mechanism that delivers an efficiently managed balance sheet
Professor Moorad Choudhry is the former Chief Executive Officer of Habib Bank AG Zurich in London, and Honorary Professor at University of Kent Business School. Previously Moorad was Head of Treasury at RBS Corporate Banking, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial...
Videos and materials
Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.
We are happy to help you find a suitable online alternative.