Masterclass in Bank Asset & Liability Management

Euromoney Learning Solutions

How long?

  • 4 weeks
  • online

What are the topics?

Euromoney Learning Solutions


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Who should attend

This programme is designed for those: * Who are relatively new to ALM/Bank Treasury and want a solid platform of knowledge on which to build their experience. * Who have worked in a silo of ALM/Bank Treasury for some time but want a more holistic understanding of Bank ALM. * Who work outside of ALM/Bank Treasury and want a better understanding of why ALM is so crucial to the overall performance of the bank. Most relevant areas are: * - Coverage * - Product Management * - Risk * - Internal Audit

About the course

Understand the impact of regulation on a Banks balance sheet with our ALM Masterclass

Join a cohort of ambitious learners with our fully online, self-paced certificate programmes

Led by industry experts in a modern, engaging and flexible format, these 4-6-week intensive programmes are design to develop real expertise, challenge your thinking, and build confidence. Built using our social learning platform, the Euromoney Masterclasses consist of weekly on-demand lessons with intermittent live interactive classes/Q&As with a Euromoney subject matter expert to discuss the latest modules and reinforce key takeaways.

Learning Objectives

  • Explain the impact of the regulation on bank’s balance sheet in particular the resources of capital and liquidity and appreciate how the industry is looking to mitigate this impact
  • Understand how the application of Internal Methods have generated capital benefits for banks, how ‘Basel IV’ is limiting the extent of these benefits
  • Appreciate the impact of IFRS9 impairment charges on balance sheets and how banks are looking to potentially mitigate
  • Assess Interest Rate Risk in the Banking Book in line with BIS 368 Standards and have greater awareness of best practice for managing it
  • Better mitigate impact of Liquidity Coverage Ratio and Net Stable Funding Ratio
  • Apply best practice to their own Individual Adequacy Assessment Processes for Capital and Liquidity and better harmonise these
  • Identify ways in which the wider business can support the ALM function in dealing with these challenges via, for example, communication and alignment of business incentivisation
  • Derive and apply maturity Funds Transfer Pricing [FTP] curves, adjust for regulatory impact on liquidity and capital and have awareness of the ongoing evolution of FTP methodologies in the industry
  • Better optimise non-wholesale liquidity portfolios

Case Studies

The following case studies will be employed through the programme: * Impact of a pandemic – how banks’ balance sheets have been impacted by COVID19 and their tolerance to them * Mitigating the impact of IRFS9 impairments – modelling ECL to behavioural vs contractual life * Complying with LCR and NSFR optimally – strategies and operational challenges in doing * Impact of LCR and NSFR on banks deposits appetite * Re-thinking stress tests – how have recent/on-going events impacted stress testing in banks * Determining FTP in illiquid wholesale market environments


Gareth Vance

Gareth’s banking career spans more than two decades.From 2010 to 2014 he was Head of Barclays Corporates £110 billion liquidity portfolio, tasked with the end-end ownership of pricing and structuring of the portfolio and ensuring that margins were achieved whilst delivering funding ambitions and ...

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Masterclass in Bank Asset & Liability Management at Euromoney Learning Solutions

From  GBP 1 995$2,807
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Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

Read more about Marketing

During Marketing courses, you will learn how to develop a business idea and create the right website to promote your product. You will gain the skills to analyze your business performance and make key decisions that improve the efficiency of your bus...

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