Comprehensive course analysis
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.
- 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
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’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 ...
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.