The Alco Challenge: Asset & Liability Management (ALM) for Financial Institutions
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The banking world is changing fast: digital banking, FinTechs, Final Basel 3 (Basel 4) regulations on capital and liquidity, and regional economic integration. As banks are shifting from an overriding concern for revenue growth to a preoccupation with long-term value creation and risk control, knowledge of Asset & Liability Management (ALM) is becoming a necessity for all bankers accountable for the results of a profit center. ALM includes a set of tools that ensure that strategy, risk-avoidance or risk-taking, pricing, and performance measurement are consistent with the corporate objectives set by senior management and the board and the regulatory constraints imposed by central banks, such as Basel 2 or Final Basel 3.
A unique feature of the programme is to anchor the discussion on a sound bank valuation model that identifies in a transparent manner the drivers of value creation. It forms the basis of the applied book that will be distributed to the participants Bank Valuation and Value-based Management (J. Dermine, Mc Graw-Hill, NY, 2nd edition, 2015).
By the end of the programme, participants will be able to:
- Develop key performance indicators related to pricing, balance sheet management and off-balance sheet control
- Identify product profitability, risk factors, capital adequacy, taxation and stock market value
- Develop strategic pricing in a competitive environment and in-depth analysis of market prospects, teams' strategies and competitive positioning
- Evaluate modern risk management techniques to cover both credit and market risks
- Negotiate the pricing of Interest Rate Swaps and the Sale of Loans
Who should attend
- Senior executives from financial institutions in private banking, corporate, investment banking, retail lending and treasury dealers
- Members of the asset and liability committee (ALCO), group finance, auditors and risk controls