Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM

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Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM

Amsterdam Institute of Finance
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Opleiderscore: starstarstarstarstar_half 9,2 Amsterdam Institute of Finance heeft een gemiddelde beoordeling van 9,2 (uit 5 ervaringen)

Tip: meer info over het programma, prijs, en inschrijven? Download de brochure!

9,5
Gemiddeld cijfer voor Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM
Gebaseerd op 2 ervaringen Lees alle ervaringenchevron_right
starstarstarstarstar_half
Giuseppe D'Ambrosi
ALM modeller
9
Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM

"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows how to keep you alert and focused. Discussion with other peers is encouraged, exercises are made in teams. " - 01-06-2023 07:29

"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows… alles lezen - 01-06-2023 07:29

Startdata en plaatsen

placeDoubleTree by Hilton Amsterdam Centraal Station
11 mrt. 2024 tot 13 mrt. 2024
Toon rooster
event 11 maart 2024, 09:00-17:30, DoubleTree by Hilton Amsterdam Centraal Station
event 12 maart 2024, 09:00-17:30, DoubleTree by Hilton Amsterdam Centraal Station
event 13 maart 2024, 09:00-17:30, DoubleTree by Hilton Amsterdam Centraal Station
placeAmsterdam
4 nov. 2024 tot 6 nov. 2024
Toon rooster
event 4 november 2024, 09:00-17:30, Amsterdam
event 5 november 2024, 09:00-17:30, Amsterdam
event 6 november 2024, 09:00-17:30, Amsterdam

Beschrijving

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 ensu…

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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.

Material from the instructor’s books The Moorad Choudhry Anthology and The Principles of Banking is used in the workshop. Case studies and group exercises are used throughout the course to reinforce learning.

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

Program length
3 days

Day 1 09:00 – 17:30
Day 2 09:00 – 17:30
Day 3 09:00 – 17:30

Moorad Choudhry

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 Products and vice-president in structured finance services at JPMorgan Chase Bank. He began his career at the London Stock Exchange in 1989.

Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the Global Association of Risk Professionals, a Fellow of the Institute of Directors, a Fellow of the London Institute of Banking & Finance and a Freeman of the Worshipful Company of International Bankers. He is on the Editorial Boards of the Journal of Structured Finance and Qualitative Research in Financial Markets and has authored over 20 textbooks on banking and finance.

9,5
Gemiddeld cijfer voor Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM
Gebaseerd op 2 ervaringen
starstarstarstarstar_half
Giuseppe D'Ambrosi
ALM modeller
9
Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM

"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows how to keep you alert and focused. Discussion with other peers is encouraged, exercises are made in teams. " - 01-06-2023 07:29

"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows… alles lezen - 01-06-2023 07:29

starstarstarstarstar
Thijs Houtman
10
Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM

"Een goede cursus die alle relevante onderwerpen behandelt binnen Asset Liability Management. Locatie uitstekend evenals de leraar en organisatie an sich. Divers gezelschap waar de leraar onderlinge discussie en ideëenuitwisseling stimuleerde. Ik zou de cursus aanbevelen voor junior bankmedewerkers met 1 a 2 jaar ervaring. Het is nuttig verschillende topics gezien te hebben, zoals ILAAP, ICAAP en IRRBB. " - 05-10-2022 14:34

"Een goede cursus die alle relevante onderwerpen behandelt binnen Asset Liability Management. Locatie uitstekend evenals de leraar en organis… alles lezen - 05-10-2022 14:34

Er zijn nog geen veelgestelde vragen over dit product. Als je een vraag hebt, neem dan contact op met onze klantenservice.

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