ALM and balance sheet management: advanced level

  • Treasury and capital markets risk
View Agenda

Key reasons to attend

  • Optimise organisational capital and liquidity 
  • Integrate climate risks into existing ALM frameworks
  • Learn the implications of dynamic balance sheets and dynamic hedging

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Customised solutions

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About the course

In this advanced course, participants will enhance their ALM knowledge by examining key risks such as capital, liquidity and interest rate risk. 

A key focus of the training is the incorporation of climate risks into ALM frameworks, including an assessment of how transition and physical risks impact credit risk. This learning event delves into interest rate risk management, highlighting non-maturity deposits and credit spread risk in the banking book. Participants will also gain insights into stress-testing the balance sheet, with an emphasis on reverse stress-testing. 

Designed to provide a comprehensive overview of complex ALM topics, the course combines theory with practical application. Interactive case studies ensure participants are equipped to analyse and respond effectively to market events and regulatory shifts.


Pricing options:

  • Early-bird rate: save up to $800 per person by booking in advance
  • 3-for-2 rate: save over $2,000 by booking a group of three attendees
  • Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber* (use code SUB30)
  • Season tickets: cost-effective option for groups of 10 or more. Learn more

*The 30% subscriber reward discount is applicable only to current Risk.net subscribers. If this criteria is not met, we reserve the right to cancel the booking and issue an invoice for the correct rate. Discounts cannot be applied to already registered participants.

Learning objectives

  • Determine the appropriate amount of capital on a balance sheet
  • Build a robust funds transfer pricing framework
  • Apply best stress-testing practices for balance sheet management
  • Assess the modelling of non-maturing deposits 
  • Examine regulatory requirements 
  • Master interest rate risk management
     

Who should attend

Relevant departments may include but are not limited to:  

  • ALM
  • Alco members
  • Interest rate risk
  • Liquidity risk
  • Risk management
  • Balance sheet management 
  • Stress-testing

Agenda

September 24–26, 2024

Live online. Timezones: Eme/Americas

Sessions:

  • Interest rate risk management
  • Climate-related financial risks
  • Liquidity risk management
  • Fund transfer pricing (FTP) and integration with ALM analyses
  • Capital management
  • Stress testing and balance sheet management
  • Reverse stress testing

Tutors:

  • Giovanni Campo, Head of asset-liability management and liquidity risk competence line international markets, Prometeia
  • Tiziano Bellini, Head of risk integration and advisory international markets, Prometeia

View detailed agenda

Tutors

Giovanni Campo Risk Learning Faculty

Head of asset-liability management and liquidity risk competence line international markets

Prometeia

View bio

Giovanni is an esteemed expert with fourteen years of specialized experience in the field of asset-liability management and treasury risk methodologies. He currently works at Prometeia as a principal, leading the business development activities and delivery projects of ALM and treasury risk solutions of the international risk practice for the European region. 

His work has been instrumental in tailoring processes to fit the unique complexity and sophistication of various banks, considering both the market and regulatory landscape. His insights into ALM risks and commitment to enhancing the comprehension and management of institutions’ interest rate risk in the banking book (IRRBB) position are driven by a strategic perspective.
 

Tiziano Bellini

Head of risk integration and advisory international markets

Prometeia

View bio

Tiziano Bellini is a leader in the field of risk integration and advisory, currently serving as the Head of Risk Integration and Advisory for International Markets - Europe at Prometeia. His responsibilities span a broad array of business initiatives across international markets, focusing on areas such as stress testing, scenario-based financial planning, A&LM, behavioural modelling and training.

Tiziano’s illustrious career is marked by prestigious roles at global financial institutions, including BlackRock, Barclays, EY and HSBC. His passion for risk management and finance has led him to work across Europe, London, and New York.

Tiziano holds a Ph.D. in Statistics. A committed educator, Tiziano serves as a guest Lecturer at Imperial College in London and the London School of Economics and Political Science. His research and teachings focus on statistical methods, risk management, and financial applications. 
 

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.

Registration

September 24–26, 2024

Online, Emea/Americas

Price

$2,999

Early-bird Price

$2,199
Ends August 23
Book now

Enquire about:

  • Agenda and registration process
  • Group booking rates
  • Customisation of this programme
  • Season tickets options

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