ALM and balance sheet management: advanced workshop
About the course
In this popular Risk Live workshop, participants will enhance their ALM knowledge by studying some of the most relevant risks related to ALM, such as capital, liquidity and interest rate risk.
Key practical sessions will deep dive into the appropriate structures and current regulatory highlights pertaining to ALM. Participants will develop their understanding on the topic by studying the stress-testing implications and frameworks within a dynamic balance sheet, such as applying warning indicators and reverse stress-testing.
Learn about the latest developments of green assets and liabilities and how these impact the balance sheet. Relevant and interactive case studies will push participants to engage in in-depth discussions and exercises with their peers and expert tutor.
Pricing options*:
- Early-bird rate: save up to $800 per person by booking in advance
- 3-for-2 rate: save over $3,000 by booking a group of three attendees
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
Learning objectives
- Explore practical case studies of asset-liability management (ALM)
- 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
- Respond to risk governance failures by learning from relevant examples
- Assess the modelling of non-maturing deposits
Who should attend
Relevant departments may include but are not limited to:
- ALM
- Asset-liability committee members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Agenda
29 June
In-person. Timezone: Emea
Registration
Coming soon
Enquire about:
- Agenda and registration process
- Group booking rates
- Customisation of this programme
- Season tickets options
Accreditation
This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.