ALM and balance sheet management: advanced level workshop

  • 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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Working with the portfolio of expert tutors and Risk.net’s editorial team, we can develop and deliver a customised learning to make the most impact for your team, from initial assessment to final review. 

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About the course

In this interactive in-person learning event 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 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. 

Participants will learn how to analyse some of the latest ALM market events from diverse types of institutions where 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 $200 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 23–24, 2024

In-person. Singapore

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

 

View detailed agenda

Accreditation

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 23–24, 2024

In-person, Singapore

Price

1,499

Early-bird Price

1,299
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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