ALM and balance sheet management: advanced level workshop
View AgendaKey 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
Customised solutions
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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. Location: Singapore
Venue:
SGX Centre Office, 2 Shenton Way, #02-02, SGX Centre 1, Singapore 068804
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
Tutor:
- Nicholas Wood, Founder, FinTorque
Tutors
Nicholas Wood Risk Learning Faculty
Founder
FinTorque
Nick is founder and CEO of FinTorque Pte Ltd a consulting company, providing bespoke Finance, Risk & Treasury solutions for FI’s. He also co-founded a Singapore Fintech Company, Augury Insights Pte Ltd which develops balance sheet simulation software and gamification of financial training.
Recent consultancy assignments include digital banks (Philippines, Malaysia, Singapore) and non-bank regulator (Cambodia). He has multiple training and speaking engagements both public and private with FI’s on Treasury, Risk & Finance in Asia, Middle East & Africa. He is a Risk faculty member of the London IBF.
He also advises fintech and e-tech start-ups on capital raising and international business expansion. Current advisory roles include a pre-series “A” insurtech company.
He was formerly a Financial Sector Consultant for the International Monetary Fund (IMF) analysing changes in the provision of financial services in global markets and how these are impacting financial stability, smooth functioning of markets and access to bank credit.
Prior to that he was a senior Treasury & Risk professional in 4 global banks for 35 years, mainly in Asia, managing highly profitable trading rooms, conducting balance sheet management reviews and administering Funds Transfer Pricing Policy.
Accreditation
The Risk.net resources below have been selected to enhance your learning experience:
- ALM banking practices for a new era in liquidity risk
- ALM banking after the crisis: stress-testing for more robust liquidity management practices
- How higher interest rates are affecting bank liquidity
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
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