ALM and dynamic balance sheet management
View AgendaKey reasons to attend
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Understand the evolution of asset-liability management (ALM) and the asset-liability committee (Alco) process
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Manage balance sheets in a volatile rates environment
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Explore the impact a lack of relevant historical data has on modelling customer behaviour
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.
About the course
This virtual learning event will expand on how to operate an efficient ALM model in an unstable environment as well as the impact of ALM within treasury.
Sessions will deep dive into liquidity risk, interest rate risk and the future of ALM and balance sheet management.
Participants will explore the Alco process and best practices for treasury in supporting banking strategies.
As volatile markets and rising rates leave room for uncertainty, participants will gain insight into managing scenarios with a lack of relevant historical data and how to overcome challenges related to regulatory requirements.
Led by field experts, participants will discuss best practices in dynamic balance sheet management and learn strategies to implement at their workplaces.
Flexible pricing options:
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Early-bird rate: book in advance and save $200
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3-for-2 group rate: book three delegates for the price of two and save more than $2,000
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Season tickets: book a team of 10 or more and save up to 50% (can be used on selection of courses)
Learning objectives
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Operate an efficient ALM model and manage model risk
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Mitigate the risks associated with ALM
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Optimise the balance sheet
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Evaluate credit spread risk in the banking book
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Manage balance sheet exposures effectively
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Establish a liquidity risk framework
Who should attend
Relevant departments may include but are not limited to:
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Alco members
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Risk management
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Treasury
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Balance sheet management
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Stress-testing
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Interest rate risk
Agenda
Sessions:
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The evolution of ALM and the ALCO process
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ALM risk mitigation and models
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Balance sheet management
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Liquidity risk framework
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Interest rate risk and ALM management
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Future of ALM and balance sheet management
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
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The impact of rising interest rates on risk models and balance sheet management - Read article
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As interest rates surge, bankers fret over last year’s models - Read article
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Optimising balance sheet management in today’s market conditions - Read article
To access some of the above articles you need to have a current subscription to Risk.net. If you don’t have one now, please subscribe to a free trial
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