ALM and balance sheet management: fundamental principles

  • Treasury and capital markets risk
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Key reasons to attend

  • Understand the evolution of asset-liability management (ALM) and the Asset-Liability Committee’s (Alco’s) processes
  • Manage balance sheets in volatile rates environments 
  • Explore interest rate risk and non-maturing deposits 

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About the course

This live 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 examine 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 volatile 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, highly interactive exercises will encourage discussion about the best practices in balance sheet management and learning how to implement strategies at their workplaces.


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*   
  • Season tickets: save up to 60% - request price breakdown

*T&Cs apply

Learning objectives

  • Operate an efficient ALM model and manage model risk 
  • Mitigate ALM associated risks and the impact of lack of historical data
  • Optimise the balance sheet  
  • Manage capital adequacy and maintain regulatory compliance 
  • Identify how key strategic treasury decisions are made
  • Determine an effective risk appetite strategy within ALM 
     

Who should attend

Relevant departments may include but are not limited to:  

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

     

Agenda

July 16–18, 2024

Live online. Timezones: Emea/Americas

Sessions:

  • The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process  
  • ALM risk mitigation
  • Balance sheet management
  • Interest rate risk and ALM management
  • Overview of liquidity risk
  • Challenges and the future of ALM and balance sheet management

Tutors:

  • Beata Lubinska, Treasurer, Allica Bank
  • Ashish Ghangrekar, Vice president and regional treasurer, Scotiabank
  • Svetlana Kardan, Head of balance sheet management, Challenger Bank
  • Giovanni Campo, Head of ALM and liquidity risk, Prometeia
  • Alper Demir, Senior manager, EY

View detailed agenda

Tutors

Beata Lubinska Risk Learning Faculty

Treasurer

Allica Bank

View bio

Beata’s background is strongly focused on Interest Rate Risk in the Banking Book (“IRRBB”), Balance Sheet Management, Funds Transfer Pricing (FTP) and behavioural modelling for banks asset liability management purposes. She has spent most of her career managing IRRBB and FTP  for a number of financial institutions.

Currently she leads Treasury department at Allica Bank in London. In her previous position she was a Head of the Market and Liquidity Risk Department in MeDirect Group in London with the main focus on IRRBB, Market Risk and Balance Sheet Management. Beata is also a member of the BTRM Faculty founded by Professor Moorad Choudhry in London.

Beata holds a PhD in Finance from Wroclaw University of Economics. Her research publications have enjoyed strong reviews by academics and industry practitioners.
Beata is an author of the book “Asset Liability Management Optimization – A practitioner’s guide to balance sheet management and remodelling” published by Wiley & Sons Ltd in London and “Interest Rate Risk in the Banking Book: A best Practice Guide to management and hedging”.
In addition, Beata is actively providing trainings for professionals from the banking industry in Latvia, Poland, UK and in the US.

Her main areas of specialization include: Funds Transfer Pricing, Interest Rate Risk in the Banking Book, Asset Liability Management and Balance Sheet management through FTP and optimization.
AP), regulatory engagement as well as running training programs for new joiners to the treasury teams

Giovanni Campo Risk Learning Faculty

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

Prometeia

View bio

Giovanni is associate partner and head of asset liability management (ALM) and liquidity risk competence line for international markets at Prometeia. 
Subject matter expert in balance sheet management and treasury risks, he has developed a deep experience in interest rate risk of the banking book and credit spread risk of the banking book, behavioural models, fund transfer pricing and hedge accounting. 
Currently leading commercial initiatives and delivery projects of ALM and balance sheet risks solutions of the International Risk Practice.
Recent assignments include major banking groups in Germany, Luxembourg, Austria, Greece, Cyprus, Romania, Moldova and Turkey. 
 

Pre-reading materials

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Registration

July 16–18, 2024

Online, Emea/Americas

Price

$2,999
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