ALM and balance sheet management: fundamental principles workshop
View AgendaKey reasons to attend
- Gain the tools necessary to determine risk appetite strategy
- Comprehend how key strategic treasury decisions are made
- Recall interest rate in the banking book metrics
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About the course
In this learning opportunity, participants will learn best practice approaches of ALM and balance sheet management by exploring the balance sheet structure and Alco functions within treasury.
Participants will obtain the necessary tools to address diverse types of risks related to ALM – such as liquidity risk and interest rate risk. Key sessions will upskill participants to integrate topical climate-related risks and sustainability aspects into the balance sheet. This course will allow participants to learn alongside the subject matter expert the emerging best practices applied in the risk environment.
Highly interactive case studies will encourage discussions among peers and the expert tutor for enhanced learning, providing in-depth content and examples.
Learning objectives
- Evaluate capital adequacy and its regulatory requirements
- Manage balance sheets in volatile rate environments
- Assess the role and processes of the Asset-Liability Committee (Alco)
- Drive competitive advantage from emerging technologies
- Navigate the new treasury role and applications with climate risks
- Align key strategic asset-liability management (ALM) frameworks and regulatory guidelines
Who should attend
- ALM
- Alco members
- Interest rate risk
- Liquidity risk
- Risk management
- Balance sheet management
- Stress-testing
Agenda
May 28–29, 2024
In-person. Location: Singapore Land Tower, 50 Raffles Place, Singapore 048623
Sessions:
- The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process
- Introduction to ALM
- Balance sheet management
- Case study
- Deep diving into ALM and balance sheet management
- Balance sheet management competitive advantages from diverse industry participants
- Practical learnings and responses from risk governance decisions
- Simulation tool
Tutors
Nicolas Wood Risk Learning Faculty
Founder
FinTorque Pte Ltd
Nicholas Wood is the founder of FinTorque who create bespoke Risk, Finance & Treasury solutions for FI’s and gamification products with Augury Insights for financial training.
He is formally the Financial Sector Consultant for the IMF, where he analysed changes in the provision of financial services in Asia and Emerging Markets and the impact these had on financial stability, smooth functioning of markets and access to bank credit.
He provides specialist insights into how global banks are adjusting to regulatory reforms and consequences for the global financial system and is a recognized contributor to the IMF Global Financial Markets Stability Report.
Previously, Nick was a Bank Treasury specialist for 38 years, of which 27 were spent in Asia, building highly profitable trading rooms, drafting in‐depth country branch and subsidiary balance sheet reviews and shaping global Retail and Wholesale business responses to capital and liquidity regulations post GFC.
He has first‐hand experience of managing idiosyncratic and market wide stress across a 60 country banking franchise and as such has in depth knowledge of how regulation affects banks on both a single legal entity and group consolidated basis.
Previous roles have also included Global Business Head, Group Treasury, Regional & Country Treasurer, Head FTP Policy ‐ Group Treasury, Global ALM Business Planning Manager and Head of Balance Sheet Analytics Team.
Nick has extensive experience in training bank business groups on responses on Treasury Management, balance sheet optimisation & ALCO effectiveness.
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- Incorporating climate risk into ALM frameworks at banks - Read article | Risk.net
- Risk modellers navigate fearful new world of depositor behaviour- Read article | Risk.net
- Filling the gaps in Basel’s interest rate risk measures - Read article | Risk.net
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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