ALM, interest rate and liquidity risk management

  • 4 days
  • Treasury & capital markets risk
  • 8 CPD points
View Agenda

Key reasons to attend

  • Model and calibrate liquidity risk frameworks 

  • Understand the regulatory landscape 

  • Implement the ICAAP and ILAAP integration 

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Customised solutions

Does your team require a tailored learning solution on this or any other topic?

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

Join us at this virtual learning event to gain a comprehensive understanding on operating an efficient ALM model and learn its impact within the treasury function.

Delegates will be able to explore interest rate risk and behavioural modelling along with the impact of current fluctuations of rates. Through interactive discussions our expert speakers will share the best practices for managing interest rate risk and the implications of using derivatives. 

Learn how to establish a robust liquidity risk framework and stress testing scenario. Sessions will cover how to deal with the rising challenges and opportunities of ALM, interest rate and liquidity risk management. 
 

Learning objectives

  • Explore the evolution of ALM and the ALCO process

  • Assess the impact of current rate changes

  • Integrate stress testing measurements in rising environments

  • Evaluate the appropriate balance sheet management 

  • Interpret the relationship between balance sheet and digital currencies 

  • Apply rising technology applicable to ALM modelling

Who should attend

Relevant departments may include but are not limited to:  

  • ALCO members

  • Interest rate risk

  • Liquidity risk

  • Risk management

  • Balance sheet management 

  • Stress testing 

  • Machine learning (ML)

Agenda

September 26 - 29, 2022

Time zones: Emea / Apac
Start time: 08:30 BST / 15:30 HKT
Finish time: 10:45 BST / 17:45 HKT

Sessions:

  • The evolution of ALM & the ALCO Process

  • Measuring & managing interest rate risk

  • Funds Transfer Pricing 

  • Balance Sheet Management  

  • Liquidity risk framework  

  • Liquidity stress testing 

  • ICAAP and ILAAP Integration 

  • IBOR Reform

View detailed agenda

Tutors

  • Nabeel Latif, Director Treasury Middle East, Standard Chartered Bank 

  • Karina Kuks, Head of balance sheet management, Standard Chartered Bank

  • Kai Kohlberger, Head, Regulatory Interpretation, Standard Chartered Bank 

  • Sanober Abdul Aziz, Manager, Balance Sheet Management, Standard Chartered Bank 

  • Carl Chan, Director, Accuracy

  • Dr. Eric Shaanning, Head of ALM and Treasury Risk EMEA, Credit Suisse

  • Navin Rauniar, Partner, Tata Consultancy Services
     

Accreditation

This course is CPD (Continued Professional Development) accredited. One credit is awarded for every hour of learning at the event.

Pre-reading materials

The Risk.net resources below have been selected to enhance your learning experience:

  • Solving the data challenge: technical solutions for optimisation of risk management, capital and liquidity resources - Read article

  • Checklist for ALM (Asset Liability Management) - Read article

  • Modeling nonmaturing deposits: a framework for interest and liquidity risk management - 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

Registration

September 26 - 29, 2022

08:30 am - 10:45 am

Virtual

Price

$1,999
Book now

Enquire about:

  • Agenda and registration process
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  • Customisation of this programme
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