Fundamentals of ALM and balance sheet management
View AgendaKey reasons to attend
-
Gain the necessary tools to determine a risk appetite strategy
-
Comprehend how key strategic treasury decisions are made
-
Understand the interest rate in the banking book (IRRBB)
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.
About the course
In this learning opportunity, participants will learn the best ALM and balance sheet management practices by exploring the adequate structures and roles within a treasury function.
Participants will obtain the necessary tools to address diverse types of risks related to ALM risk mitigation. By focusing on currency risk and interest rate risk, participants will understand the implications of hedging and IRRBB metrics in the ALM space.
Key sessions will upskill participants to successfully create a competitive advantage from their balance sheet management processes and allow them to learn alongside the subject matter expert the emerging best practices applied in the financial risk environment.
Flexible pricing options:
-
Early-bird rate: book in advance and save $200
-
3-for-2 group rate: book three delegates for the price of two and save more than $2,000
-
Season tickets: book a team of 10 or more and save up to 50%
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)
-
Hedge risks by reducing foreign exchange exposure
-
Integrate emerging technologies to drive competitive advantage
-
Manage model risk and currency risk
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
November 20–21, 2023
In-person. Location: Sydney
Sessions:
-
The evolution of asset-liability management (ALM) and the asset-liability committee (Alco) process
-
ALM risk mitigation and models
-
Balance sheet management
-
Currency risk management
-
Driving competitive advantage from balance sheet management
-
The future of ALM and balance sheet management
Tutor:
- Fitzarnaz Drummond, executive manager for liquidity risk and funds transfer pricing oversight, Westpac
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
A Risk.net subscription will provide you access to these articles. Alternatively, register for free to read two news articles a month.
Expand your learning
Events
The premier meeting place for the risk community. Providing clarity and guidance on the fast-changing regulatory landscape of capital, credit and market risk, liquidity and derivates use.
Journals
Risk Journals deliver academically rigorous, practitioner-focused content and resources for the rapidly evolving discipline of financial risk management.
Books
Risk Books are authored by leading professionals and academics. With over 150 books spanning 1,000s of chapters, our publications team is committed to connecting readers with these world class experts.
Glossary
Regularly updated by our team analysts, journalists and producers, our glossary demystifies the terminology and acronyms used in risk management, risk transfer, policy, technology and innovation.