Bank Asset-Liability Management: A 3-day guide through the key areas of bank ALM
"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows how to keep you alert and focused. Discussion with other peers is encouraged, exercises are made in teams. " - 01-06-2023 07:29
"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows… alles lezen - 01-06-2023 07:29
Startdata en plaatsen
placeAmsterdam 30 okt. 2023 tot 1 nov. 2023Toon rooster event 30 oktober 2023, 09:00-17:30, Amsterdam event 31 oktober 2023, 09:00-17:30, Amsterdam event 1 november 2023, 09:00-17:30, Amsterdam |
Beschrijving
Basel III implementation is upon us and banks now need to work towards balance sheet optimization in order to satisfy the sometimes competing demands of the regulator, the customer and the shareholder, and to preserve shareholder value efficiency. Efficient and effective asset-liability management (ALM) practice is the primary part of this process.
This 3-day workshop guides participants through the key areas of bank ALM: integrated ALM origination framework, capital management, liquidity risk, Funds Transfer Pricing (FTP) and interest rate risk in the banking book (IRRBB). It addresses both the challenge of implementing an efficient regulatory submissions process (ICAAP and ILAAP), to ensu…

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Basel III implementation is upon us and banks now need to work towards balance sheet optimization in order to satisfy the sometimes competing demands of the regulator, the customer and the shareholder, and to preserve shareholder value efficiency. Efficient and effective asset-liability management (ALM) practice is the primary part of this process.
This 3-day workshop guides participants through the key areas of bank ALM: integrated ALM origination framework, capital management, liquidity risk, Funds Transfer Pricing (FTP) and interest rate risk in the banking book (IRRBB). It addresses both the challenge of implementing an efficient regulatory submissions process (ICAAP and ILAAP), to ensure that a bank is able to implement best-practice processes, and the “3-dimensional” optimization problem of meeting the requirements of all stakeholders.
Material from the instructor’s books The Moorad Choudhry Anthology and The Principles of Banking is used in the workshop. Case studies and group exercises are used throughout the course to reinforce learning.
How you will benefit
- Implement best-practice ALM processes
- Ensure effective and best-practice ICAAP and ILAAP processes
- Apply strategic ALM discipline to ensure an optimized balance sheet in Basel III implementation
- Implement an integrated liabilities strategy that will optimize the liability structure while enabling efficient compliance with NSFR and LCR
- Manage the balance sheet efficiently to account for new capital regulations such as Leverage Ratio
- Ensure IRRBB is managed efficiently to maximize hedge effectiveness and to minimize the regulatory capital charge
- Apply best-practice FTP processes into origination strategy to maintain effective balance sheet management
- Adopt an effective ALCO operating framework and governance mechanism that delivers an efficiently managed balance sheet
Program length
3 days
Day 1 09:00 – 17:30
Day 2 09:00 – 17:30
Day 3 09:00 – 17:30
Moorad Choudhry
Professor Moorad Choudhry is the former Chief Executive Officer of Habib Bank AG Zurich in London, and Honorary Professor at University of Kent Business School. Previously Moorad was Head of Treasury at RBS Corporate Banking, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial Products and vice-president in structured finance services at JPMorgan Chase Bank. He began his career at the London Stock Exchange in 1989.
Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the Global Association of Risk Professionals, a Fellow of the Institute of Directors, a Fellow of the London Institute of Banking & Finance and a Freeman of the Worshipful Company of International Bankers. He is on the Editorial Boards of the Journal of Structured Finance and Qualitative Research in Financial Markets and has authored over 20 textbooks on banking and finance.
"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows how to keep you alert and focused. Discussion with other peers is encouraged, exercises are made in teams. " - 01-06-2023 07:29
"Lots of study material provided, lots of topics discussed. The course is dense with information, but the trainer is quite engaging and knows… alles lezen - 01-06-2023 07:29
"Een goede cursus die alle relevante onderwerpen behandelt binnen Asset Liability Management. Locatie uitstekend evenals de leraar en organisatie an sich. Divers gezelschap waar de leraar onderlinge discussie en ideëenuitwisseling stimuleerde. Ik zou de cursus aanbevelen voor junior bankmedewerkers met 1 a 2 jaar ervaring. Het is nuttig verschillende topics gezien te hebben, zoals ILAAP, ICAAP en IRRBB. " - 05-10-2022 14:34
"Een goede cursus die alle relevante onderwerpen behandelt binnen Asset Liability Management. Locatie uitstekend evenals de leraar en organis… alles lezen - 05-10-2022 14:34
Er zijn nog geen veelgestelde vragen over dit product. Als je een vraag hebt, neem dan contact op met onze klantenservice.