Course description
Banking ALM & Regulatory Impact on the Balance Sheet
This two-day advanced course provides an in-depth examination of Asset-Liability Management (ALM) within banking, focusing on optimizing balance sheets under rigorous regulatory constraints. Participants will explore a comprehensive range of ALM best practices, modern risk management techniques, and economic strategies to align with regulatory standards and improve financial resilience. The course will equip professionals with actionable insights and tools to manage interest rate and liquidity risks effectively while maximizing the economic value and capital efficiency of the bank's balance sheet.
Key Learning Objectives
- Advanced IRRBB and Liquidity Risk Management: Develop skills to measure, manage, and mitigate Interest Rate Risk in the Banking Book (IRRBB) and liquidity risk, vital in dynamic regulatory environments.
- ALM as Constrained Optimization: Approach ALM as an optimization problem to maximize economic returns within the regulatory framework, achieving compliance across multiple financial parameters.
- Capital Ratio Stability: Explore ways ALM can contribute to stable capital ratios through stress testing and scenario planning, ensuring capital adequacy in adverse conditions.
Upcoming start dates
Suitability - Who should attend?
Who the course is for
- Asset Liability Committee (ALCO) members
- Treasury
- Risk
- Finance and internal audit
- Capital management
- Funding management
- Liquidity buffer investment team
- Derivative structurers and salespeople;
- IT software providers
- Regulators
Reviews
Average rating 5
Finex Learning’s team was highly responsive to our queries and demonstrated exceptional expertise in customizing a cost-effective in-house training solution to our treasury depa...
A very good course by Rupesh Tailor on ALM. His deep technical knowledge and expertise brought real value to the training, and his ability to make complex concepts easy to under...
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Finex Learning
Finex Learning: Expert-Led In-House Training for the Financial Services Industry At Finex Learning, we specialize in organizing and delivering customized in-house training solutions tailored to the financial services industry. Our comprehensive programs focus on Capital Markets and are designed for...
We had an amazing in-house training experience for our team with Finex Learning. The sessions were tailored to our specific needs, and the instructor made everything easy to und...