ALM and balance sheet management: fundamental principles
View AgendaKey reasons to attend
- Understand the evolution of asset-liability management (ALM) and the Asset-Liability Committee’s (Alco’s) processes
- Manage balance sheets in volatile rates environments
- Explore interest rate risk and non-maturing deposits
Customised solutions
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About the course
This live virtual learning event will expand on how to operate an efficient ALM model in an unstable environment as well as the impact of ALM within treasury.
Sessions will examine liquidity risk, interest rate risk and the future of ALM and balance sheet management. Participants will explore the Alco process and best practices for treasury in supporting banking strategies. As volatile markets and volatile rates leave room for uncertainty, participants will gain insight into managing scenarios with a lack of relevant historical data and how to overcome challenges related to regulatory requirements.
Led by field experts, highly interactive exercises will encourage discussion about the best practices in balance sheet management and learning how to implement strategies at their workplaces.
Pricing options:
- Early-bird rate: save up to $800 per person by booking in advance*
- 3-for-2 rate: save over $2,000 by booking a group of three attendees*
- Subscriber reward: save 30% off the standard rate if you are a Risk.net subscriber*
- Season tickets: save up to 60% - request price breakdown
*T&Cs apply
Learning objectives
- Operate an efficient ALM model and manage model risk
- Mitigate ALM associated risks and the impact of lack of historical data
- Optimise the balance sheet
- Manage capital adequacy and maintain regulatory compliance
- Identify how key strategic treasury decisions are made
- Determine an effective risk appetite strategy within ALM
Who should attend
Relevant departments may include but are not limited to:
- Alco members
- Liquidity risk
- Risk management
- Treasury
- Balance sheet management
- Stress-testing
- Interest rate risk
Agenda
Sessions:
- The evolution of asset-liability management (ALM) and the Asset-Liability Committee (Alco) process
- ALM risk mitigation
- Balance sheet management
- Interest rate risk and ALM management
- Overview of liquidity risk
- Challenges and the future of ALM and balance sheet management
Pre-reading materials
The Risk.net resources below have been selected to enhance your learning experience:
- ALM banking practices for a new era in liquidity risk
- Filling the gaps in Basel’s interest rate risk measures
- How small and medium-sized banks can enhance deposits modelling frameworks
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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