Post the global financial crisis, the role of the Treasury within a bank is more challenging than ever. The regulation that followed the crisis, in particular Basel Ill, has meant that optimization of assets and liabilities is vital in mitigating the ‹hit› on Return on Equity that the regulation represents.
This course looks to explain the fundamental role of the Treasury & ALM function via real life case studies and excel based simulations explain how the function looks to optimize balance sheet performance via the more selective deployment of balance sheet resources. In addition, it will explore the fluid regulatory landscape in which ALM is functioning and outline what the industry considers as best practice in terms of dealing with the challenges that landscape presents.
Upon completion of this course, you will be able to:
- Describe the role of the ALM function within a bank
- Articulate the causes and consequences of the global financial crisis, the motivation for the regulation that has come in the wake of it and the impact it has had on the ALM function
- Explain the impact of the regulation on bank›s balance sheet in particular the resources of capital and liquidity
- Understand the role of the ALM function in optimizing the balance sheet via either capital preservation or margin maximization achieved by a more selective approach to assets issued and funding raised
- Appreciate what future challenges lie ahead for the ALM function in particular from
the potential introduction of Basel IV
- ldentify ways in which the wider business can support the ALM function in dealing with these challenges via, for example, communication and alignment of business in centivisation
Day1: Introduction and Fundamentals
Day2: Interest Rate, Money Market and Foreign Currency
Day3: Fixed Income, Derivatives and Sales
Day4: Understanding Bank Balance Sheet and Asset & Liability Management
Day5: Interest Rate Risk Management and Fund Transfer Pricing
Day6: Liquidity Risk and Basel III
WHO SHOULD ATTEND?
- Chief Risk Officers.
- Accounting and Finance Managers.Asset Managers.
- Liquidity Managers.
- Risk Managers and Risk Controllers.Risk Officers.
- Auditors and Bank Regulators.
Training Methods That You Can Choose From
Enjoy this program at your premise of choice, with lower costs, and schedule that suits you best.