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Risk Management (Banks) - Asset and Liability Management

16 heure(s)

Objectifs

Every company must manage the delicate balance between its assets and its liabilities. For banks, asset and liability management is crucial for managing risk and ensuring an optimal level of liquidity. This course provides participants with a good understanding of how banks use asset and liability management (ALM) to reduce and manage a variety of risks.

Contenu

  • Understand the components of ALM
  • Appreciate the importance of the assets and liabilities committee (ALCO) and other organisational aspects of ALM
  • Distinguish between strategic ALM and operational ALM
  • Evaluate interest rate risk in the context of ALM
  • Conduct different types of analyses, such as a gap analysis, a duration and basis point value (BPV) analysis, liquidity gap analysis
  • Analyse the impact of foreign exchange risk
  • Understand non-maturing liabilities
  • Describe how to implement an ALM system
  • Apply value at risk (VaR) calculations in the context of ALM
  • Understand fund transfer pricing systems

Public cible

A qui s'adresse la formation?

This training course has been designed for anyone who already has good knowledge of risk management and who wishes to acquire  a solid understanding of ALM.

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Le contenu de ce descriptif de formation est de la seule responsabilité de son auteur, l'organisme de formation House of Training.

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Caractéristiques
Organisation Formation inter-entreprise
Langues de prestation
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