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Level

Intermediate

Beginners will be required to complete pre-course reading and an assessment.

Duration

3, 4, or 5 days

Overview

The workshop addresses the role of ALM as a vital function for value creation, bank profitability and, above all, sound risk management.

The programme is designed around the use of a world-class ALM simulator in order for delegates to understand the practical impact of a variety of strategies on the balance sheet and income statement of a full service bank. Practical sessions are interspersed by short theoretical and conceptual presentations, and extensive use is made of real-life case studies.

The simulation can be tailored to reflect the current economic situation in a specific country, and the level of complexity can also be adjusted to address the specific learning needs of the delegates.

Learning Outcomes

  • Understand Asset Liability Management (ALM) concepts and techniques
  • Recognise how these concepts affect day-to-day decision-making in a bank
  • Identify and analyse a bank’s exposure to the key sources of risk – liquidity, market, credit, and operational
  • Conform to internal and external capital requirements, and other regulations
  • Design strategies to control risk within acceptable limits
  • Acquire an overview of how performance is measured and value created in a full-service bank
  • Function more effectively, directly or indirectly, as part of the ALM process in the bank