This course is designed to give bankers a comprehensive framework of the challenges of bank Asset and Liability Management and how to leverage good ALM practices to integrate into other bank management activities, such as sales and marketing, management accounting, product management and pricing and other activities such as audit, budgeting etc.
Quantify the implicit and explicit risks underwritten by the banks through there commercial activities as well as through their proprietary trading and investment activities. The focus is on Interest Rate on the Banking Book (IRRBB) and Liquidity Risks.
Define risk management techniques and strategies.
Discuss ALM reporting for internal management purposes and for compliance reporting (Basel 3 and projected Basel 4).
Understand how to maximize the performance of the bank under asset and liability risk management constraint and risk appetite
The course applies to all bank managers who need to understand the impact of ALM to their strategies and performance. ALM training will focus on understanding the risk valuation models and how these influence the banks activities (profitability, equity constraints, product management). This training is important for bankers that wish to follow other risk and management related trainings such as Fund Transfer Pricing (FTP). No previous ALM or risk management competencies are needed, but good existing general banking competencies are required: Executive, general, and senior managers Finance teams specially Management Accounting officers Business unit managers and heads of regional businesses and branches Enterprise Risk Managers (ERM) including credit risk and compliance managers Product Managers and Marketing managers.
