This course looks to explain the role of Treasury & ALM function via real life
case studies and excel based simulations. It also explains how the function
looks to optimize balance sheet performance through more selective
deployment of balance sheet resources. In addition, it explores the fluid
regulatory landscape in which ALM is functioning and outlines what the
industry considers as best practice in terms of dealing with the challenges
that landscape presents
Define the Asset & Liability Management Concept and Driving forces •
Determine what are the different approaches for measuring interest rate risk
Describe the daily activities of the Treasury back office to provide understanding of treasury function
State the rule of Assets and Liability management in managing the interest rate risk
Explain the rule of Assets and Liability management in managing the L risk. And are the Key Metrics for measuring Banks’ Liquidity
List the Fundamentals of the Liquidity Risk Management and the liquidity Policy Framework
Chief Risk Officers=Accounting and Finance Managers=Asset Managers= Liquidity Managers=Risk Managers and Risk Controllers=Risk Officers=Auditors and Bank Regulator
