Strategic ALM, Treasury and Capital

A three-day advanced programme covering best practices in Asset-Liability Management (ALM), as well as ALM’s relationships to capital and performance for financial institutions. ALM will be shown to have evolved beyond basic management of incremental asset and liability positions to a more comprehensive process that reflects the management of an institution’s economic capital.

Course Objectives

As a result of attending this course delegates will be able to:

• Map the evolution of ALM to their specific type of financial institution
• Assess ALM reward-risk opportunities for various business activities
• Measure, implement, and manage ALM decisions for banking books as well as other major activities, including investments, liquidity, and trading positions
• Assess opportunities to incorporate a broad range of businesses, including credit units, into ALM
• Understand appropriate roles for derivatives in ALM
• Organise and manage successful ALM and ALCO reports and meetings
• Review and integrate financing strategies into the ALM plan
• Develop and implement comprehensive transfer pricing schemes
• Integrate liquidity management into ALM practices
• Consider business unit and entity-wide reward-risk budgeting under the auspices of ALM
• Design a capital plan for the institution consistent with risks and regulations
• Understand the implications of Basel II and Basel III on capital development
• Learn how ALM can highlight returns on economic or risk-adjusted capital