A practical 4-day course teaching you the strategic, technical, and operational aspects of ALM, featuring:
- Using EAR and EVE to measure IRR.
- Measuring liquidity cash flow coverage and survival horizons.
- Managing interest rate risk.
- Managing liquidity risk.
- Best practice risk reporting.
- Contingency planning.
- Meeting requirements for regulatory compliance.
- The course is designed to provide a mix of concepts with practical applications.
- Course material and organization begin with fundamentals and proceed to advanced concepts.
- Heavy emphasis on data and algorithm limits on quantitative modelling.
- Case study exercises based on real-world examples.
Who should attend
- Group Treasurers
- Accounting & Finance Managers
- Asset Liability Managers
- Liquidity Managers
- Risk Managers & Risk Controllers
- Risk Officers
- Auditors & Bank Regulators