Nigerian Seminars and Trainings

Search conferences, training, seminars, courses and workshops in Nigeria and around the world

business logo

Asset / Liability Management

By: TSI Limited

Lagos State, Nigeria

15 - 17 Jul, 2015  3 days

Follow Event

  

This training course provides an overview of the ALM (Asset Liability Management) issues through the analysis of its two main components: bank liquidity risk and interest rate risk

Course Objective

To train participants on key components of the ALM and how to take advantage of both the liquidity and interest risks in the market

Course Outline

  • Structure of bank balance sheet
    • Detailed description of asset items, liability items, and off-balance sheet items
    • Difference between economic, prudential and accounting management
    • Distinction between banking book and trading book
  • Application: presentation of various banking books (retail bank, capital markets bank)
  • Fundamental principles of Asset Liability Management
    • Aims of ALM : input/output balance
    • Modeling the evolution of several assets and liability types : outflow conventions, production hypotheses
    • Review of the ALM risk types : liquidity risk, interest rate risk, credit risk, forex risk
    • Factoring in of the ALM risks by the Basel II and IFRS frameworks
    • Impact of the current financial crisis and of current evolutions
  • Assessment of the bank liquidity risk
    • Regulatory constraints : liquidity coefficient and observation coefficients
    • Determination of the static liquidity gap
    • Analysis of liquidity sources and modeling of their mechanisms
    • Interaction between liquidity risk, credit risk and market risk
  • Hedging the liquidity risk
    • Hedging short term liquidity risk : REPO operations, securitization
    • Optimization and diversification of the refinancing policy in the mid term/ long term
    • Implementation of stress tests and simulation of a liquidity crisis : techniques, examples
  • Definition and impact of interest rate risk
    • Definition and measurement scope of bank interest rate risk
    • Sources or interest rate risk : displacement or distortion of the yield curve, basis risk, liability and asset-incorporated options, off-balance sheet items
    • Assessment of the interest rate risk : fixed interest rate gap and indexed interest rate gap
    • Sensitivity of the Net Interest Margin (NIM) and of the balance sheet's Net Present Value (NPV)
  • Hedging interest rate risk
    • Implementation of a limitation system for the general interest rate risk
    • Introduction to the Earnings at Risk (EaR) and economic Value at Risk (VaR)
    • Implementation of stress tests based on various unfavorable scenarios
    • Best practices on the basis of the Basel II committee recommendations
Sizzler House, 33 International Airport Road, Ajao Estate, Lagos, Nigeria Jul 15 - 17 Jul, 2015
NGN260,000.00
(Convert Currency)

+1-646-202-8832, +2348033467639, +2348023019508,

Related Courses
Competency Framework Competency Framework

3 days, 26 - 28 Mar, 2018 

2018-03-26 12:03:00
Lagos State, Nigeria

TSI Limited

Being tasked with introducing competencies into your organization can seem at times like a mission impossible! This highly informative and interactive course will give you the tools, models, ...

Introduction to Corporate Social Responsibility Introduction to Corporate Social Responsibility

3 days, 07 - 09 May, 2018 

2018-05-07 12:05:00
Abia State, Nigeria

TSI Limited

The goal of this training course is to create awareness and advance knowledge about issues in business ethics and supply chain social responsibility. Through readings, discussions, mini-cases and ...

Work Life Balance Work Life Balance

3 days, 14 - 16 May, 2018 

2018-05-14 12:05:00
Lagos State, Nigeria

TSI Limited

The percentage of time we spend working is still on the rise, leaving free time relegated to a few short hours a week and life can seem like one long work day after another.  We can spend well ...

Public Private Partnership - Developing PPP Programs and Initiatives Public Private Partnership - Developing PPP Programs and Initiatives

3 days, 03 - 05 Sep, 2018 

2018-09-03 12:09:00
Lagos State, Nigeria

TSI Limited

The concept of PPP obligates a more collaborative relationship between both sectors, fostered by openness and trust. This presents a major shift from the traditional 'arms-length' approach in ...