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

04 - 06 Oct, 2017  3 days

Follow Event

  

NGN 250,000

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

Learning Objective:

  • At the end of this session, participants will be able to:
  • Identify 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
    • Modelling 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 modelling 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 unfavourable scenarios
    • Best practices on the basis of the Basel II committee recommendations
Digital Age Halls,Capital Building,332,Ikorodu Road,Idiroko Bus Stop,Near LASU Anthony Lagos. Oct 04 - 06 Oct, 2017
NGN 250,000.00 + 12,500.00 (VAT)
(Convert Currency)

+1-646-202-8832, 08033467639, 08023019508

Related Courses
Hotel Customer Relation Management Hotel Customer Relation Management

3 days, 26 - 28 Jun, 2017 

2017-06-26 12:06:00
Lagos State, Nigeria

TSI Limited

Travellers are becoming more price sensitive, less brand loyal and more sophisticated. To enhance guest loyalty, hotels must focus on developing Customer Relationship Management (CRM) strategies that ...

Corporate Governance Corporate Governance

3 days, 14 - 16 Aug, 2017 

2017-08-14 12:08:00
Lagos State, Nigeria

TSI Limited

The course will be run using a series of Presentations, Discussions, examining a number of Case Studies, sharing experience and knowledge, examining international best practice in Corporate ...

Balance Scorecard Balance Scorecard

3 days, 12 - 14 Jun, 2017 

2017-06-12 12:06:00
Lagos State, Nigeria

TSI Limited

This training course will introduce you to the basics of the strategy execution world, giving you the best practices regarding measurements, helping you to take a first step towards implementing the ...

Forensic Accounting Professional Certification Course Forensic Accounting Professional Certification Course

5 days, 16 - 20 Oct, 2017 

2017-10-16 12:10:00
Kano State, Nigeria

TSI Limited

The term ‘forensic’ means suitable for courts of justice or for public discussion and debate. Forensic auditing provides an investigation methodology and accounting analysis that is ...