Asset & Liability Management

Description

In the new banking environment, bank supervisors and shareholders are pushing bankers to take a much more active role in banking strategy development and ALM. In the past, it was adequate to delegate ALM to senior management and the treasury function. However, now, BOD members are required to work with EXCO, ALCO, Risk Management Department, and Treasury to develop business strategy, ALM policies, Risk Appetite policies and capital allocation strategies of the bank. The entire management of the bank, including BOD, is also responsible for developing, approving and monitoring the best practices of Asset Liability Management in the bank. Furthermore, new BIS regulations on market and liquidity risks and capital needs have increased the complexity and importance of this risk.

What you will learn

This program is designed to help bankers better understand the roles and functions of ALM. By the end of the program, participants will be able to identify:

• The role and function of ALM within the bank
• How the senior management and BOD works with other units within the bank to develop business strategy and to manage the balance sheet
• The “Best Practices” in identifying, assessing, managing and monitoring market risk and IRRBB in ALM
• Latest tools and products to manage ALM market risks to include IRS, Duration Portfolio Swap, FX swaps, CCS, Securitisation and loan sales
• The “Best Practices” in identifying, assessing, managing and monitoring liquidity risk in ALM
• New Basel 4 Regulation concerning IRRBB and Market Risk
• New BIS 3 and regulations on liquidity and capital and the impact on the bank’s business strategy
• The ICAAP/ILAAP and SREP processes in ALM and how it relates to the BOD Risk Appetite Policies development
• Best Practices in Fund Transfer Pricing and Bank Cost of Funds analysis
• How the bank should manage and monitor Asset-Liability issues in the future

Participants include CEO, CFO, CRO, Executive Committee members, BOD members, Risk Management Department Officers, ALCO members, Treasury Members and Staff, Finance Department, Audit, Compliance, Relationship Managers and Business Unit Managers.