ALM and Balance Sheet Optimisation

Added by Evvnt_Promotion on 2018-02-07

Conference Dates:

Start Date Start Date: 2018-03-21
Last Date Last Day: 2018-03-22
Deadline for abstracts/proposals Deadline for abstracts/proposals: 2018-03-21

Conference Contact Info:

Contact Person Contact Person: Stephen Body
Email Email: [email protected]
Address Address: Amba Charing Cross, Strand, London, Greater London, WC2N 5HX, United Kingdom
Phone Tel: +44 (0) 207 316 9970

Conference Description:

Risk Training's two day training course returns to London to help attendees understand the three main challenges within ALM; liquidity, interest rate risk and capital.

Day one of the course will delve into the evolution of the ALM function in the context of a changing regulatory environment, along with discussing ILAAP, liquidity under Pillar II. The day ends with a session on behavioural modelling and interest rate risk, focusing on IRR metrics & scenarios and value measures.

Day two will continue with a comprehensive overview of balance sheet management and optimisation strategies, moving on to an explanation of how to build an internal funding framework under FTP. The course continues with a discussion on the impacts of IFRS9 and FRTB on balance sheet management and concludes with an overview of Capital Management including RWA calculations and managing capital pricing.

Time: 9:00 am - 5:00 pm.

Category: Classes / Courses | Professional Training | Business & Economics.

Sub-Categories:
Conferences | Business & Economics | Banking,
Conferences | Business & Economics | Finance.

Price: Standard Pricing - GBP 1999.
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