OVERVIEW

This course will explore its issues and its challenges for bank risk managers auditors and regulators. The course will emphasise practical advantages and disadvantages of risk measurement and management tools and techniques. Samples of best practices risk reports will be provided. Course knowledge will be reinforced through workshops using MS Excel to explore rate risk measurement and liquidity stress testing as well as course reviews. Basic knowledge in risk management, control and statistics is required. Active participation of the class is necessary to benefit from the full value of this programme.

The case studies will give you real life examples of the theories covered in the lectures, giving you a greater understanding of the course topics. The same sample bank is used for most risk measurement, reporting and hedging examples to enhance examples and comparisons. All delegates will receive comprehensive course documentation for use before and during the programme. This will enable you to return to your organisation with an extensive and valuable source of information for future reference.

WHAT YOU WILL LEARN

  • STRESS TESTING Simulation which is performed on the final day of the course. You will apply the knowledge gained in the course to optimize a bank’s ALM situation.
  • Understand the dynamics of your balance sheet
  • Identify the key risk factors acting on your balance sheet and how they can be minimized
  • How all forms of financial exposure can be defined, measured, monitored and managed
  • Benchmark your current ALM practices and develop an action plan to bring your practices to the highest standard
  • Adopt effective cash flow management and Value at Risk (VAR) techniques
  • How to manage and hedge interest rate and liquidity exposures
  • Up-to-Date Techniques and Strategies
  • Regulatory Capital Rules
  • You’re given several practical ALM tools
  • Learn how to assess the strengths and weaknesses in your current ALM process
  • Benefit from practical hands-on risk analysis techniques and strategies
  • Enhance your understanding of strategic balance sheet management issues
  • Gain a detailed understanding of the impact of Basel III and IAS requirements on ALM decision making
  • Appreciate conflicts that can arise at ALCO level
  • Gain a comprehensive understanding of symmetric and asymmetric hedging techniques
  • Develop effective balance sheet hedging strategies, banking and credit management

WHO SHOULD ATTEND

  • Group Treasurers
  • Head of Treasurey
  • Dealers
  • ALCO team
  • Chief Risk Officers
  • Accounting and Finance Managers
  • Asset Managers
  • Liquidity Managers
  • Risk Managers and Risk Controllers
  • Risk Officers
  • Auditors and Bank Regulators
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