Strategic ALM can significantly improve financial performance by delivering a better balance between returns and risks across a more comprehensive set of both on- and off-balance sheet assets and liabilities.

This advanced programme covers best practice in Asset-Liability Management (ALM), as well as ALM’s role as a strategic function in financial institutions.

Practical application and strategic decision making is emphasised via group facilitated discussions, exercises, and case studies.

Course Objectives
After attending this course delegates will be able to:

-Understand the evolution of ALM and the choices we face today
-Assess ALM reward-risk opportunities for various strategic business activities
-Measure, implement, and manage strategic ALM decisions for banking books as well as other major activities, including investments, liquidity, and trading positions
-Assess opportunities to incorporate a broad range of businesses, including credit units, into ALM
-Understand suitable and appropriate roles for derivatives in ALM
-Organise and manage successful ALM and ALCO reports and meetings
-Review and integrate financing strategies into the ALM plan
-Develop and implement comprehensive transfer pricing schemes
-Integrate liquidity management into ALM practices
-Consider business unit and entity-wide reward-risk budgeting under the auspices of ALM
-Design a capital plan for the institution consistent with risks and regulations
-Understand the implications of Basel III on capital development
-Learn how appropriate uses of strategic ALM can impact improve returns on economic or risk-adjusted capital


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