ALM Academy - Asset Liability Management Software System

Bank ALM – A high level overview

An introduction to Bank or Building Society Asset Liability Management for directors, senior banking executives and members of ALCO.

WHAT WILL YOU GAIN FROM THIS TRAINING SEMINAR

An in-depth understanding of the implications of the regulatory framework for your organisation.
High level oversight to enable clear, strategic direction and best use of your organisation’s structure and resources.
Knowledge and understanding of CRD IV and Regulatory Compliance allowing you to demonstrate up-to-date technical expertise to the regulator.
A better understanding of ALM to enable you to challenge your existing approach.
A proactive and forward looking ALCO.

£499 per delegate (+VAT), £299 for ALMIS clients (+VAT) – includes lunch and refreshments, seminar hand-outs and documentation.
Registration is between 9am to 9.30am. The seminar runs from 9.30am to 5pm and combines presentations from our expert speakers with participation in group discussions, risk analysis scenarios and best practice examples. Spaces are limited to 16 senior participants to enable maximum interaction and engagement with other delegates and seminar speakers.

The full programme is currently being developed. For further information regarding this event, please contact:

Jenna Haston, Business Development Assistant on j.haston@almis.co.uk.

Executive and Non-Executive Directors
ALCO Membership
Senior Treasury Managers
CFO / Senior Finance Management
CRO / Risk Senior Management
Heads of Business Lines
Heads of Balance Sheet Management
Auditors & Regulators

OVERVIEW

Implications of the CRD IV regulations for your organisation

A high level overview of the key principles and objectives of Bank ALM

CAPITAL ADEQUACY

Capital structure and management

Credit risk assessment, capital definitions and minimum capital requirements under CRD IV

INTEREST RATE RISK MANAGEMENT IN THE BANKING BOOK

Economic value

Net interest income analysis

Managing and reporting basis risk

Static v Dynamic analysis

Appropriate scenarios

Hedging – particularly natural hedging

Regulatory / supervisory dimension

LIQUIDITY MANAGEMENT

Risk assessment

Integration of key policy documents

Investment policy and strategies

Funding policy, contingency and resolution planning

Regulatory / supervisory dimension

MARGIN MANAGEMENT

Techniques and approach for funds transfer pricing

Margin variance analysis

Cost of credit, liquidity and money

KEY CONTROLS AND REGULATION FRAME WORK

Resource requirements

ALCO structure & reporting

Supervisory visits