Description
In partnership with Drive Innovation Insights Since the 2007 crisis and the explosion of liquidity risk, asset-liability management, known as ALM (Asset Liability Management), has been in the spotlight. Guarantor of the accounting balance sheet of banking activity, it must manage the balance between resources, level of risk and profitability requirements. This training provides you with a general approach to asset-liability management and an in-depth look at the liquidity and interest rate risks systematically treated within the framework of ALM.
Who is this training for ?
For whom ?Manager and employee and anyone from a banking establishment wishing to know and master the fundamentals of asset/liability management.
Prerequisites
Training objectives
Training program
- Define the objectives of balance sheet management for a retail bank The retail banking model.
- - Analysis of a bank's balance sheet.
- - The formation of banking results.
- - Typology of strategic and operational risks.
- - Management risks in the context of ALM management.
- Measuring and managing interest rate risk Definition of interest rate risk.
- - The different types of rates and the rate curve.
- - Rate risk management tools: forecast cash flow gap.
- - Methods for measuring the risk.
- - Calculation of interest rate risks on monetary and bond products.
- Measuring and managing liquidity risk Definition of liquidity risk.
- - The regulations and liquidity ratios of the Basel committee.
- - Focus on systemic risk.
- - The liquidity gap.
- - Liquidity risk management tools.
- Distribute the result using the internal transfer rate (ITR) The net interest margin.
- - Variable rate risk.
- - Early repayment risk.
- - Principles of TCI.
- - Examples of calculating the TCI on different ready.
- Calculate the profitability of a loan portfolio
- - Calculating the price of a loan.
- - Measuring ROE and RAROC through an example.
- Organization around asset-liability management The different types of organization.
- - ALM tools.
