This course looks to explain the role
of Treasury & ALM function via real life case studies and excel based
simulations explain how the function looks to optimize balance sheet
performance via the more selective deployment of balance sheet resources. In
addition, it will explore the fluid regulatory landscape in which ALM is
functioning and outline what the industry considers as best practice in terms
of dealing with the challenges that landscape presents.
Define the Asset & Liability Management Concept and Driving forces
State the rule of Assets and Liability management in managing the interest rate risk
Determine what are the different approaches for measuring interest rate risk
Explain the rule of Assets and Liability management in managing the L risk. And are the Key Metrics for measuring Banks’ Liquidity
Describe the daily activities of the Treasury back office to provide understanding of treasury function
Chief Risk Officers
Accounting and Finance Managers
Asset Managers
Liquidity Managers
Risk Managers and Risk Controllers
Risk Officers
Auditors and Bank Regulators
