Overview

"GTB Account Services (Level 3)" provides advanced training on liquidity risk valuation, interest rate risk management, financial product pricing, and cost allocation methodologies within Global Transaction Banking (GTB). Participants will learn to conduct gap analysis for liquidity risk assessment, identify hedging strategies for liquidity risks, determine operational cost allocation related to financial risk, differentiate between fund transfer banking and risk transfer banking, and apply cost allocation methodologies such as activity-based costing and traditional cost apportionment. The course also covers interest rate risk on the banking book (IRRBB) valuation and management principles, financial product pricing variables and strategies, and credit risk costing and management principles.

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Outcome

Create gap analysis to analyze liquidity risk valuation.


Identify hedging liquidity risks.


Determine operational cost allocation and relate it to financial risk.


Differentiate between fund transfer banking and risk transfer banking.


Use cost allocation methodologies such as activity based costing and traditional cost apportionment.

Details

Developed by: Beacon FinTrain

Standard Total Hours: 24 Hrs

Language: English - Bilingual "English & Arabic"

Modalities: 
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Outline

  • Gap analysis
  • Traditional ratios
  • Basel 3, LCR and NSFR
  • Deposit Reserve Reserves
  • Risk Appetite and Policy
  • Hedging Liquidity risks
  • Exercise (Excel): Calculation of Liquidity exposure and hedging strategy

  • Profitability sensitivity analysis
  • Value sensitivity analysis
  • Value at Risk sensitivity analysis
  • Risk Appetite and policy
  • Hedging IRRBB
  • Exercise (Excel): Calculation of the IRRBB exposure and hedging strategy

  • Operational cost allocation (Cost Allocation)
  • Financial Risk cost allocations (FTP)

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Who Should Attend

  • Asset Liability Management (A L M) Professionals:
  • Risk Managers
  • Product Pricing Analysts
  • Financial Controllers
  • Senior Management Executives

Why Beacon

Quality

Beacon FinTrain prioritizes excellence in every service, ensuring top-notch, reliable, and consistent outcomes that meet and exceed client expectations.

Specialization

We focus on finance, offering expert knowledge and bespoke solutions that cater to the unique needs of finance professionals in the Middle East and Africa.

Punctuality

Time is money. We respect deadlines, delivering precise and timely results to help our clients stay ahead in the fast-paced financial world.

Guidance

Beacon FinTrain is a guiding light in finance, providing insightful advice and support to navigate the complexities of financial markets and regulations.

Integrity

We uphold the highest ethical standards, fostering trust and transparency in all our dealings to build lasting relationships with clients.

Flexibility

Adapting to the dynamic finance sector, we offer versatile services and solutions that align with the evolving needs of our clients.