About This Course
It’s a 5-day empowering journey into the heart of Asset and
Liability Management (ALM) within the banking sector. Our
comprehensive training course is meticulously designed
for banking and finance professionals who aspire to excel
in their understanding and application of ALM. In today’s
rapidly evolving financial landscape, mastering ALM is not
just an asset—it’s a necessity. Our course offers you the
unique opportunity to delve deep into the intricacies of ALM
and emerge with invaluable insights and skills.
Enhanced Benefits
- Advanced Knowledge: Acquire a deep understanding of ALM, key risks, and compliance in the banking sector.
- Practical Skills: Learn through the Portfolio Management Trading Game and case studies to apply concepts in real-world scenarios.
- Strategic Insights: Gain exposure to advanced ALM strategies and understand their implementa tion in banking.
- Networking Opportunities: Connect with industry leaders and professionals to expand your profes sional network.
- Career Advancement: Equip yourself with skills and knowledge that can significantly elevate your career trajectory in banking and finance.
Know About Your Trainer
The trainer’s career has been marked by the development of advanced trading models that have
become foundational to innovative trading strategies. Through detailed portfolio analysis, he has enhanced asset performance and brought precision to asset allocations. A key achievement in his career has been the successful implementation of four full-cycle treasury systems. These projects have strengthened operational resilience and streamlined financial processes, leading to quicker and more efficient transactions. He has played a pivotal role in driving significant changes within globally renowned firms, making lasting impacts in regions including Europe, Australia, Singapore, USA, Qatar, and Saudi Arabia.
Relevant Experience And Clients
In addition to his professional skills, he is multilingual, fluent in Dutch,
English, German, and proficient in conversational French, with a basic
understanding of Tagalog. My extensive training background covers experiences in the United States, further enriching my global perspective.Additionally, he has provided consultancy and training to prestigious clients such as Commerzbank, ING Bank and Group, ABN Amro, Arab Banking Corp, KIPCO, Qatar Intl Islamic Bank, Qatar Internal Islamic Bank, ARAMCO, Nakilat, HSBC, Gulf International
Bank, and many others, either through his network of event management
organizations or directly. This diverse client base reflects the breadth
and depth of my expertise and the wide-reaching impact of his work in
the field.
Course Outline:
DAY ONE
Interactive Introduction to ALM:
- Begin with an engaging session to introduce the basics of Asset-Liability Management.
- Interactive discussions and visual aids to explain core concepts
Detailed Exploration of Banking Book vs. Trading Book:
- In-depth analysis of the differences between the banking book and the trading book
- Real-world examples and case studies to illustrate the practical implications of these distinctions.
Kick-off Portfolio Management Trading Game:
- Introduce an interactive trading game that simulates portfolio management scenarios.
- Outline the rules, objectives, and the educational purpose of the game.
- Start the initial phase of the game, setting the stage for continued engagement throughout the course.
DAY TWO
- Comprehensive session on the specifics of IRRBB.
- Case studies and current market examples to demonstrate the impact of interest rate changes on the banking book.
- Q&A session to clarify complex concepts.
- Gap analysis, a key tool in managing IRRBB.
- Practical exercises to perform gap analysis using hypothetical data.
- Discuss strategies to mitigate risks identified through gap analysis.
Deep Dive into Interest Rate Risk (IRRBB):
Interactive Case Study Analysis and Group Discussion:
- Analyze real-world case studies that highlight the challenges and solutions in managing IRRBB.
- Group discussions and collaborative problem-solving based on these cases.
DAY THREE
- Introduction duration risk
- Real-world examples to illustrate the concept and its importance in fixed-income portfolio management.
Interactive Introduction to Duration Risk:
- Detailed theoretical background on duration.
- Introduce mathematical models and formulas for calculating duration.
- Introduce mathematical models and formulas for calculating duration.
- Conduct hands-on exercises where participants calculate duration for different types of bonds and fixed-income securities (conceptual understanding)
Deep Dive into Theory and Calculation of Duration:
- Analyze real-world case studies demonstrating the impact of duration risk on various financial instruments.
Case Study Analysis: Duration Risk in Action:
- Discuss how duration risk affects the overall risk profile of a banking book.
- Workshops where participants can simulate portfolio adjustments based on duration analysis.
- Exploring various strategies to manage duration risk in a portfolio context.
Portfolio Implications and Interactive Workshops:
- Introduce the concept of integrating duration risk management with other risk types like credit and market risks.
- Discuss the importance of a comprehensive risk management approach in ALM.
Holistic View of Duration Risk Management:
Stress Testing and Scenario Analysis for Duration Risk:
- Stress testing methods specific to duration risk.
- Scenario analysis illustration and exercises to prepare for different market conditions impacting duration.
DAY FOUR
- Dive deep into the world of derivatives, exploring their types, uses, and risks. Understand how they fit into an ALM strategy.
Understanding Derivatives:
- Learn about structured products, their design, and how they can be used to enhance yield
Structured Products:
- Analyze real-world case studies where derivatives and structured products played a key role.
Case Study Analysis:
- Understand how to integrate credit, market, and operational risk management within the framework of ALM.
Holistic View of Risks:
- Learn about stress testing methods and scenario analysis to prepare for adverse market conditions.
Stress Testing and Scenario Analysis:
- Use the Portfolio Management Trading Game to apply advanced ALM strategies and assess their impact on portfolio performance and risk.
Simulator Exercise:
DAY FIVE
- An in-depth look at key banking regulations, including Basel III/IV, Dodd-Frank, and regional directives that impact ALM practices.
Global and Local Regulations Overview:
- Effective strategies for staying compliant with evolving regulatory requirements. This includes understanding capital and liquidity requirements, stress testing mandates, and risk management protocols.
Compliance Strategies:
- Engage in a discussion on recent regulatory changes and their implications for banks and financial institutions.
Interactive Discussion:
- Detailed exploration of essential components of effective ALM reporting, focusing on clarity, accuracy, and compliance with regulatory standards.
Reporting Essentials:
Hands-On Exercise:
- Participants will work on creating a sample ALM report, incorporating elements like risk exposure, capital adequacy, and liquidity positions.