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Asset & Liability Management
Nov 17 - 20, 2019
April 12 - 15, 2020
November 15 - 18, 2020
Fee excluding accommodation and meals
Head of ALM, Risk Managers, Compliance Managers, Treasury Managers, Treasurers, Treasury Analysts, Finance Directors, General Managers, Financial Controllers, Finance Managers, Accounts Managers, Financial and Management Accountants, Internal Auditors, Financial Analysts, Accounts Supervisors and Accounts Superintendents.
By the end of the course, delegates will:
Have greater awareness of how to measure and manage interest rate risk.
Have greater understanding of the techniques of measuring financial risk .
Have greater understanding of the role of derivative products and how to value them .
Have a greater understanding of liquidity management .
Be able to undertake capital planning and allocation more effectively.
Have greater understanding of transfer pricing strategies.
Be able to design a performance measurement model
The topics covered include:
Introduction to Asset and Liability management
The role of asset and liability management
What is risk?
Identifying different types of risk
Measurement and Management of Interest Rate Risk
Measurement and Management of Interest Rate Risk (continued)
Duration of equity
Techniques to Measure Financial Risk
Value at Risk
The role of derivatives
Valuation techniques for derivative products
Credit Risk Capital
Market Risk Capital
Risk Adjusted Return on Capital
Capital allocation approaches
Transfer Pricing and Performance Measurement
Why transfer price?
Using transfer pricing
Transfer pricing for: (continued)
Performance measurement issues
Designing a performance measurement model
Exercise - The Balance Sheet
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