Asset/Liability Management Master Class
List Price
$5,499
Member Price
$4,499
Event Id:
683289802
Product code:
349101-19
Format:
4 Day Training Event
Date:
5/13/2019 - 5/16/2019
Learn best practices for maximizing returns while adhering to today’s regulatory demands with this advanced course.
May 13-16, 2019 – Chicago, IL
Registration Fees
Members | $4,499 |
---|---|
Nonmembers | $5,499 |
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Item Details
Learn best practices for maximizing returns while adhering to today’s regulatory demands with this advanced course.
Course Overview
This comprehensive, intensive, four-day course provides you with a holistic overview of modern asset/liability management practices for banking institutions, which differs from RMA’s standard two-day course. In this advanced level, master course, you will learn strategies to address the ever-challenging quest for bank treasuries to derive financial returns from managing banking books while attempting to hedge interest rate exposures and limit liquidity gaps. And you will learn about the new Basel III regulatory stipulations which impose rather expensive capital penalties to open risk positions and to counterparty risk incurred from OTC transactions.
You will focus on maximizing and stabilizing customer margins from retail/consumer banking activities, while complying with the stringent liquidity regulations in the “after-crisis banking regime.” Additionally, you will learn best practices for conducting liquidity stress tests, developing adequate stress scenarios, adapting limit systems and more importantly, making use of the results of such stress tests in day-to-day management. Each day will include a designated time for you to engage in a round table discussion of the issues covered.
Who will benefit?
This advanced, master class is beneficial for the following professionals:
- Bank treasurers and liquidity managers/money markets traders.
- Internal risk managers (market and liquidity risk).
- Internal auditors.
- Industry consultants specializing in quantitative ALM.
- External auditors.
- Industry regulators specializing in liquidity and banking books risks.
You will:
- Understand best practices of conducting liquidity stress tests.
- Become familiar with ALCO best practices.
- Develop an in-depth understanding of market risk with a major focus on interest rate risk.
- Learn how to use transfer pricing as a management instrument.
- Understand the differences between banking books and trading books.
- Compare the elements of repricing gaps and liquidity gaps.