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Online Live Training Features

All sessions of this unique course online

Live interaction options between the delegates and trainer

Available via mobile, tablet or laptop

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Meet the training leader

  • Douglas Bongartz-Renaud
  • Director
  • Markets & Risk Solutions Pte. Ltd.
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Course description

The 6 – modular virtual online course is designed to provide a comprehensive overview of best practice bank asset and liability (ALM) standards evolving globally under the revised Basel 3 framework. The course is adapted to meet the concerns and requirements of banking professionals managing bank balance sheets composed of both liquid and illiquid currency assets and liabilities. During the two-day workshop a number of intermediate and advance topics are covered, including balance sheet optimisation modelling, determining the effective behaviour of non-maturing assets and liabilities (particularly ‘CASA’ balances), bank funds transfer pricing and treatment of liquidity pricing and cost allocation within the FTP framework. The course is meant to provide value to both senior bankers seeking an overview of modern bank ALM as well as to treasury, finance and risk management professionals interested in advanced ALM topics and implementation of Basel 3 standards within the bank ALM framework

The course can be delivered either in three one-day or in six half-day segments, covering the following ALM areas:

Bank intermediation process, business models & balance sheet structures and ALM governance process under the ALCO framework

Liquidity measurement and management under Basel 3 – LCR, NSFR, ILAAP and Basel 3 balance sheet constraints

Interest Rate Risk Banking Book (IRRBB) under Basel 2 Principles & Basel 3 Standards

ALM Challenges – Embedded optionality and behavioural cash flow modelling & model assessment and governance

Bank funds & liquidity transfer pricing (bank ‘FTP’)

Bank balance sheet strategy, optimisation and capital management

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Delegate Fee

from 1050 USD Buy

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