Recognise and manage risks to increase profitability and shareholder value

• Measure and control ALM risks and opportunities
• Identify the key asset and liability risk management issues
• Identify key financial control issues
• Assess the strengths and weaknesses of ALM policies and procedures
• Examine the key issues facing ALCOs
• Explore the strengths and weaknesses of using static gaps
• Use duration gaps effectively
• Understand the economic value of equity
• Hedge risks with derivatives
• Define the reports required by ALCO
• Interpret the reports required by ALCO

• HSBC: ALM gaps, liquidity risk, market risk, net interest income
• ALM
  • Goldman Sachs
  • Citibank
  • OCBC & UOB
• Key themes and issues in ALM
• Contrasting the use of FRAs and futures in ALM
• EVE and:
  • hedging
  • interest rate sensitivity
• Challenges of liquidity risk management and the LCR
• McKinsey: Anatomy of a liquidity crisis

Dates: 22 - 24 February 2021, 20 - 22 September 2021 

Venue: Online or Central London

Course Leader: Alan McDougall

London course fee: £2999.00 + VAT @ 20%  = £3598.80
Online course fee: £2399 + VAT if applicable

• TRACK RECORD – TRACK RECORD – we have been delivering expert training to the banking, finance and energy sectors since 1991
• INNOVATION – our courses are continually reviewed so you can be sure they are focusing on the most current issues
• KNOWLEDGE – all of our trainers are highly experienced practitioners and leading subject matter experts so you can be confident you are learning from the very best
• SMALL CLASS SIZES – to aid learning and increase your personal interaction with the trainer
• VALUE – we provide a practical training experience with skills that can be used immediately to gain a tangible return on your investment
• ACCREDITATION – we are accredited by the British Accreditation Council (BAC)